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URA vs. AA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URA vs. AA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Uranium ETF (URA) and Alcoa Corporation (AA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, URA achieves a 6.53% return, which is significantly lower than AA's 29.83% return.


URA

1D
1.54%
1M
-14.61%
YTD
6.53%
6M
3.57%
1Y
32.44%
3Y*
32.17%
5Y*
18.77%
10Y*
15.90%

AA

1D
-0.30%
1M
0.64%
YTD
29.83%
6M
49.53%
1Y
140.52%
3Y*
24.73%
5Y*
14.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

URA vs. AA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URA
Global X Uranium ETF
6.53%67.18%-0.58%46.25%-11.32%57.57%41.33%-3.54%-22.11%19.36%
AA
Alcoa Corporation
29.83%42.46%12.43%-24.33%-23.12%159.05%7.16%-19.07%-50.66%91.84%

Correlation

The correlation between URA and AA is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.40

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

0.45

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2016

0.43

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Return for Risk

URA vs. AA — Risk / Return Rank

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

URA
URA Risk / Return Rank: 2323
Overall Rank
URA Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
URA Sortino Ratio Rank: 2424
Sortino Ratio Rank
URA Omega Ratio Rank: 2323
Omega Ratio Rank
URA Calmar Ratio Rank: 2525
Calmar Ratio Rank
URA Martin Ratio Rank: 2121
Martin Ratio Rank

AA
AA Risk / Return Rank: 9292
Overall Rank
AA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AA Sortino Ratio Rank: 9090
Sortino Ratio Rank
AA Omega Ratio Rank: 8787
Omega Ratio Rank
AA Calmar Ratio Rank: 9595
Calmar Ratio Rank
AA Martin Ratio Rank: 9696
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.

URA vs. AA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and Alcoa Corporation (AA). 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.


URAAADifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-1.84

Omega ratioGain probability vs. loss probability

1.14

1.36

-0.22

Calmar ratioReturn relative to maximum drawdown

1.04

6.49

-5.46

Martin ratioReturn relative to average drawdown

2.30

20.55

-18.25

URA vs. AA - Sharpe Ratio Comparison

The current URA Sharpe Ratio is 0.64, which is lower than the AA Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of URA and AA, 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

URA vs. AA - Drawdown Comparison

The maximum URA drawdown since its inception was -93.54%, roughly equal to the maximum AA drawdown of -90.90%. Use the drawdown chart below to compare losses from any high point for URA and AA.


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Drawdown Indicators


URAAADifference

Max Drawdown

Largest peak-to-trough decline

-93.54%

-90.90%

-2.64%

Max Drawdown (1Y)

Largest decline over 1 year

-31.48%

-21.77%

-9.71%

Max Drawdown (3Y)

Largest decline over 3 years

-37.81%

-52.25%

+14.44%

Max Drawdown (5Y)

Largest decline over 5 years

-37.90%

-75.46%

+37.56%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

Current Drawdown

Current decline from peak

-48.34%

-24.27%

-24.07%

Average Drawdown

Average peak-to-trough decline

-74.94%

-46.12%

-28.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.12%

6.87%

+7.25%

Volatility

URA vs. AA - Volatility Comparison

The current volatility for Global X Uranium ETF (URA) is 17.69%, while Alcoa Corporation (AA) has a volatility of 21.35%. This indicates that URA experiences smaller price fluctuations and is considered to be less risky than AA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URAAADifference

Volatility (1M)

Calculated over the trailing 1-month period

17.69%

21.35%

-3.66%

Volatility (6M)

Calculated over the trailing 6-month period

39.95%

41.11%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

51.24%

54.44%

-3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.96%

56.26%

-12.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.91%

55.66%

-17.75%

Dividends

URA vs. AA - Dividend Comparison

URA's dividend yield for the trailing twelve months is around 4.58%, more than AA's 0.58% yield.


PositionTTM20252024202320222021202020192018201720162015
AA
Alcoa Corporation
0.58%0.75%1.06%1.18%0.88%0.17%0.00%0.00%0.00%0.00%0.32%0.00%
URA
Global X Uranium ETF
4.58%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


URA and AA have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AA has higher volatility (21.35%) compared to URA (17.69%). In terms of maximum drawdown, URA dropped -93.54% vs AA's -90.90%.

AA currently has the higher Sharpe Ratio (2.60 vs 0.64), 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 URA and AA

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