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URA vs. PGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URA vs. PGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Uranium ETF (URA) and Pagaya Technologies Ltd. (PGY). 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 PGY's -26.22% 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%

PGY

1D
-2.10%
1M
13.88%
YTD
-26.22%
6M
-32.07%
1Y
-14.05%
3Y*
1.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

URA vs. PGY - Yearly Performance Comparison


2026 (YTD)2025202420232022
URA
Global X Uranium ETF
6.53%67.18%-0.58%46.25%8.92%
PGY
Pagaya Technologies Ltd.
-26.22%124.97%-43.90%11.29%-82.29%

Correlation

The correlation between URA and PGY is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2022

0.33

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Return for Risk

URA vs. PGY — 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

PGY
PGY Risk / Return Rank: 3737
Overall Rank
PGY Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PGY Sortino Ratio Rank: 3838
Sortino Ratio Rank
PGY Omega Ratio Rank: 3737
Omega Ratio Rank
PGY Calmar Ratio Rank: 3636
Calmar Ratio Rank
PGY Martin Ratio Rank: 3737
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. PGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and Pagaya Technologies Ltd. (PGY). 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.


URAPGYDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.14

1.03

+0.11

Calmar ratioReturn relative to maximum drawdown

1.04

-0.22

+1.25

Martin ratioReturn relative to average drawdown

2.30

-0.33

+2.64

URA vs. PGY - Sharpe Ratio Comparison

The current URA Sharpe Ratio is 0.64, which is higher than the PGY Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of URA and PGY, 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. PGY - Drawdown Comparison

The maximum URA drawdown since its inception was -93.54%, roughly equal to the maximum PGY drawdown of -98.09%. Use the drawdown chart below to compare losses from any high point for URA and PGY.


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Drawdown Indicators


URAPGYDifference

Max Drawdown

Largest peak-to-trough decline

-93.54%

-98.09%

+4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-31.48%

-75.71%

+44.23%

Max Drawdown (3Y)

Largest decline over 3 years

-37.81%

-75.71%

+37.90%

Max Drawdown (5Y)

Largest decline over 5 years

-37.90%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

Current Drawdown

Current decline from peak

-48.34%

-95.71%

+47.37%

Average Drawdown

Average peak-to-trough decline

-74.94%

-92.10%

+17.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.12%

49.48%

-35.36%

Volatility

URA vs. PGY - Volatility Comparison

The current volatility for Global X Uranium ETF (URA) is 17.69%, while Pagaya Technologies Ltd. (PGY) has a volatility of 23.48%. This indicates that URA experiences smaller price fluctuations and is considered to be less risky than PGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URAPGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.69%

23.48%

-5.79%

Volatility (6M)

Calculated over the trailing 6-month period

39.95%

56.92%

-16.97%

Volatility (1Y)

Calculated over the trailing 1-year period

51.24%

80.20%

-28.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.96%

144.65%

-100.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.91%

144.65%

-106.74%

Dividends

URA vs. PGY - Dividend Comparison

URA's dividend yield for the trailing twelve months is around 4.58%, while PGY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PGY
Pagaya Technologies Ltd.
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
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 PGY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PGY has higher volatility (23.48%) compared to URA (17.69%). In terms of maximum drawdown, URA dropped -93.54% vs PGY's -98.09%.

URA currently has the higher Sharpe Ratio (0.64 vs -0.21), 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.

Portfolio Optimizer

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