URA vs. PG
URA (Global X Uranium ETF) is Commodity Producers Equities fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index, while PG (The Procter & Gamble Company) is a stock. Over the past 10 years, URA returned 15.90%/yr vs 8.96%/yr for PG. At a 0.15 correlation, their price movements are largely independent.
Performance
URA vs. PG - 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 PG's 5.93% return. Over the past 10 years, URA has outperformed PG with an annualized return of 15.90%, while PG has yielded a comparatively lower 8.96% 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%
PG
- 1D
- 0.86%
- 1M
- 4.83%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -3.97%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
URA vs. PG - 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% |
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between URA and PG is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2010 | 0.15 |
The correlation between URA and PG shifts across timeframes, from -0.14 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
URA vs. PG — Risk / Return Rank
URA
PG
URA vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and The Procter & Gamble Company (PG). 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 | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.97 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | -0.37 | +1.40 |
| Martin ratioReturn relative to average drawdown | 2.30 | -0.68 | +2.98 |
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Drawdowns
URA vs. PG - Drawdown Comparison
The maximum URA drawdown since its inception was -93.54%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for URA and PG.
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Drawdown Indicators
| URA | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.54% | -54.25% | -39.29% |
Max Drawdown (1Y)Largest decline over 1 year | -31.48% | -15.52% | -15.96% |
Max Drawdown (3Y)Largest decline over 3 years | -37.81% | -21.15% | -16.66% |
Max Drawdown (5Y)Largest decline over 5 years | -37.90% | -23.77% | -14.13% |
Max Drawdown (10Y)Largest decline over 10 years | -61.45% | -23.77% | -37.68% |
Current DrawdownCurrent decline from peak | -48.34% | -13.29% | -35.05% |
Average DrawdownAverage peak-to-trough decline | -74.94% | -12.16% | -62.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.12% | 8.80% | +5.32% |
Volatility
URA vs. PG - Volatility Comparison
Global X Uranium ETF (URA) has a higher volatility of 17.69% compared to The Procter & Gamble Company (PG) at 6.99%. This indicates that URA's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| URA | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.69% | 6.99% | +10.70% |
Volatility (6M)Calculated over the trailing 6-month period | 39.95% | 15.01% | +24.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.24% | 18.78% | +32.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.96% | 17.82% | +26.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.91% | 19.05% | +18.86% |
Dividends
URA vs. PG - Dividend Comparison
URA's dividend yield for the trailing twelve months is around 4.58%, more than PG's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
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 PG have a correlation of -0.14, 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 PG (6.99%). In terms of maximum drawdown, URA dropped -93.54% vs PG's -54.25%.
URA currently has the higher Sharpe Ratio (0.64 vs -0.30), 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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