URA vs. O
URA (Global X Uranium ETF) is Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index, while O (Realty Income Corporation) is a stock. Over the past 10 years, URA returned 15.90%/yr vs 4.89%/yr for O. At a 0.19 correlation, their price movements are largely independent.
Performance
URA vs. O - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, URA achieves a 6.53% return, which is significantly lower than O's 13.70% return. Over the past 10 years, URA has outperformed O with an annualized return of 15.90%, while O has yielded a comparatively lower 4.89% annualized return.
URA
- 1D
- 1.54%
- 1M
- -8.83%
- YTD
- 6.53%
- 6M
- 3.57%
- 1Y
- 32.00%
- 3Y*
- 32.17%
- 5Y*
- 18.77%
- 10Y*
- 15.90%
O
- 1D
- 1.31%
- 1M
- 3.07%
- YTD
- 13.70%
- 6M
- 11.57%
- 1Y
- 14.88%
- 3Y*
- 6.59%
- 5Y*
- 3.49%
- 10Y*
- 4.89%
URA vs. O - 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% |
O Realty Income Corporation | 13.70% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Correlation
The correlation between URA and O is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2010 | 0.19 |
The correlation between URA and O shifts across timeframes, from -0.03 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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. O — Risk / Return Rank
URA
O
URA vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and Realty Income Corporation (O). 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 | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.15 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.29 | -0.25 |
| Martin ratioReturn relative to average drawdown | 2.30 | 3.12 | -0.81 |
Loading charts...
Drawdowns
URA vs. O - Drawdown Comparison
The maximum URA drawdown since its inception was -93.54%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for URA and O.
Loading charts...
Drawdown Indicators
| URA | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.54% | -48.45% | -45.09% |
Max Drawdown (1Y)Largest decline over 1 year | -31.48% | -11.10% | -20.38% |
Max Drawdown (3Y)Largest decline over 3 years | -37.81% | -26.49% | -11.32% |
Max Drawdown (5Y)Largest decline over 5 years | -37.90% | -34.48% | -3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -61.45% | -48.28% | -13.17% |
Current DrawdownCurrent decline from peak | -48.34% | -5.94% | -42.40% |
Average DrawdownAverage peak-to-trough decline | -74.94% | -9.20% | -65.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.12% | 4.58% | +9.54% |
Volatility
URA vs. O - Volatility Comparison
Global X Uranium ETF (URA) has a higher volatility of 17.69% compared to Realty Income Corporation (O) at 5.29%. This indicates that URA's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| URA | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.69% | 5.29% | +12.40% |
Volatility (6M)Calculated over the trailing 6-month period | 39.95% | 11.98% | +27.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.24% | 16.21% | +35.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.96% | 18.92% | +25.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.91% | 25.64% | +12.27% |
Dividends
URA vs. O - Dividend Comparison
URA's dividend yield for the trailing twelve months is around 4.58%, less than O's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
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 O have a correlation of -0.03, 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 O (5.29%). In terms of maximum drawdown, URA dropped -93.54% vs O's -48.45%.
O currently has the higher Sharpe Ratio (0.88 vs 0.64), 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 O
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