URNG.L vs. HMY
Compare and contrast key facts about Global X Uranium UCITS ETF USD Accumulating (URNG.L) and Harmony Gold Mining Company Limited (HMY).
URNG.L is a passively managed fund by Global X that tracks the performance of the Solactive Global Uranium & Nuclear Components. It was launched on Apr 20, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: URNG.L or HMY.
Key characteristics
| URNG.L | HMY | |
|---|---|---|
| YTD Return | 10.35% | 52.05% |
| 1Y Return | 12.69% | 97.70% |
| Sharpe Ratio | 0.37 | 1.94 |
| Sortino Ratio | 0.80 | 2.63 |
| Omega Ratio | 1.09 | 1.33 |
| Calmar Ratio | 0.37 | 1.53 |
| Martin Ratio | 0.94 | 10.70 |
| Ulcer Index | 13.62% | 10.20% |
| Daily Std Dev | 34.89% | 56.41% |
| Max Drawdown | -34.46% | -97.06% |
| Current Drawdown | -10.71% | -43.51% |
Correlation
The correlation between URNG.L and HMY is 0.29, 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.
Performance
URNG.L vs. HMY - Performance Comparison
In the year-to-date period, URNG.L achieves a 10.35% return, which is significantly lower than HMY's 52.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
URNG.L vs. HMY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Uranium UCITS ETF USD Accumulating (URNG.L) and Harmony Gold Mining Company Limited (HMY). 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.
Dividends
URNG.L vs. HMY - Dividend Comparison
URNG.L has not paid dividends to shareholders, while HMY's dividend yield for the trailing twelve months is around 1.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
URNG.L Global X Uranium UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HMY Harmony Gold Mining Company Limited | 1.41% | 0.65% | 1.15% | 2.24% | 0.00% | 0.00% | 0.00% | 3.48% | 1.67% | 0.00% | 0.00% | 2.21% |
Drawdowns
URNG.L vs. HMY - Drawdown Comparison
The maximum URNG.L drawdown since its inception was -34.46%, smaller than the maximum HMY drawdown of -97.06%. Use the drawdown chart below to compare losses from any high point for URNG.L and HMY. For additional features, visit the drawdowns tool.
Volatility
URNG.L vs. HMY - Volatility Comparison
The current volatility for Global X Uranium UCITS ETF USD Accumulating (URNG.L) is 12.55%, while Harmony Gold Mining Company Limited (HMY) has a volatility of 18.61%. This indicates that URNG.L experiences smaller price fluctuations and is considered to be less risky than HMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.