U-UN.TO vs. HLIT
U-UN.TO (Sprott Physical Uranium Trust Fund) is Uranium fund actively managed by Sprott, while HLIT (Harmonic Inc.) is a stock. Over the past 10 years, U-UN.TO returned 20.54%/yr vs 19.87%/yr for HLIT. At a 0.16 correlation, their price movements are largely independent.
Performance
U-UN.TO vs. HLIT - Performance Comparison
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Different Trading Currencies
U-UN.TO is traded in CAD, while HLIT is traded in USD. To make them comparable, the HLIT values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, U-UN.TO achieves a -2.72% return, which is significantly lower than HLIT's 56.08% return. Both investments have delivered pretty close results over the past 10 years, with U-UN.TO having a 20.54% annualized return and HLIT not far behind at 19.87%.
U-UN.TO
- 1D
- 0.38%
- 1M
- -4.50%
- YTD
- -2.72%
- 6M
- -2.14%
- 1Y
- 4.74%
- 3Y*
- 15.25%
- 5Y*
- 36.24%
- 10Y*
- 20.54%
HLIT
- 1D
- 2.32%
- 1M
- -9.39%
- YTD
- 56.08%
- 6M
- 54.93%
- 1Y
- 66.49%
- 3Y*
- -0.66%
- 5Y*
- 15.43%
- 10Y*
- 19.87%
U-UN.TO vs. HLIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
U-UN.TO Sprott Physical Uranium Trust Fund | -2.72% | 7.92% | -12.03% | 78.52% | 13.64% | 183.71% | 20.34% | -8.93% | 5.91% | 11.32% |
HLIT Harmonic Inc. | 56.08% | -28.66% | 10.05% | -2.83% | 18.45% | 59.06% | -7.50% | 58.44% | 21.83% | -21.69% |
Correlation
The correlation between U-UN.TO and HLIT is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2006 | 0.16 |
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Return for Risk
U-UN.TO vs. HLIT — Risk / Return Rank
U-UN.TO
HLIT
U-UN.TO vs. HLIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Uranium Trust Fund (U-UN.TO) and Harmonic Inc. (HLIT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| U-UN.TO | HLIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.28 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.22 | 3.05 | -2.83 |
| Martin ratioReturn relative to average drawdown | 0.41 | 7.59 | -7.18 |
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Drawdowns
U-UN.TO vs. HLIT - Drawdown Comparison
The maximum U-UN.TO drawdown since its inception was -83.06%, roughly equal to the maximum HLIT drawdown of -80.84%. Use the drawdown chart below to compare losses from any high point for U-UN.TO and HLIT.
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Drawdown Indicators
| U-UN.TO | HLIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.06% | -80.84% | -2.22% |
Max Drawdown (1Y)Largest decline over 1 year | -21.81% | -21.89% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -45.84% | -46.46% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -45.84% | -52.43% | +6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -45.84% | -58.16% | +12.32% |
Current DrawdownCurrent decline from peak | -22.76% | -13.09% | -9.67% |
Average DrawdownAverage peak-to-trough decline | -54.45% | -50.55% | -3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.52% | 8.78% | +2.74% |
Volatility
U-UN.TO vs. HLIT - Volatility Comparison
The current volatility for Sprott Physical Uranium Trust Fund (U-UN.TO) is 7.75%, while Harmonic Inc. (HLIT) has a volatility of 21.48%. This indicates that U-UN.TO experiences smaller price fluctuations and is considered to be less risky than HLIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| U-UN.TO | HLIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 21.48% | -13.73% |
Volatility (6M)Calculated over the trailing 6-month period | 24.17% | 39.66% | -15.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.69% | 47.69% | -14.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.41% | 48.89% | +3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.11% | 50.95% | -8.84% |
Dividends
U-UN.TO vs. HLIT - Dividend Comparison
Neither U-UN.TO nor HLIT has paid dividends to shareholders.
Frequently Asked Questions
U-UN.TO and HLIT have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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