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URA vs. O
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URA vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Uranium ETF (URA) and Realty Income Corporation (O). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URA vs. O - 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%
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.

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Return for Risk

URA vs. O — 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

O
O Risk / Return Rank: 6666
Overall Rank
O Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
O Sortino Ratio Rank: 6262
Sortino Ratio Rank
O Omega Ratio Rank: 6161
Omega Ratio Rank
O Calmar Ratio Rank: 6868
Calmar Ratio Rank
O Martin Ratio Rank: 6969
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. 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.


URAODifference
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

URA vs. O - Sharpe Ratio Comparison

The current URA Sharpe Ratio is 0.64, which is comparable to the O Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of URA and O, 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. 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.


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Drawdown Indicators


URAODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-48.34%

-5.94%

-42.40%

Average Drawdown

Average peak-to-trough decline

-74.94%

-9.20%

-65.74%

Ulcer Index

Depth 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.


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Volatility by Period


URAODifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

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