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URAA vs. URNJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

URAA vs. URNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Uranium Industry Bull 2X Shares (URAA) and Sprott Junior Uranium Miners ETF (URNJ). The values are adjusted to include any dividend payments, if applicable.

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URAA vs. URNJ - Yearly Performance Comparison


2026 (YTD)20252024
URAA
Direxion Daily Uranium Industry Bull 2X Shares
17.77%88.33%-26.53%
URNJ
Sprott Junior Uranium Miners ETF
18.53%45.35%-19.46%

Returns By Period

The year-to-date returns for both investments are quite close, with URAA having a 17.77% return and URNJ slightly higher at 18.53%.


URAA

1D
3.28%
1M
-27.08%
YTD
17.77%
6M
-6.10%
1Y
227.31%
3Y*
5Y*
10Y*

URNJ

1D
1.98%
1M
-17.92%
YTD
18.53%
6M
11.54%
1Y
125.27%
3Y*
30.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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URAA vs. URNJ - Expense Ratio Comparison

URAA has a 1.28% expense ratio, which is higher than URNJ's 0.80% expense ratio.


Return for Risk

URAA vs. URNJ — Risk / Return Rank

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

URAA
URAA Risk / Return Rank: 8989
Overall Rank
URAA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
URAA Sortino Ratio Rank: 9191
Sortino Ratio Rank
URAA Omega Ratio Rank: 8282
Omega Ratio Rank
URAA Calmar Ratio Rank: 9696
Calmar Ratio Rank
URAA Martin Ratio Rank: 8383
Martin Ratio Rank

URNJ
URNJ Risk / Return Rank: 8585
Overall Rank
URNJ Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
URNJ Sortino Ratio Rank: 8989
Sortino Ratio Rank
URNJ Omega Ratio Rank: 7878
Omega Ratio Rank
URNJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
URNJ Martin Ratio Rank: 7878
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.

URAA vs. URNJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Uranium Industry Bull 2X Shares (URAA) and Sprott Junior Uranium Miners ETF (URNJ). 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.


URAAURNJDifference

Sharpe ratio

Return per unit of total volatility

2.42

1.99

+0.43

Sortino ratio

Return per unit of downside risk

2.74

2.57

+0.18

Omega ratio

Gain probability vs. loss probability

1.34

1.31

+0.03

Calmar ratio

Return relative to maximum drawdown

4.73

3.60

+1.13

Martin ratio

Return relative to average drawdown

10.35

8.82

+1.53

URAA vs. URNJ - Sharpe Ratio Comparison

The current URAA Sharpe Ratio is 2.42, which is comparable to the URNJ Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of URAA and URNJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


URAAURNJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

1.99

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.34

+0.02

Correlation

The correlation between URAA and URNJ is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

URAA vs. URNJ - Dividend Comparison

URAA's dividend yield for the trailing twelve months is around 8.64%, more than URNJ's 5.55% yield.


TTM202520242023
URAA
Direxion Daily Uranium Industry Bull 2X Shares
8.64%9.14%4.36%0.00%
URNJ
Sprott Junior Uranium Miners ETF
5.55%6.58%4.33%4.03%

Drawdowns

URAA vs. URNJ - Drawdown Comparison

The maximum URAA drawdown since its inception was -67.45%, which is greater than URNJ's maximum drawdown of -59.21%. Use the drawdown chart below to compare losses from any high point for URAA and URNJ.


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Drawdown Indicators


URAAURNJDifference

Max Drawdown

Largest peak-to-trough decline

-67.45%

-59.21%

-8.24%

Max Drawdown (1Y)

Largest decline over 1 year

-49.11%

-34.13%

-14.98%

Current Drawdown

Current decline from peak

-40.70%

-26.12%

-14.58%

Average Drawdown

Average peak-to-trough decline

-26.36%

-20.93%

-5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.44%

13.94%

+8.50%

Volatility

URAA vs. URNJ - Volatility Comparison

Direxion Daily Uranium Industry Bull 2X Shares (URAA) has a higher volatility of 28.01% compared to Sprott Junior Uranium Miners ETF (URNJ) at 19.04%. This indicates that URAA's price experiences larger fluctuations and is considered to be riskier than URNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URAAURNJDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.01%

19.04%

+8.97%

Volatility (6M)

Calculated over the trailing 6-month period

73.94%

47.83%

+26.11%

Volatility (1Y)

Calculated over the trailing 1-year period

94.44%

63.34%

+31.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.30%

53.22%

+35.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.30%

53.22%

+35.08%