URA vs. FSCO
URA (Global X Uranium ETF) is Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past 3 years, URA returned 34.26%/yr vs 14.91%/yr for FSCO. At a 0.18 correlation, their price movements are largely independent.
Performance
URA vs. FSCO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, URA achieves a 11.82% return, which is significantly higher than FSCO's -17.20% return.
URA
- 1D
- 1.44%
- 1M
- -2.41%
- YTD
- 11.82%
- 6M
- 9.09%
- 1Y
- 36.15%
- 3Y*
- 34.26%
- 5Y*
- 22.77%
- 10Y*
- 16.35%
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
URA vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
URA Global X Uranium ETF | 11.82% | 67.18% | -0.58% | 46.25% | -7.49% |
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
Correlation
The correlation between URA and FSCO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.18 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
URA vs. FSCO — Risk / Return Rank
URA
FSCO
URA vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and FS Credit Opportunities Corp. (FSCO). 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 | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.86 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | -0.64 | +1.68 |
| Martin ratioReturn relative to average drawdown | 2.26 | -1.26 | +3.53 |
Loading charts...
Drawdowns
URA vs. FSCO - Drawdown Comparison
The maximum URA drawdown since its inception was -93.54%, which is greater than FSCO's maximum drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for URA and FSCO.
Loading charts...
Drawdown Indicators
| URA | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.54% | -35.53% | -58.01% |
Max Drawdown (1Y)Largest decline over 1 year | -31.48% | -35.53% | +4.05% |
Max Drawdown (3Y)Largest decline over 3 years | -37.81% | -35.53% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -37.90% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -61.45% | — | — |
Current DrawdownCurrent decline from peak | -45.78% | -27.71% | -18.07% |
Average DrawdownAverage peak-to-trough decline | -74.91% | -8.11% | -66.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.41% | 17.93% | -3.52% |
Volatility
URA vs. FSCO - Volatility Comparison
Global X Uranium ETF (URA) has a higher volatility of 17.77% compared to FS Credit Opportunities Corp. (FSCO) at 6.04%. This indicates that URA's price experiences larger fluctuations and is considered to be riskier than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| URA | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.77% | 6.04% | +11.73% |
Volatility (6M)Calculated over the trailing 6-month period | 39.65% | 22.58% | +17.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.29% | 27.39% | +23.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.88% | 28.18% | +15.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.94% | 28.18% | +9.76% |
Dividends
URA vs. FSCO - Dividend Comparison
URA's dividend yield for the trailing twelve months is around 4.36%, less than FSCO's 15.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URA Global X Uranium ETF | 4.36% | 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 FSCO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
URA has higher volatility (17.77%) compared to FSCO (6.04%). In terms of maximum drawdown, URA dropped -93.54% vs FSCO's -35.53%.
URA currently has the higher Sharpe Ratio (0.64 vs -0.83), 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.
Find the right allocation for URA and FSCO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer