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URA vs. URNG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between URA and URNG.L is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

URA vs. URNG.L - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
10.50%
2.48%
URA
URNG.L

Key characteristics

Sharpe Ratio

URA:

-0.32

URNG.L:

-0.47

Sortino Ratio

URA:

-0.20

URNG.L:

-0.45

Omega Ratio

URA:

0.98

URNG.L:

0.95

Calmar Ratio

URA:

-0.16

URNG.L:

-0.47

Martin Ratio

URA:

-0.75

URNG.L:

-1.00

Ulcer Index

URA:

17.07%

URNG.L:

18.40%

Daily Std Dev

URA:

39.86%

URNG.L:

38.95%

Max Drawdown

URA:

-93.54%

URNG.L:

-38.98%

Current Drawdown

URA:

-73.36%

URNG.L:

-29.21%

Returns By Period

In the year-to-date period, URA achieves a -8.18% return, which is significantly higher than URNG.L's -14.80% return.


URA

YTD

-8.18%

1M

-1.13%

6M

-20.50%

1Y

-12.99%

5Y*

22.33%

10Y*

3.48%

URNG.L

YTD

-14.80%

1M

-5.04%

6M

-23.45%

1Y

-18.71%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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URA vs. URNG.L - Expense Ratio Comparison

URA has a 0.69% expense ratio, which is higher than URNG.L's 0.65% expense ratio.


Expense ratio chart for URA: current value is 0.69%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
URA: 0.69%
Expense ratio chart for URNG.L: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
URNG.L: 0.65%

Risk-Adjusted Performance

URA vs. URNG.L — Risk-Adjusted Performance Rank

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

URA
The Risk-Adjusted Performance Rank of URA is 1111
Overall Rank
The Sharpe Ratio Rank of URA is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of URA is 1111
Sortino Ratio Rank
The Omega Ratio Rank of URA is 1111
Omega Ratio Rank
The Calmar Ratio Rank of URA is 1212
Calmar Ratio Rank
The Martin Ratio Rank of URA is 1010
Martin Ratio Rank

URNG.L
The Risk-Adjusted Performance Rank of URNG.L is 66
Overall Rank
The Sharpe Ratio Rank of URNG.L is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of URNG.L is 66
Sortino Ratio Rank
The Omega Ratio Rank of URNG.L is 77
Omega Ratio Rank
The Calmar Ratio Rank of URNG.L is 33
Calmar Ratio Rank
The Martin Ratio Rank of URNG.L is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

URA vs. URNG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and Global X Uranium UCITS ETF USD Accumulating (URNG.L). 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.


The chart of Sharpe ratio for URA, currently valued at -0.38, compared to the broader market-1.000.001.002.003.004.00
URA: -0.38
URNG.L: -0.40
The chart of Sortino ratio for URA, currently valued at -0.29, compared to the broader market-2.000.002.004.006.008.00
URA: -0.29
URNG.L: -0.33
The chart of Omega ratio for URA, currently valued at 0.96, compared to the broader market0.501.001.502.002.50
URA: 0.96
URNG.L: 0.96
The chart of Calmar ratio for URA, currently valued at -0.39, compared to the broader market0.002.004.006.008.0010.0012.00
URA: -0.39
URNG.L: -0.42
The chart of Martin ratio for URA, currently valued at -0.86, compared to the broader market0.0020.0040.0060.00
URA: -0.86
URNG.L: -0.90

The current URA Sharpe Ratio is -0.32, which is higher than the URNG.L Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of URA and URNG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.38
-0.40
URA
URNG.L

Dividends

URA vs. URNG.L - Dividend Comparison

URA's dividend yield for the trailing twelve months is around 3.12%, while URNG.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
URA
Global X Uranium ETF
3.12%2.86%6.07%0.76%5.85%1.69%1.66%0.45%2.03%7.28%1.96%4.28%
URNG.L
Global X Uranium UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

URA vs. URNG.L - Drawdown Comparison

The maximum URA drawdown since its inception was -93.54%, which is greater than URNG.L's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for URA and URNG.L. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.52%
-25.46%
URA
URNG.L

Volatility

URA vs. URNG.L - Volatility Comparison

Global X Uranium ETF (URA) and Global X Uranium UCITS ETF USD Accumulating (URNG.L) have volatilities of 15.73% and 15.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
15.73%
15.58%
URA
URNG.L