U-U.TO vs. TAGS

Last updated Apr 2, 2026

Compare and contrast key facts about Sprott Physical Uranium Trust Fund (U-U.TO) and Teucrium Agricultural Fund (TAGS).

TAGS is a passively managed fund by Teucrium that tracks the performance of the Teucrium TAGS Index. It was launched on Mar 28, 2012.

Performance

U-U.TO vs. TAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Sprott Physical Uranium Trust Fund (U-U.TO) and Teucrium Agricultural Fund (TAGS). The values are adjusted to include any dividend payments, if applicable.

U-U.TO vs. TAGS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
U-U.TO Sprott Physical Uranium Trust Fund	3.54%	12.78%	-18.83%	82.05%	6.27%	22.33%
TAGS Teucrium Agricultural Fund	9.89%	-12.94%	-7.24%	-8.18%	24.54%	3.64%

Different Trading Currencies

U-U.TO is traded in CAD, while TAGS is traded in USD. To make them comparable, the TAGS values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, U-U.TO achieves a 3.54% return, which is significantly lower than TAGS's 9.89% return.

U-U.TO

• 1D: -0.05%
• 1M: -3.77%
• YTD: 3.54%
• 6M: 0.45%
• 1Y: 39.24%
• 3Y*: 19.95%
• 5Y*: —
• 10Y*: —

TAGS

• 1D: -2.07%
• 1M: 6.72%
• YTD: 9.89%
• 6M: 6.26%
• 1Y: -5.76%
• 3Y*: -6.26%
• 5Y*: 4.35%
• 10Y*: 0.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

U-U.TO vs. TAGS — Risk / Return Rank

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

U-U.TO

U-U.TO Risk / Return Rank: 71
U-U.TO Sharpe Ratio Rank: 73
U-U.TO Sortino Ratio Rank: 69
U-U.TO Omega Ratio Rank: 65
U-U.TO Calmar Ratio Rank: 74
U-U.TO Martin Ratio Rank: 74

TAGS

TAGS Risk / Return Rank: 8
TAGS Sharpe Ratio Rank: 7
TAGS Sortino Ratio Rank: 6
TAGS Omega Ratio Rank: 7
TAGS Calmar Ratio Rank: 10
TAGS Martin Ratio Rank: 10

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.

U-U.TO vs. TAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Uranium Trust Fund (U-U.TO) and Teucrium Agricultural Fund (TAGS). 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.

	U-U.TO	TAGS	Difference
Sharpe ratio Return per unit of total volatility	1.00	-0.49	+1.49
Sortino ratio Return per unit of downside risk	1.56	-0.62	+2.18
Omega ratio Gain probability vs. loss probability	1.19	0.93	+0.26
Calmar ratio Return relative to maximum drawdown	1.83	-0.31	+2.14
Martin ratio Return relative to average drawdown	4.41	-0.46	+4.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

U-U.TO vs. TAGS - Sharpe Ratio Comparison

The current U-U.TO Sharpe Ratio is 1.00, which is higher than the TAGS Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of U-U.TO and TAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	U-U.TO	TAGS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	-0.49	+1.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	-0.12	+0.56

Correlation

The correlation between U-U.TO and TAGS is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

U-U.TO vs. TAGS - Dividend Comparison

Neither U-U.TO nor TAGS has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

U-U.TO vs. TAGS - Drawdown Comparison

The maximum U-U.TO drawdown since its inception was -48.74%, smaller than the maximum TAGS drawdown of -67.38%. Use the drawdown chart below to compare losses from any high point for U-U.TO and TAGS.

Drawdown Indicators

	U-U.TO	TAGS	Difference
Max Drawdown Largest peak-to-trough decline	-48.74%	-76.40%	+27.66%
Max Drawdown (1Y) Largest decline over 1 year	-22.78%	-12.12%	-10.66%
Max Drawdown (5Y) Largest decline over 5 years	—	-37.60%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-47.30%	—
Current Drawdown Current decline from peak	-19.53%	-62.87%	+43.34%
Average Drawdown Average peak-to-trough decline	-21.93%	-57.16%	+35.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.43%	7.59%	+1.84%

Volatility

U-U.TO vs. TAGS - Volatility Comparison

Sprott Physical Uranium Trust Fund (U-U.TO) has a higher volatility of 10.92% compared to Teucrium Agricultural Fund (TAGS) at 5.54%. This indicates that U-U.TO's price experiences larger fluctuations and is considered to be riskier than TAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	U-U.TO	TAGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.92%	5.54%	+5.38%
Volatility (6M) Calculated over the trailing 6-month period	26.95%	9.16%	+17.79%
Volatility (1Y) Calculated over the trailing 1-year period	39.36%	11.91%	+27.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.37%	16.93%	+25.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.37%	18.63%	+23.74%