UEC vs. SCHF

Last updated Jun 4, 2026

UEC (Uranium Energy Corp.) is a stock, while SCHF (Schwab International Equity ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index. Over the past 10 years, UEC returned 31.30%/yr vs 10.27%/yr for SCHF. At a 0.39 correlation, their price movements are largely independent.

Performance

UEC vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Uranium Energy Corp. (UEC) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UEC achieves a 20.63% return, which is significantly higher than SCHF's 15.56% return. Over the past 10 years, UEC has outperformed SCHF with an annualized return of 31.30%, while SCHF has yielded a comparatively lower 10.27% 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%

SCHF

• 1D: -0.86%
• 1M: 5.91%
• YTD: 15.56%
• 6M: 18.62%
• 1Y: 32.67%
• 3Y*: 19.90%
• 5Y*: 9.84%
• 10Y*: 10.27%

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

UEC vs. SCHF - 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%
SCHF Schwab International Equity ETF	15.56%	34.55%	3.28%	18.35%	-14.80%	11.40%	9.48%	22.26%	-14.29%	26.03%

Correlation

The correlation between UEC and SCHF is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Nov 4, 2009	0.39

Return for Risk

UEC vs. SCHF — Risk / Return Rank

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

UEC

UEC Risk / Return Rank: 79
UEC Sharpe Ratio Rank: 83
UEC Sortino Ratio Rank: 79
UEC Omega Ratio Rank: 74
UEC Calmar Ratio Rank: 82
UEC Martin Ratio Rank: 78

SCHF

SCHF Risk / Return Rank: 59
SCHF Sharpe Ratio Rank: 60
SCHF Sortino Ratio Rank: 60
SCHF Omega Ratio Rank: 60
SCHF Calmar Ratio Rank: 56
SCHF Martin Ratio Rank: 61

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.

UEC vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Uranium Energy Corp. (UEC) and Schwab International Equity ETF (SCHF). 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	SCHF	Difference
Sharpe ratio: Return per unit of total volatility	1.62	2.09	-0.47
Sortino ratio: Return per unit of downside risk	2.26	2.87	-0.61
Omega ratio: Gain probability vs. loss probability	1.26	1.37	-0.11
Calmar ratio: Return relative to maximum drawdown	2.99	2.86	+0.13
Martin ratio: Return relative to average drawdown	5.98	11.11	-5.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UEC vs. SCHF - Sharpe Ratio Comparison

The current UEC Sharpe Ratio is 1.62, which is comparable to the SCHF Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of UEC and SCHF, 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

	UEC	SCHF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	2.09	-0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.60	-0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.60	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.44	-0.39

Drawdowns

UEC vs. SCHF - Drawdown Comparison

The maximum UEC drawdown since its inception was -97.40%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for UEC and SCHF.

Drawdown Indicators

	UEC	SCHF	Difference
Max Drawdown Largest peak-to-trough decline	-97.40%	-34.87%	-62.53%
Max Drawdown (1Y) Largest decline over 1 year	-40.86%	-11.48%	-29.38%
Max Drawdown (3Y) Largest decline over 3 years	-53.49%	-13.41%	-40.08%
Max Drawdown (5Y) Largest decline over 5 years	-63.76%	-29.14%	-34.62%
Max Drawdown (10Y) Largest decline over 10 years	-80.59%	-34.87%	-45.72%
Current Drawdown Current decline from peak	-30.04%	-0.86%	-29.18%
Average Drawdown Average peak-to-trough decline	-62.12%	-7.38%	-54.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.41%	2.95%	+17.46%

Volatility

UEC vs. SCHF - Volatility Comparison

Uranium Energy Corp. (UEC) has a higher volatility of 27.23% compared to Schwab International Equity ETF (SCHF) at 5.66%. This indicates that UEC's price experiences larger fluctuations and is considered to be riskier than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UEC	SCHF	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.23%	5.66%	+21.57%
Volatility (6M) Calculated over the trailing 6-month period	57.08%	13.34%	+43.74%
Volatility (1Y) Calculated over the trailing 1-year period	76.21%	15.74%	+60.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.08%	16.39%	+57.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.87%	17.18%	+56.69%

Dividends

UEC vs. SCHF - Dividend Comparison

UEC has not paid dividends to shareholders, while SCHF's dividend yield for the trailing twelve months is around 2.96%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHF Schwab International Equity ETF	2.96%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%
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

Can I hold both UEC and SCHF in my portfolio?

UEC and SCHF have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UEC or SCHF?

UEC has higher volatility (27.23%) compared to SCHF (5.66%). In terms of maximum drawdown, UEC dropped -97.40% vs SCHF's -34.87%.

Which has better risk-adjusted returns?

SCHF currently has the higher Sharpe Ratio (2.09 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.