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UEC vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


UECSPY
YTD Return23.91%27.04%
1Y Return42.63%39.75%
3Y Return (Ann)14.56%10.21%
5Y Return (Ann)50.81%15.93%
10Y Return (Ann)16.02%13.36%
Sharpe Ratio0.743.15
Sortino Ratio1.374.19
Omega Ratio1.161.59
Calmar Ratio0.914.60
Martin Ratio2.0520.85
Ulcer Index21.40%1.85%
Daily Std Dev59.67%12.29%
Max Drawdown-97.40%-55.19%
Current Drawdown-6.26%0.00%

Correlation

-0.50.00.51.00.3

The correlation between UEC and SPY is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

UEC vs. SPY - Performance Comparison

In the year-to-date period, UEC achieves a 23.91% return, which is significantly lower than SPY's 27.04% return. Over the past 10 years, UEC has outperformed SPY with an annualized return of 16.02%, while SPY has yielded a comparatively lower 13.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%JuneJulyAugustSeptemberOctoberNovember
13.77%
478.77%
UEC
SPY

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Risk-Adjusted Performance

UEC vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Uranium Energy Corp. (UEC) and SPDR S&P 500 ETF (SPY). 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
Sharpe ratio
The chart of Sharpe ratio for UEC, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.000.74
Sortino ratio
The chart of Sortino ratio for UEC, currently valued at 1.37, compared to the broader market-4.00-2.000.002.004.006.001.37
Omega ratio
The chart of Omega ratio for UEC, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for UEC, currently valued at 0.91, compared to the broader market0.002.004.006.000.91
Martin ratio
The chart of Martin ratio for UEC, currently valued at 2.05, compared to the broader market0.0010.0020.0030.002.05
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 3.15, compared to the broader market-4.00-2.000.002.004.003.15
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 4.19, compared to the broader market-4.00-2.000.002.004.006.004.19
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.59, compared to the broader market0.501.001.502.001.59
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 4.60, compared to the broader market0.002.004.006.004.60
Martin ratio
The chart of Martin ratio for SPY, currently valued at 20.85, compared to the broader market0.0010.0020.0030.0020.85

UEC vs. SPY - Sharpe Ratio Comparison

The current UEC Sharpe Ratio is 0.74, which is lower than the SPY Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of UEC and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.74
3.15
UEC
SPY

Dividends

UEC vs. SPY - Dividend Comparison

UEC has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.


TTM20232022202120202019201820172016201520142013
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%
SPY
SPDR S&P 500 ETF
1.17%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

UEC vs. SPY - Drawdown Comparison

The maximum UEC drawdown since its inception was -97.40%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for UEC and SPY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.26%
0
UEC
SPY

Volatility

UEC vs. SPY - Volatility Comparison

Uranium Energy Corp. (UEC) has a higher volatility of 16.83% compared to SPDR S&P 500 ETF (SPY) at 3.95%. This indicates that UEC's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
16.83%
3.95%
UEC
SPY