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URA vs. JPYUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

URA vs. JPYUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Uranium ETF (URA) and JPY/USD (JPYUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, URA achieves a 6.53% return, which is significantly higher than JPYUSD=X's -2.12% return. Over the past 10 years, URA has outperformed JPYUSD=X with an annualized return of 15.90%, while JPYUSD=X has yielded a comparatively lower -4.19% 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%

JPYUSD=X

1D
0.10%
1M
-0.82%
YTD
-2.12%
6M
-3.07%
1Y
-9.99%
3Y*
-4.30%
5Y*
-7.22%
10Y*
-4.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URA vs. JPYUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
JPYUSD=X
JPY/USD
-2.12%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%

Correlation

The correlation between URA and JPYUSD=X is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2010

-0.03

The correlation between URA and JPYUSD=X shifts across timeframes, from -0.03 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

URA vs. JPYUSD=X — Risk / Return Rank

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

URA
URA Risk / Return Rank: 2323
Overall Rank
URA Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
URA Sortino Ratio Rank: 2424
Sortino Ratio Rank
URA Omega Ratio Rank: 2323
Omega Ratio Rank
URA Calmar Ratio Rank: 2525
Calmar Ratio Rank
URA Martin Ratio Rank: 2121
Martin Ratio Rank

JPYUSD=X
JPYUSD=X Risk / Return Rank: 88
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 88
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 88
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 33
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 1414
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. JPYUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and JPY/USD (JPYUSD=X). 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.


URAJPYUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.72

Sortino ratioReturn per unit of downside risk

+2.80

Omega ratioGain probability vs. loss probability

1.14

0.82

+0.32

Calmar ratioReturn relative to maximum drawdown

1.04

-0.76

+1.80

Martin ratioReturn relative to average drawdown

2.30

-1.11

+3.42

URA vs. JPYUSD=X - Sharpe Ratio Comparison

The current URA Sharpe Ratio is 0.64, which is higher than the JPYUSD=X Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of URA and JPYUSD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

URA vs. JPYUSD=X - Drawdown Comparison

The maximum URA drawdown since its inception was -93.54%, which is greater than JPYUSD=X's maximum drawdown of -52.96%. Use the drawdown chart below to compare losses from any high point for URA and JPYUSD=X.


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Drawdown Indicators


URAJPYUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-93.54%

-52.96%

-40.58%

Max Drawdown (1Y)

Largest decline over 1 year

-31.48%

-10.68%

-20.80%

Max Drawdown (3Y)

Largest decline over 3 years

-37.81%

-14.63%

-23.18%

Max Drawdown (5Y)

Largest decline over 5 years

-37.90%

-32.59%

-5.31%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

-38.21%

-23.24%

Current Drawdown

Current decline from peak

-48.34%

-52.47%

+4.13%

Average Drawdown

Average peak-to-trough decline

-74.94%

-26.92%

-48.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.12%

6.18%

+7.94%

Volatility

URA vs. JPYUSD=X - Volatility Comparison

Global X Uranium ETF (URA) has a higher volatility of 17.69% compared to JPY/USD (JPYUSD=X) at 0.69%. This indicates that URA's price experiences larger fluctuations and is considered to be riskier than JPYUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URAJPYUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.69%

0.69%

+17.00%

Volatility (6M)

Calculated over the trailing 6-month period

39.95%

5.48%

+34.47%

Volatility (1Y)

Calculated over the trailing 1-year period

51.24%

7.50%

+43.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.96%

9.56%

+34.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.91%

8.90%

+29.01%

Frequently Asked Questions


URA and JPYUSD=X have a correlation of 0.17, 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 JPYUSD=X (0.69%). In terms of maximum drawdown, URA dropped -93.54% vs JPYUSD=X's -52.96%.

URA currently has the higher Sharpe Ratio (0.64 vs -1.09), 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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