URA vs. HURA

Last updated Aug 4, 2026

URA (Global X Uranium ETF) is Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index, while HURA (TuHURA Biosciences, Inc.) is a stock. Over the past 10 years, URA returned 15.21%/yr vs -66.54%/yr for HURA. Their 0.13 correlation means their historical movements had little consistent relationship.

Performance

URA vs. HURA - Performance Comparison

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

Returns By Period

In the year-to-date period, URA achieves a -4.49% return, which is significantly lower than HURA's 182.81% return. Over the past 10 years, URA has outperformed HURA with an annualized return of 15.21%, while HURA has yielded a comparatively lower -66.54% annualized return.

URA

• 1D: 4.45%
• 1M: -5.60%
• 6M: -23.39%
• YTD: -4.49%
• 1Y: 11.87%
• 3Y*: 27.86%
• 5Y*: 20.93%
• 10Y*: 15.21%
• ALL TIME*: -3.09%

HURA

• 1D: -1.38%
• 1M: -12.30%
• 6M: 312.41%
• YTD: 182.81%
• 1Y: -10.83%
• 3Y*: -75.33%
• 5Y*: -75.82%
• 10Y*: -66.54%
• ALL TIME*: -55.22%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
HURA TuHURA Biosciences, Inc.	$397.12K	$657.39K	$1.23M
URA Global X Uranium ETF	$125.37M	$115.54M	$169.15M

URA vs. HURA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
URA Global X Uranium ETF	-4.49%	67.18%	-0.58%	46.25%	-11.32%	57.57%	41.33%	-3.54%	-22.11%	19.36%
HURA TuHURA Biosciences, Inc.	182.81%	-81.50%	-31.10%	-97.54%	-72.98%	-60.16%	85.51%	-79.82%	-68.63%	-65.82%

Correlation

The correlation between URA and HURA is 0.27, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.27
Correlation (3Y) Balances recent behavior with more history.	0.17
Correlation (5Y) Shows whether the relationship held over a longer period.	0.17
Correlation (10Y) Provides a long-term view across more market conditions.	0.16
Correlation (All Time) Calculated using the full available price history since Feb 22, 2013	0.13

The correlation between URA and HURA shifts across timeframes, from 0.13 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

URA vs. HURA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

URA

URA Risk / Return Rank: 18
URA Sharpe Ratio Rank: 16
URA Sortino Ratio Rank: 20
URA Omega Ratio Rank: 19
URA Calmar Ratio Rank: 16
URA Martin Ratio Rank: 16

HURA

HURA Risk / Return Rank: 46
HURA Sharpe Ratio Rank: 40
HURA Sortino Ratio Rank: 57
HURA Omega Ratio Rank: 56
HURA Calmar Ratio Rank: 39
HURA Martin Ratio Rank: 38

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

URA vs. HURA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and TuHURA Biosciences, Inc. (HURA). 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	HURA	Difference
Sharpe ratio: Return per unit of total volatility	0.23	-0.08	+0.31
Sortino ratio: Return per unit of downside risk	0.71	0.97	-0.27
Omega ratio: Gain probability vs. loss probability	1.08	1.12	-0.04
Calmar ratio: Return relative to maximum drawdown	0.30	-0.13	+0.43
Martin ratio: Return relative to average drawdown	0.65	-0.25	+0.90

URA vs. HURA - Sharpe Ratio Comparison

The current URA Sharpe Ratio is 0.23, which is higher than the HURA Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of URA and HURA, 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. HURA - Drawdown Comparison

The maximum URA drawdown since its inception was -93.54%, smaller than the maximum HURA drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for URA and HURA.

Drawdown Indicators

	URA	HURA	Difference
Max Drawdown Largest peak-to-trough decline	-93.54%	-100.00%	+6.46%
Max Drawdown (1Y) Largest decline over 1 year	-39.30%	-86.46%	+47.16%
Max Drawdown (3Y) Largest decline over 3 years	-39.30%	-99.74%	+60.44%
Max Drawdown (5Y) Largest decline over 5 years	-39.30%	-99.98%	+60.68%
Max Drawdown (10Y) Largest decline over 10 years	-61.45%	-100.00%	+38.55%
Current Drawdown Current decline from peak	-53.69%	-100.00%	+46.31%
Average Drawdown Average peak-to-trough decline	-74.74%	-88.43%	+13.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.23%	43.58%	-25.35%

Volatility

URA vs. HURA - Volatility Comparison

Global X Uranium ETF (URA) and TuHURA Biosciences, Inc. (HURA) have volatilities of 14.37% and 14.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	URA	HURA	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.37%	14.12%	+0.25%
Volatility (6M) Calculated over the trailing 6-month period	37.93%	98.43%	-60.50%
Volatility (1Y) Calculated over the trailing 1-year period	52.40%	134.94%	-82.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.16%	140.58%	-96.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.14%	128.42%	-90.28%

Dividends

URA vs. HURA - Dividend Comparison

URA's dividend yield for the trailing twelve months is around 5.11%, while HURA has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HURA TuHURA Biosciences, 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	5.11%	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 HURA in my portfolio?

URA and HURA have a correlation of 0.27, 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 HURA?

URA has higher volatility (14.37%) compared to HURA (14.12%). In terms of maximum drawdown, URA dropped -93.54% vs HURA's -100.00%.

Which has better risk-adjusted returns?

URA currently has the higher Sharpe Ratio (0.23 vs -0.08), 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.