URA vs. UUUU

In the year-to-date period, URA achieves a -8.18% return, which is significantly lower than UUUU's -6.24% return. Over the past 10 years, URA has outperformed UUUU with an annualized return of 3.48%, while UUUU has yielded a comparatively lower -0.64% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and Energy Fuels Inc. (UUUU). 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 current URA Sharpe Ratio is -0.32, which is lower than the UUUU Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of URA and UUUU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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

The maximum URA drawdown since its inception was -93.54%, smaller than the maximum UUUU drawdown of -99.64%. Use the drawdown chart below to compare losses from any high point for URA and UUUU. For additional features, visit the drawdowns tool.

The current volatility for Global X Uranium ETF (URA) is 15.73%, while Energy Fuels Inc. (UUUU) has a volatility of 25.61%. This indicates that URA experiences smaller price fluctuations and is considered to be less risky than UUUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.