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RNRG vs. URAN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RNRG vs. URAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Funds Global X Renewable Energy Producers ETF (RNRG) and Themes Uranium & Nuclear ETF (URAN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RNRG achieves a 8.52% return, which is significantly higher than URAN's -6.44% return.


RNRG

1D
0.17%
1M
-6.97%
YTD
8.52%
6M
8.55%
1Y
27.31%
3Y*
1.81%
5Y*
-4.67%
10Y*
4.25%

URAN

1D
-0.30%
1M
-11.06%
YTD
-6.44%
6M
-9.14%
1Y
8.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RNRG vs. URAN - Yearly Performance Comparison


2026 (YTD)20252024
RNRG
Global X Funds Global X Renewable Energy Producers ETF
8.52%29.61%-16.03%
URAN
Themes Uranium & Nuclear ETF
-6.44%49.05%3.89%

Correlation

The correlation between RNRG and URAN is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2024

0.34

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Return for Risk

RNRG vs. URAN — Risk / Return Rank

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

RNRG
RNRG Risk / Return Rank: 6060
Overall Rank
RNRG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
RNRG Sortino Ratio Rank: 5656
Sortino Ratio Rank
RNRG Omega Ratio Rank: 5252
Omega Ratio Rank
RNRG Calmar Ratio Rank: 6868
Calmar Ratio Rank
RNRG Martin Ratio Rank: 6464
Martin Ratio Rank

URAN
URAN Risk / Return Rank: 1212
Overall Rank
URAN Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
URAN Sortino Ratio Rank: 1313
Sortino Ratio Rank
URAN Omega Ratio Rank: 1212
Omega Ratio Rank
URAN Calmar Ratio Rank: 1212
Calmar Ratio Rank
URAN Martin Ratio Rank: 1111
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.

RNRG vs. URAN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Funds Global X Renewable Energy Producers ETF (RNRG) and Themes Uranium & Nuclear ETF (URAN). 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.


RNRGURANDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+1.81

Omega ratioGain probability vs. loss probability

1.29

1.07

+0.22

Calmar ratioReturn relative to maximum drawdown

2.98

0.26

+2.72

Martin ratioReturn relative to average drawdown

10.19

0.56

+9.63

RNRG vs. URAN - Sharpe Ratio Comparison

The current RNRG Sharpe Ratio is 1.72, which is higher than the URAN Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of RNRG and URAN, 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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Drawdowns

RNRG vs. URAN - Drawdown Comparison

The maximum RNRG drawdown since its inception was -58.79%, which is greater than URAN's maximum drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for RNRG and URAN.


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Drawdown Indicators


RNRGURANDifference

Max Drawdown

Largest peak-to-trough decline

-58.79%

-31.96%

-26.83%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

-31.02%

+21.81%

Max Drawdown (3Y)

Largest decline over 3 years

-35.23%

Max Drawdown (5Y)

Largest decline over 5 years

-52.17%

Max Drawdown (10Y)

Largest decline over 10 years

-58.79%

Current Drawdown

Current decline from peak

-35.79%

-28.98%

-6.81%

Average Drawdown

Average peak-to-trough decline

-24.49%

-11.28%

-13.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

14.29%

-11.60%

Volatility

RNRG vs. URAN - Volatility Comparison

The current volatility for Global X Funds Global X Renewable Energy Producers ETF (RNRG) is 5.24%, while Themes Uranium & Nuclear ETF (URAN) has a volatility of 13.07%. This indicates that RNRG experiences smaller price fluctuations and is considered to be less risky than URAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RNRGURANDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

13.07%

-7.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.81%

30.28%

-17.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

39.67%

-23.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.16%

39.37%

-19.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

39.37%

-19.74%

RNRG vs. URAN - Expense Ratio Comparison

RNRG has a 0.65% expense ratio, which is higher than URAN's 0.35% expense ratio.


Dividends

RNRG vs. URAN - Dividend Comparison

RNRG's dividend yield for the trailing twelve months is around 1.39%, less than URAN's 2.74% yield.


PositionTTM20252024202320222021202020192018201720162015
RNRG
Global X Funds Global X Renewable Energy Producers ETF
1.39%1.50%1.48%1.44%1.15%1.10%3.16%2.97%5.22%4.14%5.02%3.48%
URAN
Themes Uranium & Nuclear ETF
2.74%2.56%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RNRG and URAN have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URAN has higher volatility (13.07%) compared to RNRG (5.24%). In terms of maximum drawdown, RNRG dropped -58.79% vs URAN's -31.96%.

On 1-year performance, RNRG leads with 27.31% vs 8.01% for URAN. On fees, URAN is cheaper at 0.35% per year. On volatility, RNRG has been the lower-risk option at 5.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RNRG has performed better with a 27.31% return vs 8.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

URAN is cheaper with a 0.35% expense ratio, compared with 0.65% for RNRG.

URAN has the higher dividend yield at 2.74%, compared with 1.39% for RNRG.

RNRG is categorized as Alternative Energy Equities, while URAN is Uranium. RNRG tracks Indxx Renewable Energy Producers Index, while URAN tracks BITA Global Uranium and Nuclear Select Index. They also come from different issuers: Global X and Themes. Their fees differ too: 0.65% for RNRG and 0.35% for URAN.

RNRG currently has the higher Sharpe Ratio (1.72 vs 0.20), 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.

Portfolio Optimizer

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