URG vs. DYL.AX

Last updated Apr 1, 2026

Compare and contrast key facts about Ur-Energy Inc. (URG) and Deep Yellow Limited (DYL.AX).

Performance

URG vs. DYL.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ur-Energy Inc. (URG) and Deep Yellow Limited (DYL.AX). The values are adjusted to include any dividend payments, if applicable.

URG vs. DYL.AX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
URG Ur-Energy Inc.	7.19%	20.87%	-25.32%	33.91%	-5.74%	52.27%	36.14%	-9.46%	-4.92%	28.71%
DYL.AX Deep Yellow Limited	-1.60%	76.33%	-6.20%	55.61%	-23.71%	74.63%	75.98%	-23.97%	8.90%	-5.19%

Different Trading Currencies

URG is traded in USD, while DYL.AX is traded in AUD. To make them comparable, the DYL.AX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, URG achieves a 7.19% return, which is significantly higher than DYL.AX's -1.60% return. Over the past 10 years, URG has underperformed DYL.AX with an annualized return of 11.34%, while DYL.AX has yielded a comparatively higher 27.38% annualized return.

URG

• 1D: 7.97%
• 1M: -10.78%
• YTD: 7.19%
• 6M: -16.76%
• 1Y: 121.04%
• 3Y*: 12.02%
• 5Y*: 4.60%
• 10Y*: 11.34%

DYL.AX

• 1D: 3.42%
• 1M: -35.39%
• YTD: -1.60%
• 6M: -6.78%
• 1Y: 82.46%
• 3Y*: 46.92%
• 5Y*: 19.53%
• 10Y*: 27.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

URG vs. DYL.AX — Risk / Return Rank

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

URG

URG Risk / Return Rank: 83
URG Sharpe Ratio Rank: 86
URG Sortino Ratio Rank: 83
URG Omega Ratio Rank: 79
URG Calmar Ratio Rank: 85
URG Martin Ratio Rank: 81

DYL.AX

DYL.AX Risk / Return Rank: 71
DYL.AX Sharpe Ratio Rank: 70
DYL.AX Sortino Ratio Rank: 70
DYL.AX Omega Ratio Rank: 68
DYL.AX Calmar Ratio Rank: 74
DYL.AX Martin Ratio Rank: 73

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.

URG vs. DYL.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ur-Energy Inc. (URG) and Deep Yellow Limited (DYL.AX). 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.

	URG	DYL.AX	Difference
Sharpe ratio Return per unit of total volatility	1.61	1.07	+0.54
Sortino ratio Return per unit of downside risk	2.28	1.84	+0.44
Omega ratio Gain probability vs. loss probability	1.28	1.23	+0.05
Calmar ratio Return relative to maximum drawdown	2.77	2.15	+0.61
Martin ratio Return relative to average drawdown	6.23	5.10	+1.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

URG vs. DYL.AX - Sharpe Ratio Comparison

The current URG Sharpe Ratio is 1.61, which is higher than the DYL.AX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of URG and DYL.AX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	URG	DYL.AX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	1.07	+0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	0.26	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.28	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	-0.10	+0.08

Correlation

The correlation between URG and DYL.AX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

URG vs. DYL.AX - Dividend Comparison

Neither URG nor DYL.AX has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

URG vs. DYL.AX - Drawdown Comparison

The maximum URG drawdown since its inception was -91.13%, smaller than the maximum DYL.AX drawdown of -99.59%. Use the drawdown chart below to compare losses from any high point for URG and DYL.AX.

Drawdown Indicators

	URG	DYL.AX	Difference
Max Drawdown Largest peak-to-trough decline	-91.13%	-99.99%	+8.86%
Max Drawdown (1Y) Largest decline over 1 year	-45.71%	-44.50%	-1.21%
Max Drawdown (5Y) Largest decline over 5 years	-73.30%	-64.60%	-8.70%
Max Drawdown (10Y) Largest decline over 10 years	-73.30%	-80.83%	+7.53%
Current Drawdown Current decline from peak	-54.43%	-99.85%	+45.42%
Average Drawdown Average peak-to-trough decline	-66.73%	-97.72%	+30.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.31%	19.13%	+1.18%

Volatility

URG vs. DYL.AX - Volatility Comparison

Ur-Energy Inc. (URG) has a higher volatility of 24.18% compared to Deep Yellow Limited (DYL.AX) at 21.85%. This indicates that URG's price experiences larger fluctuations and is considered to be riskier than DYL.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	URG	DYL.AX	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.18%	21.85%	+2.33%
Volatility (6M) Calculated over the trailing 6-month period	49.83%	55.48%	-5.65%
Volatility (1Y) Calculated over the trailing 1-year period	75.68%	76.89%	-1.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.49%	74.39%	-6.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	66.19%	97.96%	-31.77%

Financials