URAA vs. LEU
URAA (Direxion Daily Uranium Industry Bull 2X Shares) is Uranium fund tracking the Solactive United States Uranium and Nuclear Energy ETF Select Index (200%), while LEU (Centrus Energy Corp.) is a stock. Over the past year, URAA returned 21.98% vs -3.35% for LEU. A 0.71 correlation means they provide meaningful diversification when combined.
Performance
URAA vs. LEU - Performance Comparison
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Returns By Period
In the year-to-date period, URAA achieves a -5.26% return, which is significantly higher than LEU's -24.34% return.
URAA
- 1D
- -3.50%
- 1M
- -11.18%
- YTD
- -5.26%
- 6M
- -11.40%
- 1Y
- 21.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LEU
- 1D
- -4.03%
- 1M
- 2.41%
- YTD
- -24.34%
- 6M
- -29.67%
- 1Y
- -3.35%
- 3Y*
- 78.00%
- 5Y*
- 46.24%
- 10Y*
- 50.12%
URAA vs. LEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
URAA Direxion Daily Uranium Industry Bull 2X Shares | -5.26% | 88.33% | -25.73% |
LEU Centrus Energy Corp. | -24.34% | 264.45% | 49.32% |
Correlation
The correlation between URAA and LEU is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2024 | 0.71 |
The correlation between URAA and LEU has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.
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Return for Risk
URAA vs. LEU — Risk / Return Rank
URAA
LEU
URAA vs. LEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Uranium Industry Bull 2X Shares (URAA) and Centrus Energy Corp. (LEU). 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.
| URAA | LEU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.07 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | -0.05 | +0.42 |
| Martin ratioReturn relative to average drawdown | 0.75 | -0.08 | +0.83 |
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Drawdowns
URAA vs. LEU - Drawdown Comparison
The maximum URAA drawdown since its inception was -67.45%, smaller than the maximum LEU drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for URAA and LEU.
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Drawdown Indicators
| URAA | LEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.45% | -99.98% | +32.53% |
Max Drawdown (1Y)Largest decline over 1 year | -59.83% | -66.37% | +6.54% |
Max Drawdown (3Y)Largest decline over 3 years | — | -66.37% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -78.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.84% | — |
Current DrawdownCurrent decline from peak | -52.29% | -97.29% | +45.00% |
Average DrawdownAverage peak-to-trough decline | -27.83% | -74.00% | +46.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.40% | 39.50% | -10.10% |
Volatility
URAA vs. LEU - Volatility Comparison
Direxion Daily Uranium Industry Bull 2X Shares (URAA) has a higher volatility of 31.84% compared to Centrus Energy Corp. (LEU) at 28.61%. This indicates that URAA's price experiences larger fluctuations and is considered to be riskier than LEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| URAA | LEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.84% | 28.61% | +3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 74.47% | 67.06% | +7.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 95.79% | 92.63% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.63% | 86.66% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.63% | 82.50% | +7.13% |
Dividends
URAA vs. LEU - Dividend Comparison
URAA's dividend yield for the trailing twelve months is around 10.74%, while LEU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
LEU Centrus Energy Corp. | 0.00% | 0.00% | 0.00% |
URAA Direxion Daily Uranium Industry Bull 2X Shares | 10.74% | 9.14% | 4.36% |
Frequently Asked Questions
URAA and LEU have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
URAA has higher volatility (31.84%) compared to LEU (28.61%). In terms of maximum drawdown, URAA dropped -67.45% vs LEU's -99.98%.
URAA currently has the higher Sharpe Ratio (0.23 vs -0.04), 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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