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SRUUF vs. BCSKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SRUUF vs. BCSKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Uranium Trust Fund (SRUUF) and BlackRock Commodity Strategies Fund Class K (BCSKX). The values are adjusted to include any dividend payments, if applicable.

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SRUUF vs. BCSKX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SRUUF
Sprott Physical Uranium Trust Fund
3.76%12.66%-18.89%82.09%7.65%17.26%
BCSKX
BlackRock Commodity Strategies Fund Class K
19.21%28.88%4.44%-4.27%11.95%4.88%

Returns By Period

In the year-to-date period, SRUUF achieves a 3.76% return, which is significantly lower than BCSKX's 19.21% return.


SRUUF

1D
5.15%
1M
-0.54%
YTD
3.76%
6M
0.85%
1Y
41.75%
3Y*
19.90%
5Y*
10Y*

BCSKX

1D
0.24%
1M
0.65%
YTD
19.21%
6M
26.57%
1Y
40.92%
3Y*
16.13%
5Y*
14.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SRUUF vs. BCSKX - Expense Ratio Comparison

SRUUF has a 0.70% expense ratio, which is higher than BCSKX's 0.67% expense ratio.


Return for Risk

SRUUF vs. BCSKX — Risk / Return Rank

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

SRUUF
SRUUF Risk / Return Rank: 5959
Overall Rank
SRUUF Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SRUUF Sortino Ratio Rank: 6464
Sortino Ratio Rank
SRUUF Omega Ratio Rank: 4848
Omega Ratio Rank
SRUUF Calmar Ratio Rank: 7979
Calmar Ratio Rank
SRUUF Martin Ratio Rank: 4747
Martin Ratio Rank

BCSKX
BCSKX Risk / Return Rank: 9696
Overall Rank
BCSKX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BCSKX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BCSKX Omega Ratio Rank: 9393
Omega Ratio Rank
BCSKX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BCSKX Martin Ratio Rank: 9898
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.

SRUUF vs. BCSKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Uranium Trust Fund (SRUUF) and BlackRock Commodity Strategies Fund Class K (BCSKX). 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.


SRUUFBCSKXDifference

Sharpe ratio

Return per unit of total volatility

1.11

2.58

-1.47

Sortino ratio

Return per unit of downside risk

1.66

3.25

-1.59

Omega ratio

Gain probability vs. loss probability

1.21

1.47

-0.26

Calmar ratio

Return relative to maximum drawdown

1.92

3.89

-1.97

Martin ratio

Return relative to average drawdown

4.77

19.70

-14.93

SRUUF vs. BCSKX - Sharpe Ratio Comparison

The current SRUUF Sharpe Ratio is 1.11, which is lower than the BCSKX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of SRUUF and BCSKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SRUUFBCSKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.58

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.75

-0.32

Correlation

The correlation between SRUUF and BCSKX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SRUUF vs. BCSKX - Dividend Comparison

SRUUF has not paid dividends to shareholders, while BCSKX's dividend yield for the trailing twelve months is around 2.63%.


TTM20252024202320222021202020192018
SRUUF
Sprott Physical Uranium Trust Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BCSKX
BlackRock Commodity Strategies Fund Class K
2.63%3.13%3.66%9.45%9.11%2.72%0.84%2.08%2.02%

Drawdowns

SRUUF vs. BCSKX - Drawdown Comparison

The maximum SRUUF drawdown since its inception was -48.68%, which is greater than BCSKX's maximum drawdown of -30.34%. Use the drawdown chart below to compare losses from any high point for SRUUF and BCSKX.


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Drawdown Indicators


SRUUFBCSKXDifference

Max Drawdown

Largest peak-to-trough decline

-48.68%

-30.34%

-18.34%

Max Drawdown (1Y)

Largest decline over 1 year

-22.98%

-10.51%

-12.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.34%

Current Drawdown

Current decline from peak

-19.39%

-1.36%

-18.03%

Average Drawdown

Average peak-to-trough decline

-21.88%

-6.67%

-15.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.25%

2.08%

+7.17%

Volatility

SRUUF vs. BCSKX - Volatility Comparison

Sprott Physical Uranium Trust Fund (SRUUF) has a higher volatility of 11.92% compared to BlackRock Commodity Strategies Fund Class K (BCSKX) at 4.44%. This indicates that SRUUF's price experiences larger fluctuations and is considered to be riskier than BCSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRUUFBCSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.92%

4.44%

+7.48%

Volatility (6M)

Calculated over the trailing 6-month period

27.44%

12.33%

+15.11%

Volatility (1Y)

Calculated over the trailing 1-year period

37.98%

16.16%

+21.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.29%

15.80%

+26.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.29%

15.08%

+27.21%