URA vs. FSPCX
URA (Global X Uranium ETF) and FSPCX (Fidelity Select Insurance Portfolio) are both funds - URA is a Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index, while FSPCX is a Financials Equities fund managed by Fidelity. Over the past 10 years, URA returned 15.90%/yr vs 12.26%/yr for FSPCX. At a 0.37 correlation, their price movements are largely independent. URA charges 0.69%/yr vs 0.78%/yr for FSPCX.
Performance
URA vs. FSPCX - Performance Comparison
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Returns By Period
In the year-to-date period, URA achieves a 6.53% return, which is significantly higher than FSPCX's -0.79% return. Over the past 10 years, URA has outperformed FSPCX with an annualized return of 15.90%, while FSPCX has yielded a comparatively lower 12.26% annualized 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%
FSPCX
- 1D
- 0.03%
- 1M
- 2.47%
- YTD
- -0.79%
- 6M
- -0.60%
- 1Y
- -0.58%
- 3Y*
- 14.50%
- 5Y*
- 11.71%
- 10Y*
- 12.26%
URA vs. FSPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSPCX Fidelity Select Insurance Portfolio | -0.79% | 3.45% | 28.44% | 12.98% | 7.75% | 29.26% | 0.00% | 30.06% | -11.99% | 15.50% |
Correlation
The correlation between URA and FSPCX is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2010 | 0.37 |
The correlation between URA and FSPCX shifts across timeframes, from -0.07 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
URA vs. FSPCX — Risk / Return Rank
URA
FSPCX
URA vs. FSPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and Fidelity Select Insurance Portfolio (FSPCX). 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 | FSPCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.01 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | -0.01 | +1.05 |
| Martin ratioReturn relative to average drawdown | 2.30 | -0.03 | +2.33 |
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Drawdowns
URA vs. FSPCX - Drawdown Comparison
The maximum URA drawdown since its inception was -93.54%, which is greater than FSPCX's maximum drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for URA and FSPCX.
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Drawdown Indicators
| URA | FSPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.54% | -69.48% | -24.06% |
Max Drawdown (1Y)Largest decline over 1 year | -31.48% | -9.98% | -21.50% |
Max Drawdown (3Y)Largest decline over 3 years | -37.81% | -11.69% | -26.12% |
Max Drawdown (5Y)Largest decline over 5 years | -37.90% | -16.65% | -21.25% |
Max Drawdown (10Y)Largest decline over 10 years | -61.45% | -43.68% | -17.77% |
Current DrawdownCurrent decline from peak | -48.34% | -5.50% | -42.84% |
Average DrawdownAverage peak-to-trough decline | -74.94% | -9.70% | -65.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.12% | 4.98% | +9.14% |
Volatility
URA vs. FSPCX - Volatility Comparison
Global X Uranium ETF (URA) has a higher volatility of 17.69% compared to Fidelity Select Insurance Portfolio (FSPCX) at 5.74%. This indicates that URA's price experiences larger fluctuations and is considered to be riskier than FSPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| URA | FSPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.69% | 5.74% | +11.95% |
Volatility (6M)Calculated over the trailing 6-month period | 39.95% | 11.31% | +28.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.24% | 15.53% | +35.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.96% | 17.59% | +26.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.91% | 20.12% | +17.79% |
URA vs. FSPCX - Expense Ratio Comparison
URA has a 0.69% expense ratio, which is lower than FSPCX's 0.78% expense ratio.
Dividends
URA vs. FSPCX - Dividend Comparison
URA's dividend yield for the trailing twelve months is around 4.58%, less than FSPCX's 4.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSPCX Fidelity Select Insurance Portfolio | 4.74% | 3.35% | 8.72% | 8.48% | 0.74% | 8.40% | 8.80% | 6.90% | 32.69% | 12.52% | 2.81% | 3.11% |
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 FSPCX have a correlation of -0.07, 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 FSPCX (5.74%). In terms of maximum drawdown, URA dropped -93.54% vs FSPCX's -69.48%.
URA currently has the higher Sharpe Ratio (0.64 vs -0.01), 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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