P vs. URA

Last updated Jun 13, 2026

P (Everpure, Inc.) is a stock, while URA (Global X Uranium ETF) is Commodity Producers Equities fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. Over the past 10 years, P returned 21.03%/yr vs 15.90%/yr for URA. At a 0.36 correlation, their price movements are largely independent.

Performance

P vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Everpure, Inc. (P) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, P achieves a 7.91% return, which is significantly higher than URA's 6.53% return. Over the past 10 years, P has outperformed URA with an annualized return of 21.03%, while URA has yielded a comparatively lower 15.90% annualized return.

P

• 1D: 4.28%
• 1M: -14.36%
• YTD: 7.91%
• 6M: 1.39%
• 1Y: 32.70%
• 3Y*: 25.48%
• 5Y*: 30.55%
• 10Y*: 21.03%

URA

• 1D: 1.54%
• 1M: -14.61%
• YTD: 6.53%
• 6M: 3.57%
• 1Y: 32.44%
• 3Y*: 32.17%
• 5Y*: 18.77%
• 10Y*: 15.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

P vs. URA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
P Everpure, Inc.	7.91%	9.08%	72.27%	33.26%	-17.79%	43.96%	32.14%	6.41%	1.39%	40.23%
URA Global X Uranium ETF	6.53%	67.18%	-0.58%	46.25%	-11.32%	57.57%	41.33%	-3.54%	-22.11%	19.36%

Correlation

The correlation between P and URA is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.38
Correlation (All Time) Calculated using the full available price history since Oct 7, 2015	0.36

Return for Risk

P vs. URA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

P

P Risk / Return Rank: 60
P Sharpe Ratio Rank: 59
P Sortino Ratio Rank: 59
P Omega Ratio Rank: 62
P Calmar Ratio Rank: 60
P Martin Ratio Rank: 58

URA

URA Risk / Return Rank: 23
URA Sharpe Ratio Rank: 21
URA Sortino Ratio Rank: 24
URA Omega Ratio Rank: 23
URA Calmar Ratio Rank: 25
URA Martin Ratio Rank: 21

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

P vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Everpure, Inc. (P) and Global X Uranium ETF (URA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	P	URA	Difference
Sharpe ratio: Return per unit of total volatility	0.48	0.64	-0.16
Sortino ratio: Return per unit of downside risk	1.12	1.21	-0.09
Omega ratio: Gain probability vs. loss probability	1.16	1.14	+0.02
Calmar ratio: Return relative to maximum drawdown	0.78	1.04	-0.26
Martin ratio: Return relative to average drawdown	1.50	2.30	-0.81

P vs. URA - Sharpe Ratio Comparison

The current P Sharpe Ratio is 0.48, which is comparable to the URA Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of P and URA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

P vs. URA - Drawdown Comparison

The maximum P drawdown since its inception was -69.43%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for P and URA.

Drawdown Indicators

	P	URA	Difference
Max Drawdown Largest peak-to-trough decline	-69.43%	-93.54%	+24.11%
Max Drawdown (1Y) Largest decline over 1 year	-42.26%	-31.48%	-10.78%
Max Drawdown (3Y) Largest decline over 3 years	-48.63%	-37.81%	-10.82%
Max Drawdown (5Y) Largest decline over 5 years	-48.63%	-37.90%	-10.73%
Max Drawdown (10Y) Largest decline over 10 years	-69.43%	-61.45%	-7.98%
Current Drawdown Current decline from peak	-26.74%	-48.34%	+21.60%
Average Drawdown Average peak-to-trough decline	-24.44%	-74.94%	+50.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.89%	14.12%	+7.77%

Volatility

P vs. URA - Volatility Comparison

Everpure, Inc. (P) has a higher volatility of 26.95% compared to Global X Uranium ETF (URA) at 17.69%. This indicates that P's price experiences larger fluctuations and is considered to be riskier than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	P	URA	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.95%	17.69%	+9.26%
Volatility (6M) Calculated over the trailing 6-month period	45.02%	39.95%	+5.07%
Volatility (1Y) Calculated over the trailing 1-year period	68.32%	51.24%	+17.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.74%	43.96%	+8.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.15%	37.91%	+13.24%

Dividends

P vs. URA - Dividend Comparison

P has not paid dividends to shareholders, while URA's dividend yield for the trailing twelve months is around 4.58%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
P Everpure, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
URA Global X Uranium ETF	4.58%	4.88%	2.86%	6.07%	0.76%	5.84%	1.69%	1.66%	0.44%	2.03%	7.28%	1.96%

Frequently Asked Questions

Can I hold both P and URA in my portfolio?

P and URA have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, P or URA?

P has higher volatility (26.95%) compared to URA (17.69%). In terms of maximum drawdown, P dropped -69.43% vs URA's -93.54%.

Which has better risk-adjusted returns?

URA currently has the higher Sharpe Ratio (0.64 vs 0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.