U-UN.TO vs. SBGSY

Last updated Jun 4, 2026

U-UN.TO (Sprott Physical Uranium Trust Fund) is Gold fund actively managed by Sprott, while SBGSY (Schneider Electric SA) is a stock. Over the past 10 years, U-UN.TO returned 20.38%/yr vs 21.18%/yr for SBGSY. At a 0.13 correlation, their price movements are largely independent.

Performance

U-UN.TO vs. SBGSY - Performance Comparison

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

Different Trading Currencies

U-UN.TO is traded in CAD, while SBGSY is traded in USD. To make them comparable, the SBGSY 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 1.68% return, which is significantly lower than SBGSY's 22.99% return. Both investments have delivered pretty close results over the past 10 years, with U-UN.TO having a 20.38% annualized return and SBGSY not far ahead at 21.18%.

U-UN.TO

• 1D: -2.26%
• 1M: -1.20%
• YTD: 1.68%
• 6M: 8.17%
• 1Y: 22.39%
• 3Y*: 15.97%
• 5Y*: 35.74%
• 10Y*: 20.38%

SBGSY

• 1D: -1.24%
• 1M: 11.57%
• YTD: 22.99%
• 6M: 23.78%
• 1Y: 33.84%
• 3Y*: 26.02%
• 5Y*: 20.98%
• 10Y*: 21.18%

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

U-UN.TO vs. SBGSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
U-UN.TO Sprott Physical Uranium Trust Fund	1.68%	7.92%	-12.03%	78.52%	14.05%	182.69%	20.34%	-8.93%	5.91%	11.32%
SBGSY Schneider Electric SA	22.99%	6.82%	35.99%	43.57%	-21.80%	36.79%	43.99%	48.03%	-11.04%	17.86%

Correlation

The correlation between U-UN.TO and SBGSY is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (10Y) Calculated over the trailing 10-year period	0.14
Correlation (All Time) Calculated using the full available price history since Jun 23, 2009	0.13

Return for Risk

U-UN.TO vs. SBGSY — Risk / Return Rank

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

U-UN.TO

U-UN.TO Risk / Return Rank: 9
U-UN.TO Sharpe Ratio Rank: 8
U-UN.TO Sortino Ratio Rank: 9
U-UN.TO Omega Ratio Rank: 9
U-UN.TO Calmar Ratio Rank: 11
U-UN.TO Martin Ratio Rank: 7

SBGSY

SBGSY Risk / Return Rank: 68
SBGSY Sharpe Ratio Rank: 70
SBGSY Sortino Ratio Rank: 66
SBGSY Omega Ratio Rank: 62
SBGSY Calmar Ratio Rank: 69
SBGSY Martin Ratio Rank: 71

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-UN.TO vs. SBGSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Uranium Trust Fund (U-UN.TO) and Schneider Electric SA (SBGSY). 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-UN.TO	SBGSY	Difference
Sharpe ratio: Return per unit of total volatility	0.66	1.05	-0.39
Sortino ratio: Return per unit of downside risk	1.12	1.64	-0.52
Omega ratio: Gain probability vs. loss probability	1.14	1.19	-0.06
Calmar ratio: Return relative to maximum drawdown	1.03	1.77	-0.74
Martin ratio: Return relative to average drawdown	2.13	4.51	-2.38
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-UN.TO vs. SBGSY - Sharpe Ratio Comparison

The current U-UN.TO Sharpe Ratio is 0.66, which is lower than the SBGSY Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of U-UN.TO and SBGSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	U-UN.TO	SBGSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.66	1.05	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.71	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	0.75	-0.34
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.59	-0.40

Drawdowns

U-UN.TO vs. SBGSY - Drawdown Comparison

The maximum U-UN.TO drawdown since its inception was -83.06%, which is greater than SBGSY's maximum drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for U-UN.TO and SBGSY.

Drawdown Indicators

	U-UN.TO	SBGSY	Difference
Max Drawdown Largest peak-to-trough decline	-83.06%	-41.66%	-41.40%
Max Drawdown (1Y) Largest decline over 1 year	-21.81%	-19.20%	-2.61%
Max Drawdown (3Y) Largest decline over 3 years	-45.84%	-29.19%	-16.65%
Max Drawdown (5Y) Largest decline over 5 years	-45.84%	-40.62%	-5.22%
Max Drawdown (10Y) Largest decline over 10 years	-45.84%	-40.62%	-5.22%
Current Drawdown Current decline from peak	-19.27%	-1.24%	-18.03%
Average Drawdown Average peak-to-trough decline	-51.87%	-10.76%	-41.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.52%	7.52%	+3.00%

Volatility

U-UN.TO vs. SBGSY - Volatility Comparison

The current volatility for Sprott Physical Uranium Trust Fund (U-UN.TO) is 7.68%, while Schneider Electric SA (SBGSY) has a volatility of 12.05%. This indicates that U-UN.TO experiences smaller price fluctuations and is considered to be less risky than SBGSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	U-UN.TO	SBGSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.68%	12.05%	-4.37%
Volatility (6M) Calculated over the trailing 6-month period	24.47%	25.23%	-0.76%
Volatility (1Y) Calculated over the trailing 1-year period	34.17%	32.36%	+1.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.21%	29.67%	+36.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.81%	28.39%	+22.42%

Dividends

U-UN.TO vs. SBGSY - Dividend Comparison

U-UN.TO has not paid dividends to shareholders, while SBGSY's dividend yield for the trailing twelve months is around 1.51%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SBGSY Schneider Electric SA	1.51%	1.05%	1.52%	1.73%	2.18%	1.56%	1.91%	2.59%	3.64%	2.32%	2.93%	1.06%
U-UN.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%

Frequently Asked Questions

Can I hold both U-UN.TO and SBGSY in my portfolio?

U-UN.TO and SBGSY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.