U-U.TO vs. SPY
Compare and contrast key facts about Sprott Physical Uranium Trust Fund (U-U.TO) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: U-U.TO or SPY.
Performance
U-U.TO vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, U-U.TO achieves a -11.13% return, which is significantly lower than SPY's 24.91% return.
U-U.TO
-11.13%
-5.77%
-15.83%
-0.47%
N/A
N/A
SPY
24.91%
0.61%
11.66%
32.24%
15.43%
13.04%
Key characteristics
| U-U.TO | SPY | |
|---|---|---|
| Sharpe Ratio | 0.02 | 2.67 |
| Sortino Ratio | 0.32 | 3.56 |
| Omega Ratio | 1.04 | 1.50 |
| Calmar Ratio | 0.03 | 3.85 |
| Martin Ratio | 0.05 | 17.38 |
| Ulcer Index | 19.44% | 1.86% |
| Daily Std Dev | 38.84% | 12.17% |
| Max Drawdown | -39.27% | -55.19% |
| Current Drawdown | -24.55% | -1.77% |
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Correlation
The correlation between U-U.TO and SPY is 0.39, 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.
Risk-Adjusted Performance
U-U.TO vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Uranium Trust Fund (U-U.TO) and SPDR S&P 500 ETF (SPY). 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.
Dividends
U-U.TO vs. SPY - Dividend Comparison
U-U.TO has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.19%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
U-U.TO Sprott Physical Uranium Trust Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
U-U.TO vs. SPY - Drawdown Comparison
The maximum U-U.TO drawdown since its inception was -39.27%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for U-U.TO and SPY. For additional features, visit the drawdowns tool.
Volatility
U-U.TO vs. SPY - Volatility Comparison
Sprott Physical Uranium Trust Fund (U-U.TO) has a higher volatility of 12.11% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that U-U.TO's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.