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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 -0.73% return, which is significantly lower than BRK-B's 3.27% return.


URNG.L

1D
0.00%
1M
-4.54%
6M
-17.01%
YTD
-0.73%
1Y
9.08%
3Y*
28.21%
5Y*
10Y*
ALL TIME*
5.90%

BRK-B

1D
0.18%
1M
1.84%
6M
4.40%
YTD
3.27%
1Y
10.38%
3Y*
11.95%
5Y*
13.35%
10Y*
13.21%
ALL TIME*
12.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
£1.61B£1.53B£1.78B
£541.46K£476.99K£1.16M

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


2026 (YTD)2025202420232022
URNG.L
Global X Uranium UCITS ETF USD Accumulating
-0.73%58.50%2.96%30.86%-39.68%
BRK-B
Berkshire Hathaway Inc.
3.27%2.99%29.31%9.69%-3.12%

Correlation

The correlation between URNG.L and BRK-B is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.16

Correlation (3Y)
Balances recent behavior with more history.

-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 -0.16 (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 historical risk-adjusted metric ranks over the past 12 months.

URNG.L
URNG.L Risk / Return Rank: 1515
Overall Rank
URNG.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
URNG.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
URNG.L Omega Ratio Rank: 1616
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: 6666
Overall Rank
BRK-B Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 6363
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 6161
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 6969
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

-0.47

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.07

1.12

-0.05

Calmar ratioReturn relative to maximum drawdown

0.26

0.88

-0.62

Martin ratioReturn relative to average drawdown

0.54

1.83

-1.30

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

The current URNG.L Sharpe Ratio is 0.18, which is lower than the BRK-B Sharpe Ratio of 0.65. 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

-35.58%

-11.88%

-23.70%

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

-27.77%

-7.01%

-20.76%

Average Drawdown

Average peak-to-trough decline

-23.10%

-7.46%

-15.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.93%

5.67%

+11.26%

Volatility

URNG.L vs. BRK-B - Volatility Comparison

Global X Uranium UCITS ETF USD Accumulating (URNG.L) has a higher volatility of 13.34% compared to Berkshire Hathaway Inc. (BRK-B) at 5.23%. 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

13.34%

5.23%

+8.11%

Volatility (6M)

Calculated over the trailing 6-month period

34.79%

11.99%

+22.80%

Volatility (1Y)

Calculated over the trailing 1-year period

50.59%

16.04%

+34.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.59%

16.99%

+24.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.59%

19.76%

+21.83%

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.

Portfolio Optimizer

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