PortfoliosLab logoPortfoliosLab logo
URAA vs. UUUU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URAA vs. UUUU - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, URAA achieves a -5.26% return, which is significantly lower than UUUU's 10.87% return.


URAA

1D
-3.50%
1M
-11.18%
YTD
-5.26%
6M
-11.40%
1Y
21.98%
3Y*
5Y*
10Y*

UUUU

1D
-2.66%
1M
-10.64%
YTD
10.87%
6M
6.83%
1Y
197.97%
3Y*
38.79%
5Y*
20.86%
10Y*
21.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URAA vs. UUUU - Yearly Performance Comparison


2026 (YTD)20252024
URAA
Direxion Daily Uranium Industry Bull 2X Shares
-5.26%88.33%-25.73%
UUUU
Energy Fuels Inc.
10.87%183.43%-7.90%

Correlation

The correlation between URAA and UUUU is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2024

0.79

The correlation between URAA and UUUU has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

URAA vs. UUUU — Risk / Return Rank

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

URAA
URAA Risk / Return Rank: 1414
Overall Rank
URAA Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
URAA Sortino Ratio Rank: 1919
Sortino Ratio Rank
URAA Omega Ratio Rank: 1818
Omega Ratio Rank
URAA Calmar Ratio Rank: 1313
Calmar Ratio Rank
URAA Martin Ratio Rank: 1212
Martin Ratio Rank

UUUU
UUUU Risk / Return Rank: 8585
Overall Rank
UUUU Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
UUUU Sortino Ratio Rank: 8585
Sortino Ratio Rank
UUUU Omega Ratio Rank: 8181
Omega Ratio Rank
UUUU Calmar Ratio Rank: 8888
Calmar Ratio Rank
UUUU Martin Ratio Rank: 8383
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. UUUU - Risk-Adjusted Trends Comparison

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

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.


URAAUUUUDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-1.56

Omega ratioGain probability vs. loss probability

1.12

1.30

-0.19

Calmar ratioReturn relative to maximum drawdown

0.37

3.89

-3.52

Martin ratioReturn relative to average drawdown

0.75

7.34

-6.59

URAA vs. UUUU - Sharpe Ratio Comparison

The current URAA Sharpe Ratio is 0.23, which is lower than the UUUU Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of URAA and UUUU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

URAA vs. UUUU - Drawdown Comparison

The maximum URAA drawdown since its inception was -67.45%, smaller than the maximum UUUU drawdown of -99.64%. Use the drawdown chart below to compare losses from any high point for URAA and UUUU.


Loading charts...

Drawdown Indicators


URAAUUUUDifference

Max Drawdown

Largest peak-to-trough decline

-67.45%

-99.64%

+32.19%

Max Drawdown (1Y)

Largest decline over 1 year

-59.83%

-51.28%

-8.55%

Max Drawdown (3Y)

Largest decline over 3 years

-61.52%

Max Drawdown (5Y)

Largest decline over 5 years

-68.70%

Max Drawdown (10Y)

Largest decline over 10 years

-79.31%

Current Drawdown

Current decline from peak

-52.29%

-93.14%

+40.85%

Average Drawdown

Average peak-to-trough decline

-27.83%

-92.63%

+64.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.40%

27.11%

+2.29%

Volatility

URAA vs. UUUU - Volatility Comparison

Direxion Daily Uranium Industry Bull 2X Shares (URAA) has a higher volatility of 31.84% compared to Energy Fuels Inc. (UUUU) at 26.96%. This indicates that URAA's price experiences larger fluctuations and is considered to be riskier than UUUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


URAAUUUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.84%

26.96%

+4.88%

Volatility (6M)

Calculated over the trailing 6-month period

74.47%

66.67%

+7.80%

Volatility (1Y)

Calculated over the trailing 1-year period

95.79%

95.94%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.63%

73.36%

+16.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.63%

72.61%

+17.02%

Dividends

URAA vs. UUUU - Dividend Comparison

URAA's dividend yield for the trailing twelve months is around 10.74%, while UUUU has not paid dividends to shareholders.


PositionTTM20252024
URAA
Direxion Daily Uranium Industry Bull 2X Shares
10.74%9.14%4.36%
UUUU
Energy Fuels Inc.
0.00%0.00%0.00%

Frequently Asked Questions


URAA and UUUU have a correlation of 0.81, 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 UUUU (26.96%). In terms of maximum drawdown, URAA dropped -67.45% vs UUUU's -99.64%.

UUUU currently has the higher Sharpe Ratio (2.08 vs 0.23), 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

Find the right allocation for URAA and UUUU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer