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URNJ vs. PSLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URNJ vs. PSLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Junior Uranium Miners ETF (URNJ) and Sprott Physical Silver Trust (PSLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, URNJ achieves a 9.96% return, which is significantly higher than PSLV's -0.89% return.


URNJ

1D
-1.95%
1M
-7.79%
YTD
9.96%
6M
3.54%
1Y
58.13%
3Y*
23.94%
5Y*
10Y*

PSLV

1D
0.90%
1M
-0.64%
YTD
-0.89%
6M
23.11%
1Y
102.24%
3Y*
42.33%
5Y*
18.65%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URNJ vs. PSLV - Yearly Performance Comparison


2026 (YTD)202520242023
URNJ
Sprott Junior Uranium Miners ETF
9.96%45.35%-18.34%19.92%
PSLV
Sprott Physical Silver Trust
-0.89%145.08%19.43%1.25%

Correlation

The correlation between URNJ and PSLV is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.35

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2023

0.34

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Return for Risk

URNJ vs. PSLV — Risk / Return Rank

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

URNJ
URNJ Risk / Return Rank: 2929
Overall Rank
URNJ Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
URNJ Sortino Ratio Rank: 3131
Sortino Ratio Rank
URNJ Omega Ratio Rank: 2828
Omega Ratio Rank
URNJ Calmar Ratio Rank: 3434
Calmar Ratio Rank
URNJ Martin Ratio Rank: 2525
Martin Ratio Rank

PSLV
PSLV Risk / Return Rank: 4747
Overall Rank
PSLV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PSLV Sortino Ratio Rank: 3939
Sortino Ratio Rank
PSLV Omega Ratio Rank: 5454
Omega Ratio Rank
PSLV Calmar Ratio Rank: 5252
Calmar Ratio Rank
PSLV Martin Ratio Rank: 3737
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.

URNJ vs. PSLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Uranium Miners ETF (URNJ) and Sprott Physical Silver Trust (PSLV). 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.


URNJPSLVDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.19

1.33

-0.14

Calmar ratioReturn relative to maximum drawdown

1.64

2.53

-0.89

Martin ratioReturn relative to average drawdown

3.32

5.58

-2.26

URNJ vs. PSLV - Sharpe Ratio Comparison

The current URNJ Sharpe Ratio is 0.96, which is lower than the PSLV Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of URNJ and PSLV, 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


URNJPSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.76

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.17

+0.10

Drawdowns

URNJ vs. PSLV - Drawdown Comparison

The maximum URNJ drawdown since its inception was -59.21%, smaller than the maximum PSLV drawdown of -79.38%. Use the drawdown chart below to compare losses from any high point for URNJ and PSLV.


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Drawdown Indicators


URNJPSLVDifference

Max Drawdown

Largest peak-to-trough decline

-59.21%

-79.38%

+20.17%

Max Drawdown (1Y)

Largest decline over 1 year

-35.54%

-40.65%

+5.11%

Max Drawdown (3Y)

Largest decline over 3 years

-59.21%

-40.65%

-18.56%

Max Drawdown (5Y)

Largest decline over 5 years

-40.65%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

Current Drawdown

Current decline from peak

-31.46%

-35.53%

+4.07%

Average Drawdown

Average peak-to-trough decline

-21.18%

-58.15%

+36.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.58%

18.38%

-0.80%

Volatility

URNJ vs. PSLV - Volatility Comparison

Sprott Junior Uranium Miners ETF (URNJ) has a higher volatility of 17.47% compared to Sprott Physical Silver Trust (PSLV) at 16.60%. This indicates that URNJ's price experiences larger fluctuations and is considered to be riskier than PSLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URNJPSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.47%

16.60%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

45.56%

57.34%

-11.78%

Volatility (1Y)

Calculated over the trailing 1-year period

61.05%

58.49%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.32%

35.64%

+17.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.32%

31.14%

+22.18%

URNJ vs. PSLV - Expense Ratio Comparison

URNJ has a 0.80% expense ratio, which is higher than PSLV's 0.51% expense ratio.


Dividends

URNJ vs. PSLV - Dividend Comparison

URNJ's dividend yield for the trailing twelve months is around 5.99%, while PSLV has not paid dividends to shareholders.


PositionTTM202520242023
PSLV
Sprott Physical Silver Trust
0.00%0.00%0.00%0.00%
URNJ
Sprott Junior Uranium Miners ETF
5.99%6.58%4.33%4.03%

Frequently Asked Questions


URNJ and PSLV have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URNJ has higher volatility (17.47%) compared to PSLV (16.60%). In terms of maximum drawdown, URNJ dropped -59.21% vs PSLV's -79.38%.

On 3-year performance, PSLV leads with 42.33% vs 23.94% for URNJ. On fees, PSLV is cheaper at 0.51% per year. On volatility, PSLV has been the lower-risk option at 16.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PSLV has performed better with a 42.33% return vs 23.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSLV is cheaper with a 0.51% expense ratio, compared with 0.80% for URNJ.

URNJ has the higher dividend yield at 5.99%, compared with 0.00% for PSLV.

URNJ is categorized as Energy Equities, while PSLV is Silver. URNJ tracks Nasdaq Sprott Junior Uranium Miners Index - Benchmark TR Gross, while PSLV tracks No Index (Physical Silver). Their fees differ too: 0.80% for URNJ and 0.51% for PSLV.

PSLV currently has the higher Sharpe Ratio (1.76 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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