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TIGO vs. URA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIGO vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Millicom International Cellular S.A. (TIGO) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

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TIGO vs. URA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIGO
Millicom International Cellular S.A.
37.18%152.35%38.94%42.52%-55.61%-26.64%-19.59%-20.28%-1.32%66.94%
URA
Global X Uranium ETF
13.34%67.18%-0.58%46.25%-11.32%57.57%41.33%-3.54%-22.11%19.36%

Returns By Period

In the year-to-date period, TIGO achieves a 37.18% return, which is significantly higher than URA's 13.34% return. Over the past 10 years, TIGO has underperformed URA with an annualized return of 6.75%, while URA has yielded a comparatively higher 16.47% annualized return.


TIGO

1D
2.48%
1M
2.81%
YTD
37.18%
6M
63.41%
1Y
174.64%
3Y*
66.02%
5Y*
17.59%
10Y*
6.75%

URA

1D
6.93%
1M
-10.88%
YTD
13.34%
6M
6.44%
1Y
121.39%
3Y*
40.54%
5Y*
24.65%
10Y*
16.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TIGO vs. URA — Risk / Return Rank

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

TIGO
TIGO Risk / Return Rank: 9999
Overall Rank
TIGO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TIGO Sortino Ratio Rank: 9898
Sortino Ratio Rank
TIGO Omega Ratio Rank: 9898
Omega Ratio Rank
TIGO Calmar Ratio Rank: 9999
Calmar Ratio Rank
TIGO Martin Ratio Rank: 9999
Martin Ratio Rank

URA
URA Risk / Return Rank: 9393
Overall Rank
URA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
URA Sortino Ratio Rank: 9595
Sortino Ratio Rank
URA Omega Ratio Rank: 9090
Omega Ratio Rank
URA Calmar Ratio Rank: 9696
Calmar Ratio Rank
URA Martin Ratio Rank: 8888
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.

TIGO vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Millicom International Cellular S.A. (TIGO) 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.


TIGOURADifference

Sharpe ratio

Return per unit of total volatility

4.98

2.48

+2.50

Sortino ratio

Return per unit of downside risk

4.77

2.97

+1.79

Omega ratio

Gain probability vs. loss probability

1.67

1.37

+0.31

Calmar ratio

Return relative to maximum drawdown

15.86

4.21

+11.65

Martin ratio

Return relative to average drawdown

44.73

10.13

+34.60

TIGO vs. URA - Sharpe Ratio Comparison

The current TIGO Sharpe Ratio is 4.98, which is higher than the URA Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of TIGO and URA, 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


TIGOURADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.98

2.48

+2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.58

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.44

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

-0.06

+0.06

Correlation

The correlation between TIGO and URA is 0.31, 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

TIGO vs. URA - Dividend Comparison

TIGO's dividend yield for the trailing twelve months is around 5.67%, more than URA's 4.30% yield.


TTM20252024202320222021202020192018201720162015
TIGO
Millicom International Cellular S.A.
5.67%8.12%0.00%0.00%0.00%0.00%0.00%5.47%4.15%3.92%6.23%0.00%
URA
Global X Uranium ETF
4.30%4.88%2.86%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%

Drawdowns

TIGO vs. URA - Drawdown Comparison

The maximum TIGO drawdown since its inception was -88.26%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for TIGO and URA.


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Drawdown Indicators


TIGOURADifference

Max Drawdown

Largest peak-to-trough decline

-88.26%

-93.54%

+5.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-28.43%

+17.38%

Max Drawdown (5Y)

Largest decline over 5 years

-76.88%

-37.90%

-38.98%

Max Drawdown (10Y)

Largest decline over 10 years

-84.51%

-61.45%

-23.06%

Current Drawdown

Current decline from peak

-3.78%

-45.04%

+41.26%

Average Drawdown

Average peak-to-trough decline

-46.28%

-75.40%

+29.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

11.82%

-7.90%

Volatility

TIGO vs. URA - Volatility Comparison

The current volatility for Millicom International Cellular S.A. (TIGO) is 11.65%, while Global X Uranium ETF (URA) has a volatility of 16.31%. This indicates that TIGO 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.


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Volatility by Period


TIGOURADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.65%

16.31%

-4.66%

Volatility (6M)

Calculated over the trailing 6-month period

27.28%

38.54%

-11.26%

Volatility (1Y)

Calculated over the trailing 1-year period

35.29%

49.21%

-13.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.36%

43.00%

-3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.27%

37.23%

+1.04%