PortfoliosLab logoPortfoliosLab logo
URA vs. FSCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URA vs. FSCO - Performance Comparison

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

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

URA vs. FSCO - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

URA
URA Risk / Return Rank: 2121
Overall Rank
URA Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
URA Sortino Ratio Rank: 2222
Sortino Ratio Rank
URA Omega Ratio Rank: 2121
Omega Ratio Rank
URA Calmar Ratio Rank: 2323
Calmar Ratio Rank
URA Martin Ratio Rank: 2020
Martin Ratio Rank

FSCO
FSCO Risk / Return Rank: 1212
Overall Rank
FSCO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1111
Sortino Ratio Rank
FSCO Omega Ratio Rank: 1111
Omega Ratio Rank
FSCO Calmar Ratio Rank: 1919
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1212
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. 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.


URAFSCODifference
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

URA vs. FSCO - Sharpe Ratio Comparison

The current URA Sharpe Ratio is 0.64, which is higher than the FSCO Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of URA and FSCO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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


URAFSCODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-45.78%

-27.71%

-18.07%

Average Drawdown

Average peak-to-trough decline

-74.91%

-8.11%

-66.80%

Ulcer Index

Depth 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


URAFSCODifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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