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URA vs. ED
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URA vs. ED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Uranium ETF (URA) and Consolidated Edison, Inc. (ED). 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 ED's 10.24% return. Over the past 10 years, URA has outperformed ED with an annualized return of 15.90%, while ED has yielded a comparatively lower 7.01% annualized 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%

ED

1D
0.84%
1M
1.49%
YTD
10.24%
6M
12.27%
1Y
7.29%
3Y*
9.08%
5Y*
10.68%
10Y*
7.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URA vs. ED - 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%
ED
Consolidated Edison, Inc.
10.24%15.15%1.55%-1.12%15.65%22.96%-16.99%22.54%-6.62%19.30%

Correlation

The correlation between URA and ED is -0.29, 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

-0.29

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

-0.12

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

-0.02

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

0.01

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

0.06

The correlation between URA and ED shifts across timeframes, from -0.29 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

URA vs. ED — 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

ED
ED Risk / Return Rank: 5555
Overall Rank
ED Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ED Sortino Ratio Rank: 4949
Sortino Ratio Rank
ED Omega Ratio Rank: 4747
Omega Ratio Rank
ED Calmar Ratio Rank: 6060
Calmar Ratio Rank
ED Martin Ratio Rank: 6060
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. ED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and Consolidated Edison, Inc. (ED). 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.


URAEDDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.14

1.08

+0.06

Calmar ratioReturn relative to maximum drawdown

1.04

0.76

+0.28

Martin ratioReturn relative to average drawdown

2.30

1.59

+0.71

URA vs. ED - Sharpe Ratio Comparison

The current URA Sharpe Ratio is 0.64, which is higher than the ED Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of URA and ED, 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. ED - Drawdown Comparison

The maximum URA drawdown since its inception was -93.54%, which is greater than ED's maximum drawdown of -78.90%. Use the drawdown chart below to compare losses from any high point for URA and ED.


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Drawdown Indicators


URAEDDifference

Max Drawdown

Largest peak-to-trough decline

-93.54%

-78.90%

-14.64%

Max Drawdown (1Y)

Largest decline over 1 year

-31.48%

-9.63%

-21.85%

Max Drawdown (3Y)

Largest decline over 3 years

-37.81%

-17.36%

-20.45%

Max Drawdown (5Y)

Largest decline over 5 years

-37.90%

-22.03%

-15.87%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

-30.91%

-30.54%

Current Drawdown

Current decline from peak

-48.34%

-5.91%

-42.43%

Average Drawdown

Average peak-to-trough decline

-74.94%

-13.24%

-61.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.12%

4.59%

+9.53%

Volatility

URA vs. ED - Volatility Comparison

Global X Uranium ETF (URA) has a higher volatility of 17.69% compared to Consolidated Edison, Inc. (ED) at 5.98%. This indicates that URA's price experiences larger fluctuations and is considered to be riskier than ED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URAEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.69%

5.98%

+11.71%

Volatility (6M)

Calculated over the trailing 6-month period

39.95%

12.27%

+27.68%

Volatility (1Y)

Calculated over the trailing 1-year period

51.24%

16.65%

+34.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.96%

18.79%

+25.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.91%

21.01%

+16.90%

Dividends

URA vs. ED - Dividend Comparison

URA's dividend yield for the trailing twelve months is around 4.58%, more than ED's 3.23% yield.


PositionTTM20252024202320222021202020192018201720162015
ED
Consolidated Edison, Inc.
3.23%3.42%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%
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 ED have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URA has higher volatility (17.69%) compared to ED (5.98%). In terms of maximum drawdown, URA dropped -93.54% vs ED's -78.90%.

URA currently has the higher Sharpe Ratio (0.64 vs 0.44), 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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