RYMEX vs. SRUUF
RYMEX (Rydex Commodities Strategy Fund) and SRUUF (Sprott Physical Uranium Trust Fund) are both mutual funds - RYMEX is a Commodities fund managed by Rydex Funds, while SRUUF is a Uranium fund actively managed by Sprott. Over the past 3 years, RYMEX returned 12.82%/yr vs 12.99%/yr for SRUUF. At a 0.22 correlation, their price movements are largely independent. RYMEX charges 1.60%/yr vs 0.70%/yr for SRUUF.
Performance
RYMEX vs. SRUUF - Performance Comparison
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Returns By Period
In the year-to-date period, RYMEX achieves a 26.72% return, which is significantly higher than SRUUF's -4.05% return.
RYMEX
- 1D
- -0.14%
- 1M
- -11.34%
- YTD
- 26.72%
- 6M
- 26.58%
- 1Y
- 23.34%
- 3Y*
- 12.82%
- 5Y*
- 12.81%
- 10Y*
- 6.18%
SRUUF
- 1D
- -1.22%
- 1M
- -3.66%
- YTD
- -4.05%
- 6M
- -1.42%
- 1Y
- 4.07%
- 3Y*
- 12.99%
- 5Y*
- —
- 10Y*
- —
RYMEX vs. SRUUF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RYMEX Rydex Commodities Strategy Fund | 26.72% | 4.70% | 8.24% | -6.14% | 23.72% | 7.89% |
SRUUF Sprott Physical Uranium Trust Fund | -4.05% | 12.66% | -18.89% | 82.09% | 7.65% | 17.26% |
Correlation
The correlation between RYMEX and SRUUF is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2021 | 0.22 |
The correlation between RYMEX and SRUUF shifts across timeframes, from 0.05 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RYMEX vs. SRUUF — Risk / Return Rank
RYMEX
SRUUF
RYMEX vs. SRUUF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Commodities Strategy Fund (RYMEX) and Sprott Physical Uranium Trust Fund (SRUUF). 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.
| RYMEX | SRUUF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.05 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 0.17 | +1.38 |
| Martin ratioReturn relative to average drawdown | 5.23 | 0.33 | +4.90 |
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Drawdowns
RYMEX vs. SRUUF - Drawdown Comparison
The maximum RYMEX drawdown since its inception was -91.81%, which is greater than SRUUF's maximum drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for RYMEX and SRUUF.
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Drawdown Indicators
| RYMEX | SRUUF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.81% | -48.68% | -43.13% |
Max Drawdown (1Y)Largest decline over 1 year | -15.23% | -23.40% | +8.17% |
Max Drawdown (3Y)Largest decline over 3 years | -15.23% | -48.68% | +33.45% |
Max Drawdown (5Y)Largest decline over 5 years | -30.45% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -59.20% | — | — |
Current DrawdownCurrent decline from peak | -69.04% | -25.46% | -43.58% |
Average DrawdownAverage peak-to-trough decline | -66.06% | -21.80% | -44.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.51% | 12.23% | -7.72% |
Volatility
RYMEX vs. SRUUF - Volatility Comparison
The current volatility for Rydex Commodities Strategy Fund (RYMEX) is 6.63%, while Sprott Physical Uranium Trust Fund (SRUUF) has a volatility of 8.19%. This indicates that RYMEX experiences smaller price fluctuations and is considered to be less risky than SRUUF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMEX | SRUUF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 8.19% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 21.96% | 24.77% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.18% | 34.11% | -9.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 41.69% | -18.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.32% | 41.69% | -19.37% |
RYMEX vs. SRUUF - Expense Ratio Comparison
RYMEX has a 1.60% expense ratio, which is higher than SRUUF's 0.70% expense ratio.
Dividends
RYMEX vs. SRUUF - Dividend Comparison
RYMEX's dividend yield for the trailing twelve months is around 1.88%, while SRUUF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
RYMEX Rydex Commodities Strategy Fund | 1.88% | 2.38% | 0.00% | 4.98% | 17.15% | 2.97% | 109.50% | 0.74% | 44.23% | 1.49% |
SRUUF Sprott Physical Uranium Trust Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RYMEX and SRUUF have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SRUUF has higher volatility (8.19%) compared to RYMEX (6.63%). In terms of maximum drawdown, RYMEX dropped -91.81% vs SRUUF's -48.68%.
RYMEX currently has the higher Sharpe Ratio (0.98 vs 0.12), 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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