U-U.TO vs. URNM
Compare and contrast key facts about Sprott Physical Uranium Trust Fund (U-U.TO) and NorthShore Global Uranium Mining ETF (URNM).
URNM is a passively managed fund by Exchange Traded Concepts that tracks the performance of the North Shore Global Uranium Mining Index. It was launched on Dec 3, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: U-U.TO or URNM.
Performance
U-U.TO vs. URNM - Performance Comparison
Returns By Period
In the year-to-date period, U-U.TO achieves a -11.13% return, which is significantly lower than URNM's 0.21% return.
U-U.TO
-11.13%
-5.77%
-15.83%
-0.47%
N/A
N/A
URNM
0.21%
-8.55%
-17.75%
2.28%
N/A
N/A
Key characteristics
| U-U.TO | URNM | |
|---|---|---|
| Sharpe Ratio | 0.02 | 0.11 |
| Sortino Ratio | 0.32 | 0.47 |
| Omega Ratio | 1.04 | 1.05 |
| Calmar Ratio | 0.03 | 0.13 |
| Martin Ratio | 0.05 | 0.27 |
| Ulcer Index | 19.44% | 16.94% |
| Daily Std Dev | 38.84% | 40.38% |
| Max Drawdown | -39.27% | -42.55% |
| Current Drawdown | -24.55% | -17.75% |
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Correlation
The correlation between U-U.TO and URNM is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
U-U.TO vs. URNM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Uranium Trust Fund (U-U.TO) and NorthShore Global Uranium Mining ETF (URNM). 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. URNM - Dividend Comparison
U-U.TO has not paid dividends to shareholders, while URNM's dividend yield for the trailing twelve months is around 3.62%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
U-U.TO Sprott Physical Uranium Trust Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URNM NorthShore Global Uranium Mining ETF | 3.62% | 3.63% | 0.00% | 6.70% | 2.57% |
Drawdowns
U-U.TO vs. URNM - Drawdown Comparison
The maximum U-U.TO drawdown since its inception was -39.27%, smaller than the maximum URNM drawdown of -42.55%. Use the drawdown chart below to compare losses from any high point for U-U.TO and URNM. For additional features, visit the drawdowns tool.
Volatility
U-U.TO vs. URNM - Volatility Comparison
Sprott Physical Uranium Trust Fund (U-U.TO) has a higher volatility of 12.11% compared to NorthShore Global Uranium Mining ETF (URNM) at 9.70%. This indicates that U-U.TO's price experiences larger fluctuations and is considered to be riskier than URNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.