URA vs. EOSE

Last updated Jun 14, 2026

URA (Global X Uranium ETF) is Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index, while EOSE (Eos Energy Enterprises Inc) is a stock. Over the past 5 years, URA returned 18.77%/yr vs -21.15%/yr for EOSE. At a 0.35 correlation, their price movements are largely independent.

Performance

URA vs. EOSE - Performance Comparison

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

Returns By Period

In the year-to-date period, URA achieves a 6.53% return, which is significantly higher than EOSE's -47.12% return.

URA

• 1D: 1.54%
• 1M: -13.30%
• YTD: 6.53%
• 6M: 3.57%
• 1Y: 32.00%
• 3Y*: 32.17%
• 5Y*: 18.77%
• 10Y*: 15.90%

EOSE

• 1D: -2.26%
• 1M: -22.95%
• YTD: -47.12%
• 6M: -59.16%
• 1Y: 50.37%
• 3Y*: 23.72%
• 5Y*: -21.15%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

URA vs. EOSE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
URA Global X Uranium ETF	6.53%	67.18%	-0.58%	46.25%	-11.32%	57.57%	38.82%
EOSE Eos Energy Enterprises Inc	-47.12%	135.80%	345.87%	-26.35%	-80.32%	-63.92%	112.65%

Correlation

The correlation between URA and EOSE is 0.55, 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	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020	0.35

Over the past year, URA and EOSE have become more correlated (0.55) than their long-term average of 0.35, meaning their price movements have been converging.

Return for Risk

URA vs. EOSE — Risk / Return Rank

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

URA

URA Risk / Return Rank: 23
URA Sharpe Ratio Rank: 21
URA Sortino Ratio Rank: 24
URA Omega Ratio Rank: 23
URA Calmar Ratio Rank: 25
URA Martin Ratio Rank: 21

EOSE

EOSE Risk / Return Rank: 60
EOSE Sharpe Ratio Rank: 58
EOSE Sortino Ratio Rank: 66
EOSE Omega Ratio Rank: 64
EOSE Calmar Ratio Rank: 57
EOSE Martin Ratio Rank: 56

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. EOSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and Eos Energy Enterprises Inc (EOSE). 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.

	URA	EOSE	Difference
Sharpe ratio: Return per unit of total volatility	0.64	0.40	+0.24
Sortino ratio: Return per unit of downside risk	1.21	1.42	-0.21
Omega ratio: Gain probability vs. loss probability	1.14	1.17	-0.03
Calmar ratio: Return relative to maximum drawdown	1.04	0.60	+0.44
Martin ratio: Return relative to average drawdown	2.30	1.16	+1.15

URA vs. EOSE - Sharpe Ratio Comparison

The current URA Sharpe Ratio is 0.64, which is higher than the EOSE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of URA and EOSE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

URA vs. EOSE - Drawdown Comparison

The maximum URA drawdown since its inception was -93.54%, roughly equal to the maximum EOSE drawdown of -97.88%. Use the drawdown chart below to compare losses from any high point for URA and EOSE.

Drawdown Indicators

	URA	EOSE	Difference
Max Drawdown Largest peak-to-trough decline	-93.54%	-97.88%	+4.34%
Max Drawdown (1Y) Largest decline over 1 year	-31.48%	-77.10%	+45.62%
Max Drawdown (3Y) Largest decline over 3 years	-37.81%	-87.18%	+49.37%
Max Drawdown (5Y) Largest decline over 5 years	-37.90%	-96.77%	+58.87%
Max Drawdown (10Y) Largest decline over 10 years	-61.45%	—	—
Current Drawdown Current decline from peak	-48.34%	-80.09%	+31.75%
Average Drawdown Average peak-to-trough decline	-74.94%	-72.37%	-2.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.12%	39.66%	-25.54%

Volatility

URA vs. EOSE - Volatility Comparison

The current volatility for Global X Uranium ETF (URA) is 17.69%, while Eos Energy Enterprises Inc (EOSE) has a volatility of 31.08%. This indicates that URA experiences smaller price fluctuations and is considered to be less risky than EOSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	URA	EOSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.69%	31.08%	-13.39%
Volatility (6M) Calculated over the trailing 6-month period	39.95%	91.90%	-51.95%
Volatility (1Y) Calculated over the trailing 1-year period	51.24%	115.13%	-63.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.96%	117.06%	-73.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.91%	112.92%	-75.01%

Dividends

URA vs. EOSE - Dividend Comparison

URA's dividend yield for the trailing twelve months is around 4.58%, while EOSE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EOSE Eos Energy Enterprises Inc	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	4.58%	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

Can I hold both URA and EOSE in my portfolio?

URA and EOSE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, URA or EOSE?

EOSE has higher volatility (31.08%) compared to URA (17.69%). In terms of maximum drawdown, URA dropped -93.54% vs EOSE's -97.88%.

Which has better risk-adjusted returns?

URA currently has the higher Sharpe Ratio (0.64 vs 0.40), 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.