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SRUUF vs. UX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRUUF vs. UX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Uranium Trust Fund (SRUUF) and Roundhill Uranium ETF (UX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SRUUF achieves a 0.93% return, which is significantly higher than UX's -0.61% return.


SRUUF

1D
-2.82%
1M
-3.15%
YTD
0.93%
6M
8.74%
1Y
21.00%
3Y*
14.65%
5Y*
10Y*

UX

1D
-2.53%
1M
-3.11%
YTD
-0.61%
6M
6.59%
1Y
17.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRUUF vs. UX - Yearly Performance Comparison


2026 (YTD)2025
SRUUF
Sprott Physical Uranium Trust Fund
0.93%20.10%
UX
Roundhill Uranium ETF
-0.61%15.76%

Correlation

The correlation between SRUUF and UX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2025

0.98

The correlation between SRUUF and UX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

SRUUF vs. UX — Risk / Return Rank

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

SRUUF
SRUUF Risk / Return Rank: 88
Overall Rank
SRUUF Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SRUUF Sortino Ratio Rank: 88
Sortino Ratio Rank
SRUUF Omega Ratio Rank: 88
Omega Ratio Rank
SRUUF Calmar Ratio Rank: 99
Calmar Ratio Rank
SRUUF Martin Ratio Rank: 77
Martin Ratio Rank

UX
UX Risk / Return Rank: 1717
Overall Rank
UX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UX Sortino Ratio Rank: 1818
Sortino Ratio Rank
UX Omega Ratio Rank: 1818
Omega Ratio Rank
UX Calmar Ratio Rank: 1818
Calmar Ratio Rank
UX Martin Ratio Rank: 1616
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. UX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Uranium Trust Fund (SRUUF) and Roundhill Uranium ETF (UX). 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.


SRUUFUXDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.13

1.11

+0.02

Calmar ratioReturn relative to maximum drawdown

0.92

0.73

+0.19

Martin ratioReturn relative to average drawdown

1.86

1.45

+0.41

SRUUF vs. UX - Sharpe Ratio Comparison

The current SRUUF Sharpe Ratio is 0.61, which is comparable to the UX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SRUUF and UX, 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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Sharpe Ratios by Period


SRUUFUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.50

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.31

+0.10

Drawdowns

SRUUF vs. UX - Drawdown Comparison

The maximum SRUUF drawdown since its inception was -48.68%, which is greater than UX's maximum drawdown of -23.72%. Use the drawdown chart below to compare losses from any high point for SRUUF and UX.


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Drawdown Indicators


SRUUFUXDifference

Max Drawdown

Largest peak-to-trough decline

-48.68%

-23.72%

-24.96%

Max Drawdown (1Y)

Largest decline over 1 year

-22.98%

-23.72%

+0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-48.68%

Current Drawdown

Current decline from peak

-21.59%

-19.59%

-2.00%

Average Drawdown

Average peak-to-trough decline

-21.79%

-10.13%

-11.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.29%

11.87%

-0.58%

Volatility

SRUUF vs. UX - Volatility Comparison

Sprott Physical Uranium Trust Fund (SRUUF) and Roundhill Uranium ETF (UX) have volatilities of 7.75% and 8.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRUUFUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

8.07%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

24.53%

24.59%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

34.51%

34.45%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.81%

36.20%

+5.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.81%

36.20%

+5.61%

SRUUF vs. UX - Expense Ratio Comparison

SRUUF has a 0.70% expense ratio, which is lower than UX's 0.75% expense ratio.


Dividends

SRUUF vs. UX - Dividend Comparison

SRUUF has not paid dividends to shareholders, while UX's dividend yield for the trailing twelve months is around 1.49%.


PositionTTM2025
SRUUF
Sprott Physical Uranium Trust Fund
0.00%0.00%
UX
Roundhill Uranium ETF
1.49%1.48%

Frequently Asked Questions


With a correlation of 0.97, SRUUF and UX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UX has higher volatility (8.07%) compared to SRUUF (7.75%). In terms of maximum drawdown, SRUUF dropped -48.68% vs UX's -23.72%.

SRUUF currently has the higher Sharpe Ratio (0.61 vs 0.50), 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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