UEC vs. EWY
UEC (Uranium Energy Corp.) is a stock, while EWY (iShares MSCI South Korea ETF) is Asia Pacific Equities fund tracking the MSCI Korea Index. Over the past 10 years, UEC returned 31.30%/yr vs 17.46%/yr for EWY. At a 0.32 correlation, their price movements are largely independent.
Performance
UEC vs. EWY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UEC achieves a 20.63% return, which is significantly lower than EWY's 119.05% return. Over the past 10 years, UEC has outperformed EWY with an annualized return of 31.30%, while EWY has yielded a comparatively lower 17.46% annualized return.
UEC
- 1D
- -8.74%
- 1M
- -4.93%
- YTD
- 20.63%
- 6M
- 8.80%
- 1Y
- 121.54%
- 3Y*
- 66.37%
- 5Y*
- 33.60%
- 10Y*
- 31.30%
EWY
- 1D
- -0.73%
- 1M
- 30.18%
- YTD
- 119.05%
- 6M
- 134.13%
- 1Y
- 251.82%
- 3Y*
- 51.99%
- 5Y*
- 20.31%
- 10Y*
- 17.46%
UEC vs. EWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UEC Uranium Energy Corp. | 20.63% | 74.59% | 4.53% | 64.95% | 15.82% | 90.34% | 91.47% | -26.46% | -29.38% | 58.04% |
EWY iShares MSCI South Korea ETF | 119.05% | 95.33% | -20.48% | 19.05% | -26.59% | -7.58% | 39.43% | 7.97% | -20.37% | 44.97% |
Correlation
The correlation between UEC and EWY is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2007 | 0.32 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UEC vs. EWY — Risk / Return Rank
UEC
EWY
UEC vs. EWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Uranium Energy Corp. (UEC) and iShares MSCI South Korea ETF (EWY). 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.
| UEC | EWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.05 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.74 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 10.99 | -7.99 |
| Martin ratioReturn relative to average drawdown | 5.98 | 40.91 | -34.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UEC | EWY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 6.02 | -4.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.71 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.64 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.33 | -0.29 |
Drawdowns
UEC vs. EWY - Drawdown Comparison
The maximum UEC drawdown since its inception was -97.40%, which is greater than EWY's maximum drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for UEC and EWY.
Loading charts...
Drawdown Indicators
| UEC | EWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.40% | -74.14% | -23.26% |
Max Drawdown (1Y)Largest decline over 1 year | -40.86% | -23.08% | -17.78% |
Max Drawdown (3Y)Largest decline over 3 years | -53.49% | -27.36% | -26.13% |
Max Drawdown (5Y)Largest decline over 5 years | -63.76% | -48.55% | -15.21% |
Max Drawdown (10Y)Largest decline over 10 years | -80.59% | -49.73% | -30.86% |
Current DrawdownCurrent decline from peak | -30.04% | -1.73% | -28.31% |
Average DrawdownAverage peak-to-trough decline | -62.12% | -20.13% | -41.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.41% | 6.19% | +14.22% |
Volatility
UEC vs. EWY - Volatility Comparison
Uranium Energy Corp. (UEC) has a higher volatility of 27.23% compared to iShares MSCI South Korea ETF (EWY) at 20.32%. This indicates that UEC's price experiences larger fluctuations and is considered to be riskier than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UEC | EWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.23% | 20.32% | +6.91% |
Volatility (6M)Calculated over the trailing 6-month period | 57.08% | 37.41% | +19.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.21% | 42.10% | +34.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.08% | 28.83% | +45.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.87% | 27.37% | +46.50% |
Dividends
UEC vs. EWY - Dividend Comparison
UEC has not paid dividends to shareholders, while EWY's dividend yield for the trailing twelve months is around 0.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWY iShares MSCI South Korea ETF | 0.96% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
UEC Uranium Energy Corp. | 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
UEC and EWY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UEC has higher volatility (27.23%) compared to EWY (20.32%). In terms of maximum drawdown, UEC dropped -97.40% vs EWY's -74.14%.
EWY currently has the higher Sharpe Ratio (6.02 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for UEC and EWY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer