UEC vs. UROY
UEC (Uranium Energy Corp.) and UROY (Uranium Royalty Corp) are both stocks. Both operate in the Uranium industry within the Energy sector. Over the past 5 years, UEC returned 27.75%/yr vs 1.81%/yr for UROY. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
UEC vs. UROY - Performance Comparison
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Returns By Period
In the year-to-date period, UEC achieves a -8.82% return, which is significantly higher than UROY's -14.41% return.
UEC
- 1D
- -15.54%
- 1M
- -29.75%
- YTD
- -8.82%
- 6M
- -23.71%
- 1Y
- 61.12%
- 3Y*
- 50.89%
- 5Y*
- 27.75%
- 10Y*
- 26.69%
UROY
- 1D
- -3.81%
- 1M
- -24.25%
- YTD
- -14.41%
- 6M
- -19.84%
- 1Y
- 26.78%
- 3Y*
- 13.36%
- 5Y*
- 1.81%
- 10Y*
- —
UEC vs. UROY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UEC Uranium Energy Corp. | -8.82% | 74.59% | 4.53% | 64.95% | 15.82% | 19.64% |
UROY Uranium Royalty Corp | -14.41% | 61.64% | -18.89% | 13.92% | -35.07% | 8.96% |
Correlation
The correlation between UEC and UROY is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2021 | 0.69 |
The correlation between UEC and UROY has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.
Fundamentals
UEC:
$5.23B
UROY:
$430.51M
UEC:
-$0.22
UROY:
CA$0.03
UEC:
248.91
UROY:
7.60
UEC:
3.68
UROY:
1.13
UEC:
$20.20M
UROY:
CA$54.63M
UEC:
-$18.26M
UROY:
CA$9.68M
UEC:
-$114.96M
UROY:
CA$5.26M
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Return for Risk
UEC vs. UROY — Risk / Return Rank
UEC
UROY
UEC vs. UROY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Uranium Energy Corp. (UEC) and Uranium Royalty Corp (UROY). 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 | UROY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.13 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 0.60 | +0.70 |
| Martin ratioReturn relative to average drawdown | 2.93 | 1.22 | +1.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UEC | UROY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.36 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.03 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | -0.03 | +0.06 |
Drawdowns
UEC vs. UROY - Drawdown Comparison
The maximum UEC drawdown since its inception was -97.40%, which is greater than UROY's maximum drawdown of -74.57%. Use the drawdown chart below to compare losses from any high point for UEC and UROY.
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Drawdown Indicators
| UEC | UROY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.40% | -74.57% | -22.83% |
Max Drawdown (1Y)Largest decline over 1 year | -47.12% | -44.51% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -53.49% | -59.73% | +6.24% |
Max Drawdown (5Y)Largest decline over 5 years | -63.76% | -74.57% | +10.81% |
Max Drawdown (10Y)Largest decline over 10 years | -80.59% | — | — |
Current DrawdownCurrent decline from peak | -47.12% | -47.58% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -62.08% | -47.55% | -14.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.97% | 22.01% | -1.04% |
Volatility
UEC vs. UROY - Volatility Comparison
Uranium Energy Corp. (UEC) has a higher volatility of 31.97% compared to Uranium Royalty Corp (UROY) at 24.11%. This indicates that UEC's price experiences larger fluctuations and is considered to be riskier than UROY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UEC | UROY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.97% | 24.11% | +7.86% |
Volatility (6M)Calculated over the trailing 6-month period | 59.30% | 49.92% | +9.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.69% | 74.45% | +3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.49% | 70.88% | +3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.78% | 70.57% | +3.21% |
Dividends
UEC vs. UROY - Dividend Comparison
Neither UEC nor UROY has paid dividends to shareholders.
Financials
UEC vs. UROY - Financials Comparison
This section allows you to compare key financial metrics between Uranium Energy Corp. and Uranium Royalty Corp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
UEC and UROY have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UEC has higher volatility (31.97%) compared to UROY (24.11%). In terms of maximum drawdown, UEC dropped -97.40% vs UROY's -74.57%.
UEC currently has the higher Sharpe Ratio (0.79 vs 0.36), 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.
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