URNJ vs. SWPPX
Compare and contrast key facts about Sprott Junior Uranium Miners ETF (URNJ) and Schwab S&P 500 Index Fund (SWPPX).
URNJ is a passively managed fund by Sprott that tracks the performance of the Nasdaq Sprott Junior Uranium Miners Index - Benchmark TR Gross. It was launched on Feb 1, 2023. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: URNJ or SWPPX.
Key characteristics
| URNJ | SWPPX | |
|---|---|---|
| YTD Return | -2.37% | 27.13% |
| 1Y Return | 7.01% | 39.87% |
| Sharpe Ratio | 0.20 | 3.11 |
| Sortino Ratio | 0.65 | 4.13 |
| Omega Ratio | 1.08 | 1.58 |
| Calmar Ratio | 0.22 | 4.58 |
| Martin Ratio | 0.50 | 20.69 |
| Ulcer Index | 19.75% | 1.87% |
| Daily Std Dev | 49.69% | 12.45% |
| Max Drawdown | -44.46% | -55.06% |
| Current Drawdown | -23.99% | 0.00% |
Correlation
The correlation between URNJ and SWPPX is 0.37, 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
URNJ vs. SWPPX - Performance Comparison
In the year-to-date period, URNJ achieves a -2.37% return, which is significantly lower than SWPPX's 27.13% 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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URNJ vs. SWPPX - Expense Ratio Comparison
URNJ has a 0.80% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
URNJ vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Uranium Miners ETF (URNJ) and Schwab S&P 500 Index Fund (SWPPX). 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
URNJ vs. SWPPX - Dividend Comparison
URNJ's dividend yield for the trailing twelve months is around 4.13%, more than SWPPX's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
URNJ Sprott Junior Uranium Miners ETF | 4.13% | 4.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
URNJ vs. SWPPX - Drawdown Comparison
The maximum URNJ drawdown since its inception was -44.46%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for URNJ and SWPPX. For additional features, visit the drawdowns tool.
Volatility
URNJ vs. SWPPX - Volatility Comparison
Sprott Junior Uranium Miners ETF (URNJ) has a higher volatility of 12.39% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.91%. This indicates that URNJ's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.