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URA vs. CCJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between URA and CCJ is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

URA vs. CCJ - Performance Comparison

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

-50.00%0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
-59.91%
87.40%
URA
CCJ

Key characteristics

Sharpe Ratio

URA:

-0.16

CCJ:

0.18

Sortino Ratio

URA:

0.01

CCJ:

0.56

Omega Ratio

URA:

1.00

CCJ:

1.07

Calmar Ratio

URA:

-0.08

CCJ:

0.24

Martin Ratio

URA:

-0.45

CCJ:

0.54

Ulcer Index

URA:

13.08%

CCJ:

14.66%

Daily Std Dev

URA:

35.59%

CCJ:

44.25%

Max Drawdown

URA:

-93.54%

CCJ:

-87.87%

Current Drawdown

URA:

-69.64%

CCJ:

-15.55%

Returns By Period

In the year-to-date period, URA achieves a 4.67% return, which is significantly higher than CCJ's 0.47% return. Over the past 10 years, URA has underperformed CCJ with an annualized return of 6.27%, while CCJ has yielded a comparatively higher 14.99% annualized return.


URA

YTD

4.67%

1M

3.56%

6M

2.09%

1Y

-6.39%

5Y*

24.87%

10Y*

6.27%

CCJ

YTD

0.47%

1M

-2.42%

6M

10.94%

1Y

10.09%

5Y*

42.79%

10Y*

14.99%

*Annualized

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Risk-Adjusted Performance

URA vs. CCJ — Risk-Adjusted Performance Rank

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

URA
The Risk-Adjusted Performance Rank of URA is 66
Overall Rank
The Sharpe Ratio Rank of URA is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of URA is 66
Sortino Ratio Rank
The Omega Ratio Rank of URA is 66
Omega Ratio Rank
The Calmar Ratio Rank of URA is 55
Calmar Ratio Rank
The Martin Ratio Rank of URA is 55
Martin Ratio Rank

CCJ
The Risk-Adjusted Performance Rank of CCJ is 5151
Overall Rank
The Sharpe Ratio Rank of CCJ is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of CCJ is 4747
Sortino Ratio Rank
The Omega Ratio Rank of CCJ is 4646
Omega Ratio Rank
The Calmar Ratio Rank of CCJ is 5757
Calmar Ratio Rank
The Martin Ratio Rank of CCJ is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

URA vs. CCJ - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for URA, currently valued at -0.16, compared to the broader market0.002.004.00-0.160.18
The chart of Sortino ratio for URA, currently valued at 0.01, compared to the broader market0.005.0010.000.010.56
The chart of Omega ratio for URA, currently valued at 1.00, compared to the broader market1.002.003.001.001.07
The chart of Calmar ratio for URA, currently valued at -0.08, compared to the broader market0.005.0010.0015.0020.00-0.080.24
The chart of Martin ratio for URA, currently valued at -0.45, compared to the broader market0.0020.0040.0060.0080.00100.00-0.450.54
URA
CCJ

The current URA Sharpe Ratio is -0.16, which is lower than the CCJ Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of URA and CCJ, 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 Ratio0.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.16
0.18
URA
CCJ

Dividends

URA vs. CCJ - Dividend Comparison

URA's dividend yield for the trailing twelve months is around 2.73%, more than CCJ's 0.22% yield.


TTM20242023202220212020201920182017201620152014
URA
Global X Uranium ETF
2.73%2.86%6.07%0.76%5.85%1.69%1.66%0.45%2.03%7.28%1.96%4.28%
CCJ
Cameco Corporation
0.22%0.22%0.20%0.39%0.29%0.46%0.67%0.53%3.36%2.88%2.50%2.19%

Drawdowns

URA vs. CCJ - Drawdown Comparison

The maximum URA drawdown since its inception was -93.54%, which is greater than CCJ's maximum drawdown of -87.87%. Use the drawdown chart below to compare losses from any high point for URA and CCJ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-69.64%
-15.55%
URA
CCJ

Volatility

URA vs. CCJ - Volatility Comparison

The current volatility for Global X Uranium ETF (URA) is 9.21%, while Cameco Corporation (CCJ) has a volatility of 10.83%. This indicates that URA experiences smaller price fluctuations and is considered to be less risky than CCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.21%
10.83%
URA
CCJ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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