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URNG.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URNG.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Uranium UCITS ETF USD Accumulating (URNG.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

URNG.L is traded in GBP, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, URNG.L achieves a 18.27% return, which is significantly higher than BRK-B's -4.39% return.


URNG.L

1D
-0.48%
1M
-7.77%
YTD
18.27%
6M
7.25%
1Y
64.64%
3Y*
36.12%
5Y*
10Y*

BRK-B

1D
0.69%
1M
3.76%
YTD
-4.39%
6M
-5.55%
1Y
-1.57%
3Y*
10.51%
5Y*
11.54%
10Y*
13.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URNG.L vs. BRK-B - Yearly Performance Comparison


2026 (YTD)2025202420232022
URNG.L
Global X Uranium UCITS ETF USD Accumulating
18.27%58.50%2.96%30.86%-14.11%
BRK-B
Berkshire Hathaway Inc.
-4.39%2.99%29.31%9.69%-2.29%

Correlation

The correlation between URNG.L and BRK-B is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2022

0.07

The correlation between URNG.L and BRK-B shifts across timeframes, from -0.16 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

URNG.L vs. BRK-B — Risk / Return Rank

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

URNG.L
URNG.L Risk / Return Rank: 3737
Overall Rank
URNG.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
URNG.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
URNG.L Omega Ratio Rank: 3636
Omega Ratio Rank
URNG.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
URNG.L Martin Ratio Rank: 3434
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3131
Overall Rank
BRK-B Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 2828
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3333
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3232
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.

URNG.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium UCITS ETF USD Accumulating (URNG.L) and Berkshire Hathaway Inc. (BRK-B). 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.


URNG.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

+1.97

Omega ratioGain probability vs. loss probability

1.23

1.00

+0.24

Calmar ratioReturn relative to maximum drawdown

1.97

-0.13

+2.11

Martin ratioReturn relative to average drawdown

5.06

-0.29

+5.34

URNG.L vs. BRK-B - Sharpe Ratio Comparison

The current URNG.L Sharpe Ratio is 1.31, which is higher than the BRK-B Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of URNG.L and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


URNG.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

-0.10

+1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.59

-0.07

Drawdowns

URNG.L vs. BRK-B - Drawdown Comparison

The maximum URNG.L drawdown since its inception was -38.98%, roughly equal to the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for URNG.L and BRK-B.


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Drawdown Indicators


URNG.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-37.92%

-1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-32.59%

-11.88%

-20.71%

Max Drawdown (3Y)

Largest decline over 3 years

-38.98%

-17.26%

-21.72%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

Current Drawdown

Current decline from peak

-13.93%

-13.90%

-0.03%

Average Drawdown

Average peak-to-trough decline

-12.79%

-7.39%

-5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.75%

5.50%

+7.25%

Volatility

URNG.L vs. BRK-B - Volatility Comparison

Global X Uranium UCITS ETF USD Accumulating (URNG.L) has a higher volatility of 14.89% compared to Berkshire Hathaway Inc. (BRK-B) at 3.86%. This indicates that URNG.L's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URNG.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.89%

3.86%

+11.03%

Volatility (6M)

Calculated over the trailing 6-month period

33.87%

11.95%

+21.92%

Volatility (1Y)

Calculated over the trailing 1-year period

49.10%

15.41%

+33.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.66%

16.90%

+22.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.66%

19.85%

+19.81%

Dividends

URNG.L vs. BRK-B - Dividend Comparison

Neither URNG.L nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


URNG.L and BRK-B have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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