UEC vs. TAYD

Last updated Jun 9, 2026

UEC (Uranium Energy Corp.) and TAYD (Taylor Devices, Inc.) are both stocks. UEC operates in Uranium (Energy), while TAYD operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, UEC returned 28.85%/yr vs 12.58%/yr for TAYD. At a 0.07 correlation, their price movements are largely independent.

Performance

UEC vs. TAYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Uranium Energy Corp. (UEC) and Taylor Devices, Inc. (TAYD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UEC achieves a 7.96% return, which is significantly higher than TAYD's -6.24% return. Over the past 10 years, UEC has outperformed TAYD with an annualized return of 28.85%, while TAYD has yielded a comparatively lower 12.58% annualized return.

UEC

• 1D: -0.32%
• 1M: -16.82%
• YTD: 7.96%
• 6M: -7.62%
• 1Y: 101.12%
• 3Y*: 59.63%
• 5Y*: 31.89%
• 10Y*: 28.85%

TAYD

• 1D: 3.36%
• 1M: 5.48%
• YTD: -6.24%
• 6M: 13.01%
• 1Y: 49.71%
• 3Y*: 40.58%
• 5Y*: 35.50%
• 10Y*: 12.58%

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

UEC vs. TAYD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UEC Uranium Energy Corp.	7.96%	74.59%	4.53%	64.95%	15.82%	90.34%	91.47%	-26.46%	-29.38%	58.04%
TAYD Taylor Devices, Inc.	-6.24%	40.46%	88.07%	55.95%	29.91%	4.33%	-0.38%	-13.71%	-9.24%	-11.71%

Correlation

The correlation between UEC and TAYD is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.10
Correlation (All Time) Calculated using the full available price history since Apr 9, 2007	0.07

Fundamentals

EPS UEC : -$0.18 TAYD : $4.95
PS Ratio UEC : 290.85 TAYD : 3.10
Total Revenue (TTM) UEC : $20.20M TAYD : $37.08M
Gross Profit (TTM) UEC : $5.72M TAYD : $21.95M
EBITDA (TTM) UEC : -$104.07M TAYD : $13.00M

Return for Risk

UEC vs. TAYD — Risk / Return Rank

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

UEC

UEC Risk / Return Rank: 77
UEC Sharpe Ratio Rank: 80
UEC Sortino Ratio Rank: 76
UEC Omega Ratio Rank: 72
UEC Calmar Ratio Rank: 80
UEC Martin Ratio Rank: 76

TAYD

TAYD Risk / Return Rank: 66
TAYD Sharpe Ratio Rank: 69
TAYD Sortino Ratio Rank: 65
TAYD Omega Ratio Rank: 66
TAYD Calmar Ratio Rank: 65
TAYD Martin Ratio Rank: 65

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. TAYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Uranium Energy Corp. (UEC) and Taylor Devices, Inc. (TAYD). 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	TAYD	Difference
Sharpe ratio: Return per unit of total volatility	1.34	0.86	+0.48
Sortino ratio: Return per unit of downside risk	2.03	1.42	+0.61
Omega ratio: Gain probability vs. loss probability	1.23	1.19	+0.04
Calmar ratio: Return relative to maximum drawdown	2.49	1.11	+1.38
Martin ratio: Return relative to average drawdown	4.89	2.56	+2.33
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. TAYD - Sharpe Ratio Comparison

The current UEC Sharpe Ratio is 1.34, which is higher than the TAYD Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of UEC and TAYD, 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	TAYD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	0.86	+0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.67	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.27	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.13	-0.09

Drawdowns

UEC vs. TAYD - Drawdown Comparison

The maximum UEC drawdown since its inception was -97.40%, which is greater than TAYD's maximum drawdown of -74.52%. Use the drawdown chart below to compare losses from any high point for UEC and TAYD.

Drawdown Indicators

	UEC	TAYD	Difference
Max Drawdown Largest peak-to-trough decline	-97.40%	-74.52%	-22.88%
Max Drawdown (1Y) Largest decline over 1 year	-40.86%	-45.06%	+4.20%
Max Drawdown (3Y) Largest decline over 3 years	-53.49%	-52.65%	-0.84%
Max Drawdown (5Y) Largest decline over 5 years	-63.76%	-52.65%	-11.11%
Max Drawdown (10Y) Largest decline over 10 years	-80.59%	-66.49%	-14.10%
Current Drawdown Current decline from peak	-37.39%	-39.07%	+1.68%
Average Drawdown Average peak-to-trough decline	-62.10%	-37.29%	-24.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.76%	19.47%	+1.29%

Volatility

UEC vs. TAYD - Volatility Comparison

Uranium Energy Corp. (UEC) has a higher volatility of 27.76% compared to Taylor Devices, Inc. (TAYD) at 10.68%. This indicates that UEC's price experiences larger fluctuations and is considered to be riskier than TAYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UEC	TAYD	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.76%	10.68%	+17.08%
Volatility (6M) Calculated over the trailing 6-month period	56.94%	45.11%	+11.83%
Volatility (1Y) Calculated over the trailing 1-year period	76.19%	58.53%	+17.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.18%	53.12%	+21.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.61%	46.24%	+27.37%

Dividends

UEC vs. TAYD - Dividend Comparison

Neither UEC nor TAYD has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both UEC and TAYD in my portfolio?

UEC and TAYD have a correlation of 0.11, 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 TAYD?

UEC has higher volatility (27.76%) compared to TAYD (10.68%). In terms of maximum drawdown, UEC dropped -97.40% vs TAYD's -74.52%.

Which has better risk-adjusted returns?

UEC currently has the higher Sharpe Ratio (1.34 vs 0.86), 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.