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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 -2.89% return, which is significantly higher than BRK-B's -3.24% return.


URNG.L

1D
0.00%
1M
-14.21%
6M
-20.73%
YTD
-2.89%
1Y
11.83%
3Y*
28.65%
5Y*
10Y*

BRK-B

1D
-1.59%
1M
-2.31%
6M
-1.58%
YTD
-3.24%
1Y
2.77%
3Y*
11.48%
5Y*
12.32%
10Y*
12.54%
*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
-2.89%58.50%2.96%30.86%-39.68%
BRK-B
Berkshire Hathaway Inc.
-3.24%2.99%29.31%9.69%-3.12%

Correlation

The correlation between URNG.L and BRK-B is -0.15, 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

-0.15

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2022

0.07

The correlation between URNG.L and BRK-B shifts across timeframes, from -0.15 (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: 1515
Overall Rank
URNG.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
URNG.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
URNG.L Omega Ratio Rank: 1515
Omega Ratio Rank
URNG.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
URNG.L Martin Ratio Rank: 1414
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 5252
Overall Rank
BRK-B Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4646
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4545
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5656
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5757
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.

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.


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

+0.06

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.08

1.04

+0.04

Calmar ratioReturn relative to maximum drawdown

0.36

0.23

+0.13

Martin ratioReturn relative to average drawdown

0.79

0.49

+0.29

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

The current URNG.L Sharpe Ratio is 0.24, which is higher than the BRK-B Sharpe Ratio of 0.17. 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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Drawdowns

URNG.L vs. BRK-B - Drawdown Comparison

The maximum URNG.L drawdown since its inception was -46.74%, which is greater than BRK-B's maximum 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

-46.74%

-37.92%

-8.82%

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

-29.33%

-12.87%

-16.46%

Average Drawdown

Average peak-to-trough decline

-22.97%

-7.44%

-15.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.05%

5.62%

+9.43%

Volatility

URNG.L vs. BRK-B - Volatility Comparison

Global X Uranium UCITS ETF USD Accumulating (URNG.L) has a higher volatility of 10.40% compared to Berkshire Hathaway Inc. (BRK-B) at 5.10%. 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

10.40%

5.10%

+5.30%

Volatility (6M)

Calculated over the trailing 6-month period

34.88%

12.45%

+22.43%

Volatility (1Y)

Calculated over the trailing 1-year period

50.15%

15.99%

+34.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.49%

16.97%

+24.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.49%

19.77%

+21.72%

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 -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for URNG.L and BRK-B

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

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