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UGA vs. URA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGA vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Gasoline Fund LP (UGA) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UGA achieves a 65.95% return, which is significantly higher than URA's 9.52% return. Over the past 10 years, UGA has underperformed URA with an annualized return of 14.44%, while URA has yielded a comparatively higher 16.73% annualized return.


UGA

1D
0.15%
1M
-11.11%
YTD
65.95%
6M
62.61%
1Y
52.27%
3Y*
19.40%
5Y*
23.05%
10Y*
14.44%

URA

1D
-2.05%
1M
-4.41%
YTD
9.52%
6M
6.18%
1Y
33.35%
3Y*
35.88%
5Y*
21.66%
10Y*
16.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UGA vs. URA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGA
United States Gasoline Fund LP
65.95%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%
URA
Global X Uranium ETF
9.52%67.18%-0.58%46.25%-11.32%57.57%41.33%-3.54%-22.11%19.36%

Correlation

The correlation between UGA and URA is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2010

0.25

The correlation between UGA and URA shifts across timeframes, from -0.15 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UGA vs. URA — Risk / Return Rank

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

UGA
UGA Risk / Return Rank: 4646
Overall Rank
UGA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4040
Sortino Ratio Rank
UGA Omega Ratio Rank: 4141
Omega Ratio Rank
UGA Calmar Ratio Rank: 5858
Calmar Ratio Rank
UGA Martin Ratio Rank: 5050
Martin Ratio Rank

URA
URA Risk / Return Rank: 2121
Overall Rank
URA Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
URA Sortino Ratio Rank: 2323
Sortino Ratio Rank
URA Omega Ratio Rank: 2121
Omega Ratio Rank
URA Calmar Ratio Rank: 2323
Calmar Ratio Rank
URA Martin Ratio Rank: 2020
Martin Ratio Rank
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.

UGA vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Gasoline Fund LP (UGA) and Global X Uranium ETF (URA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UGAURADifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.26

1.14

+0.12

Calmar ratioReturn relative to maximum drawdown

2.77

1.06

+1.71

Martin ratioReturn relative to average drawdown

8.29

2.31

+5.98

UGA vs. URA - Sharpe Ratio Comparison

The current UGA Sharpe Ratio is 1.49, which is higher than the URA Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of UGA and URA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UGA vs. URA - Drawdown Comparison

The maximum UGA drawdown since its inception was -86.59%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for UGA and URA.


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Drawdown Indicators


UGAURADifference

Max Drawdown

Largest peak-to-trough decline

-86.59%

-93.54%

+6.95%

Max Drawdown (1Y)

Largest decline over 1 year

-18.96%

-31.48%

+12.52%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

-37.81%

+11.13%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

-37.90%

-0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

-61.45%

-14.44%

Current Drawdown

Current decline from peak

-17.12%

-46.89%

+29.77%

Average Drawdown

Average peak-to-trough decline

-36.70%

-74.90%

+38.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.05%

14.49%

-7.44%

Volatility

UGA vs. URA - Volatility Comparison

The current volatility for United States Gasoline Fund LP (UGA) is 9.26%, while Global X Uranium ETF (URA) has a volatility of 17.80%. This indicates that UGA experiences smaller price fluctuations and is considered to be less risky than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGAURADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.26%

17.80%

-8.54%

Volatility (6M)

Calculated over the trailing 6-month period

30.54%

39.54%

-9.00%

Volatility (1Y)

Calculated over the trailing 1-year period

35.27%

51.36%

-16.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.45%

43.90%

-9.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.25%

37.96%

-0.71%

UGA vs. URA - Expense Ratio Comparison

UGA has a 0.75% expense ratio, which is higher than URA's 0.69% expense ratio.


Dividends

UGA vs. URA - Dividend Comparison

UGA has not paid dividends to shareholders, while URA's dividend yield for the trailing twelve months is around 4.45%.


PositionTTM20252024202320222021202020192018201720162015
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URA
Global X Uranium ETF
4.45%4.88%2.86%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%

Frequently Asked Questions


UGA and URA have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URA has higher volatility (17.80%) compared to UGA (9.26%). In terms of maximum drawdown, UGA dropped -86.59% vs URA's -93.54%.

On 10-year performance, URA leads with 16.73% vs 14.44% for UGA. On fees, URA is cheaper at 0.69% per year. On volatility, UGA has been the lower-risk option at 9.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, URA has performed better with a 16.73% return vs 14.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

URA is cheaper with a 0.69% expense ratio, compared with 0.75% for UGA.

URA has the higher dividend yield at 4.45%, compared with 0.00% for UGA.

UGA is categorized as Oil & Gas, while URA is Uranium. UGA tracks Front Month Unleaded Gasoline, while URA tracks Solactive Global Uranium & Nuclear Components Total Return Index. They also come from different issuers: Concierge Technologies and Global X. Their fees differ too: 0.75% for UGA and 0.69% for URA.

UGA currently has the higher Sharpe Ratio (1.49 vs 0.65), 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.

Portfolio Optimizer

Find the right allocation for UGA and URA

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