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PSLV vs. URNJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSLV vs. URNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Silver Trust (PSLV) and Sprott Junior Uranium Miners ETF (URNJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSLV achieves a -1.78% return, which is significantly lower than URNJ's 12.14% return.


PSLV

1D
-2.76%
1M
-1.61%
YTD
-1.78%
6M
18.46%
1Y
100.09%
3Y*
41.73%
5Y*
18.43%
10Y*
13.97%

URNJ

1D
-5.58%
1M
-8.90%
YTD
12.14%
6M
11.74%
1Y
63.88%
3Y*
25.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSLV vs. URNJ - Yearly Performance Comparison


2026 (YTD)202520242023
PSLV
Sprott Physical Silver Trust
-1.78%145.08%19.43%1.25%
URNJ
Sprott Junior Uranium Miners ETF
12.14%45.35%-18.34%19.92%

Correlation

The correlation between PSLV and URNJ is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2023

0.34

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Return for Risk

PSLV vs. URNJ — Risk / Return Rank

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

PSLV
PSLV Risk / Return Rank: 7979
Overall Rank
PSLV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PSLV Sortino Ratio Rank: 7474
Sortino Ratio Rank
PSLV Omega Ratio Rank: 8181
Omega Ratio Rank
PSLV Calmar Ratio Rank: 7878
Calmar Ratio Rank
PSLV Martin Ratio Rank: 7676
Martin Ratio Rank

URNJ
URNJ Risk / Return Rank: 3030
Overall Rank
URNJ Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
URNJ Sortino Ratio Rank: 3131
Sortino Ratio Rank
URNJ Omega Ratio Rank: 2828
Omega Ratio Rank
URNJ Calmar Ratio Rank: 3636
Calmar Ratio Rank
URNJ Martin Ratio Rank: 2626
Martin Ratio Rank
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.

PSLV vs. URNJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Silver Trust (PSLV) and Sprott Junior Uranium Miners ETF (URNJ). 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.


PSLVURNJDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.32

1.20

+0.13

Calmar ratioReturn relative to maximum drawdown

2.48

1.81

+0.67

Martin ratioReturn relative to average drawdown

5.50

3.67

+1.84

PSLV vs. URNJ - Sharpe Ratio Comparison

The current PSLV Sharpe Ratio is 1.72, which is higher than the URNJ Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PSLV and URNJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PSLVURNJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.05

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.28

-0.11

Drawdowns

PSLV vs. URNJ - Drawdown Comparison

The maximum PSLV drawdown since its inception was -79.38%, which is greater than URNJ's maximum drawdown of -59.21%. Use the drawdown chart below to compare losses from any high point for PSLV and URNJ.


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Drawdown Indicators


PSLVURNJDifference

Max Drawdown

Largest peak-to-trough decline

-79.38%

-59.21%

-20.17%

Max Drawdown (1Y)

Largest decline over 1 year

-40.65%

-35.54%

-5.11%

Max Drawdown (3Y)

Largest decline over 3 years

-40.65%

-59.21%

+18.56%

Max Drawdown (5Y)

Largest decline over 5 years

-40.65%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

Current Drawdown

Current decline from peak

-36.11%

-30.10%

-6.01%

Average Drawdown

Average peak-to-trough decline

-58.15%

-21.17%

-36.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.25%

17.47%

+0.78%

Volatility

PSLV vs. URNJ - Volatility Comparison

The current volatility for Sprott Physical Silver Trust (PSLV) is 16.57%, while Sprott Junior Uranium Miners ETF (URNJ) has a volatility of 17.63%. This indicates that PSLV experiences smaller price fluctuations and is considered to be less risky than URNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSLVURNJDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.57%

17.63%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

57.35%

45.59%

+11.76%

Volatility (1Y)

Calculated over the trailing 1-year period

58.49%

61.42%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.64%

53.34%

-17.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.14%

53.34%

-22.20%

PSLV vs. URNJ - Expense Ratio Comparison

PSLV has a 0.51% expense ratio, which is lower than URNJ's 0.80% expense ratio.


Dividends

PSLV vs. URNJ - Dividend Comparison

PSLV has not paid dividends to shareholders, while URNJ's dividend yield for the trailing twelve months is around 5.87%.


PositionTTM202520242023
PSLV
Sprott Physical Silver Trust
0.00%0.00%0.00%0.00%
URNJ
Sprott Junior Uranium Miners ETF
5.87%6.58%4.33%4.03%

Frequently Asked Questions


PSLV and URNJ have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URNJ has higher volatility (17.63%) compared to PSLV (16.57%). In terms of maximum drawdown, PSLV dropped -79.38% vs URNJ's -59.21%.

On 3-year performance, PSLV leads with 41.73% vs 25.45% for URNJ. On fees, PSLV is cheaper at 0.51% per year. On volatility, PSLV has been the lower-risk option at 16.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PSLV has performed better with a 41.73% return vs 25.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSLV is cheaper with a 0.51% expense ratio, compared with 0.80% for URNJ.

URNJ has the higher dividend yield at 5.87%, compared with 0.00% for PSLV.

PSLV is categorized as Silver, while URNJ is Energy Equities. PSLV tracks No Index (Physical Silver), while URNJ tracks Nasdaq Sprott Junior Uranium Miners Index - Benchmark TR Gross. Their fees differ too: 0.51% for PSLV and 0.80% for URNJ.

PSLV currently has the higher Sharpe Ratio (1.72 vs 1.05), 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.

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