PortfoliosLab logoPortfoliosLab logo
SII vs. URA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SII vs. URA - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SII achieves a 16.59% return, which is significantly higher than URA's 6.67% return.


SII

1D
-3.85%
1M
-9.12%
YTD
16.59%
6M
12.81%
1Y
77.79%
3Y*
56.39%
5Y*
26.91%
10Y*

URA

1D
-2.61%
1M
-6.90%
YTD
6.67%
6M
2.57%
1Y
27.21%
3Y*
34.68%
5Y*
20.40%
10Y*
16.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SII vs. URA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SII
Sprott Inc
16.59%137.17%27.39%5.00%-24.09%59.43%-19.45%
URA
Global X Uranium ETF
6.67%67.18%-0.58%46.25%-11.32%57.57%45.13%

Correlation

The correlation between SII and URA is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2020

0.52

The correlation between SII and URA shifts across timeframes, from 0.52 (all time) to 0.62 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SII vs. URA — Risk / Return Rank

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

SII
SII Risk / Return Rank: 8181
Overall Rank
SII Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SII Sortino Ratio Rank: 8080
Sortino Ratio Rank
SII Omega Ratio Rank: 8080
Omega Ratio Rank
SII Calmar Ratio Rank: 7979
Calmar Ratio Rank
SII Martin Ratio Rank: 8181
Martin Ratio Rank

URA
URA Risk / Return Rank: 1919
Overall Rank
URA Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
URA Sortino Ratio Rank: 2020
Sortino Ratio Rank
URA Omega Ratio Rank: 1919
Omega Ratio Rank
URA Calmar Ratio Rank: 2020
Calmar Ratio Rank
URA Martin Ratio Rank: 1818
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.

SII vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Inc (SII) 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.


SIIURADifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.29

1.13

+0.16

Calmar ratioReturn relative to maximum drawdown

2.44

0.87

+1.58

Martin ratioReturn relative to average drawdown

6.38

1.87

+4.51

SII vs. URA - Sharpe Ratio Comparison

The current SII Sharpe Ratio is 1.63, which is higher than the URA Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of SII 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.


Loading charts...

Drawdowns

SII vs. URA - Drawdown Comparison

The maximum SII drawdown since its inception was -47.81%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for SII and URA.


Loading charts...

Drawdown Indicators


SIIURADifference

Max Drawdown

Largest peak-to-trough decline

-47.81%

-93.54%

+45.73%

Max Drawdown (1Y)

Largest decline over 1 year

-32.00%

-31.48%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-32.00%

-37.81%

+5.81%

Max Drawdown (5Y)

Largest decline over 5 years

-47.81%

-37.90%

-9.91%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

Current Drawdown

Current decline from peak

-31.56%

-48.27%

+16.71%

Average Drawdown

Average peak-to-trough decline

-21.10%

-74.90%

+53.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.23%

14.58%

-2.35%

Volatility

SII vs. URA - Volatility Comparison

The current volatility for Sprott Inc (SII) is 15.17%, while Global X Uranium ETF (URA) has a volatility of 17.86%. This indicates that SII experiences smaller price fluctuations and is considered to be less risky than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SIIURADifference

Volatility (1M)

Calculated over the trailing 1-month period

15.17%

17.86%

-2.69%

Volatility (6M)

Calculated over the trailing 6-month period

41.36%

39.53%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

48.01%

51.33%

-3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.90%

43.92%

-6.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.86%

37.95%

-0.09%

Dividends

SII vs. URA - Dividend Comparison

SII's dividend yield for the trailing twelve months is around 1.32%, less than URA's 4.57% yield.


PositionTTM20252024202320222021202020192018201720162015
SII
Sprott Inc
1.32%1.33%2.49%2.95%3.00%2.22%1.66%0.00%0.00%0.00%0.00%0.00%
URA
Global X Uranium ETF
4.57%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


SII and URA have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URA has higher volatility (17.86%) compared to SII (15.17%). In terms of maximum drawdown, SII dropped -47.81% vs URA's -93.54%.

SII currently has the higher Sharpe Ratio (1.63 vs 0.53), 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

Find the right allocation for SII and URA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer