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SPFFX vs. URAN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPFFX vs. URAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sphere 500 Fossil Free Fund (SPFFX) 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, SPFFX achieves a 9.97% return, which is significantly higher than URAN's -3.44% return.


SPFFX

1D
-0.48%
1M
0.33%
YTD
9.97%
6M
8.89%
1Y
25.99%
3Y*
21.91%
5Y*
10Y*

URAN

1D
-1.32%
1M
-5.33%
YTD
-3.44%
6M
-5.94%
1Y
11.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFFX vs. URAN - Yearly Performance Comparison


2026 (YTD)20252024
SPFFX
Sphere 500 Fossil Free Fund
9.97%18.12%5.01%
URAN
Themes Uranium & Nuclear ETF
-3.44%49.05%3.89%

Correlation

The correlation between SPFFX and URAN is 0.56, 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

0.56

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

0.54

The correlation between SPFFX and URAN has been stable across timeframes, ranging from 0.54 to 0.56 - a consistent structural relationship.

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Return for Risk

SPFFX vs. URAN — Risk / Return Rank

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

SPFFX
SPFFX Risk / Return Rank: 5151
Overall Rank
SPFFX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SPFFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SPFFX Omega Ratio Rank: 5050
Omega Ratio Rank
SPFFX Calmar Ratio Rank: 4949
Calmar Ratio Rank
SPFFX Martin Ratio Rank: 5757
Martin Ratio Rank

URAN
URAN Risk / Return Rank: 1313
Overall Rank
URAN Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
URAN Sortino Ratio Rank: 1414
Sortino Ratio Rank
URAN Omega Ratio Rank: 1414
Omega Ratio Rank
URAN Calmar Ratio Rank: 1313
Calmar Ratio Rank
URAN Martin Ratio Rank: 1212
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.

SPFFX vs. URAN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sphere 500 Fossil Free Fund (SPFFX) 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.


SPFFXURANDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+1.97

Omega ratioGain probability vs. loss probability

1.35

1.08

+0.27

Calmar ratioReturn relative to maximum drawdown

2.56

0.39

+2.17

Martin ratioReturn relative to average drawdown

10.82

0.85

+9.97

SPFFX vs. URAN - Sharpe Ratio Comparison

The current SPFFX Sharpe Ratio is 1.98, which is higher than the URAN Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of SPFFX 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

SPFFX vs. URAN - Drawdown Comparison

The maximum SPFFX drawdown since its inception was -25.11%, smaller than the maximum URAN drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for SPFFX and URAN.


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Drawdown Indicators


SPFFXURANDifference

Max Drawdown

Largest peak-to-trough decline

-25.11%

-31.96%

+6.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-31.02%

+20.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.97%

Current Drawdown

Current decline from peak

-1.97%

-26.70%

+24.73%

Average Drawdown

Average peak-to-trough decline

-6.35%

-11.20%

+4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

14.06%

-11.52%

Volatility

SPFFX vs. URAN - Volatility Comparison

The current volatility for Sphere 500 Fossil Free Fund (SPFFX) is 5.35%, while Themes Uranium & Nuclear ETF (URAN) has a volatility of 13.40%. This indicates that SPFFX 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


SPFFXURANDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

13.40%

-8.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

30.44%

-19.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.95%

39.64%

-25.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

39.40%

-22.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

39.40%

-22.17%

SPFFX vs. URAN - Expense Ratio Comparison

SPFFX has a 0.11% expense ratio, which is lower than URAN's 0.35% expense ratio.


Dividends

SPFFX vs. URAN - Dividend Comparison

SPFFX's dividend yield for the trailing twelve months is around 6.18%, more than URAN's 2.65% yield.


PositionTTM20252024202320222021
SPFFX
Sphere 500 Fossil Free Fund
6.18%6.80%1.06%1.32%0.73%0.14%
URAN
Themes Uranium & Nuclear ETF
2.65%2.56%0.21%0.00%0.00%0.00%

Frequently Asked Questions


SPFFX and URAN have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URAN has higher volatility (13.40%) compared to SPFFX (5.35%). In terms of maximum drawdown, SPFFX dropped -25.11% vs URAN's -31.96%.

SPFFX currently has the higher Sharpe Ratio (1.98 vs 0.30), 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 SPFFX and URAN

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

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