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URNJ vs. UEC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URNJ vs. UEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Junior Uranium Miners ETF (URNJ) and Uranium Energy Corp. (UEC). 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 -0.24% return, which is significantly higher than UEC's -1.80% return.


URNJ

1D
-4.34%
1M
-6.58%
YTD
-0.24%
6M
-3.16%
1Y
35.18%
3Y*
20.81%
5Y*
10Y*

UEC

1D
-4.50%
1M
-11.90%
YTD
-1.80%
6M
-8.09%
1Y
77.55%
3Y*
49.83%
5Y*
32.49%
10Y*
29.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URNJ vs. UEC - Yearly Performance Comparison


2026 (YTD)202520242023
URNJ
Sprott Junior Uranium Miners ETF
-0.24%45.35%-18.34%18.66%
UEC
Uranium Energy Corp.
-1.80%74.59%4.53%54.96%

Correlation

The correlation between URNJ and UEC is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.84

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2023

0.84

The correlation between URNJ and UEC has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.

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Return for Risk

URNJ vs. UEC — Risk / Return Rank

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

URNJ
URNJ Risk / Return Rank: 1919
Overall Rank
URNJ Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
URNJ Sortino Ratio Rank: 2222
Sortino Ratio Rank
URNJ Omega Ratio Rank: 2020
Omega Ratio Rank
URNJ Calmar Ratio Rank: 1919
Calmar Ratio Rank
URNJ Martin Ratio Rank: 1717
Martin Ratio Rank

UEC
UEC Risk / Return Rank: 7070
Overall Rank
UEC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
UEC Sortino Ratio Rank: 7171
Sortino Ratio Rank
UEC Omega Ratio Rank: 6767
Omega Ratio Rank
UEC Calmar Ratio Rank: 6969
Calmar Ratio Rank
UEC Martin Ratio Rank: 7070
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. UEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Uranium Miners ETF (URNJ) and Uranium Energy Corp. (UEC). 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.


URNJUECDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.14

1.20

-0.06

Calmar ratioReturn relative to maximum drawdown

0.81

1.46

-0.65

Martin ratioReturn relative to average drawdown

1.83

3.47

-1.64

URNJ vs. UEC - Sharpe Ratio Comparison

The current URNJ Sharpe Ratio is 0.57, which is lower than the UEC Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of URNJ and UEC, 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

URNJ vs. UEC - Drawdown Comparison

The maximum URNJ drawdown since its inception was -59.21%, smaller than the maximum UEC drawdown of -97.40%. Use the drawdown chart below to compare losses from any high point for URNJ and UEC.


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Drawdown Indicators


URNJUECDifference

Max Drawdown

Largest peak-to-trough decline

-59.21%

-97.40%

+38.19%

Max Drawdown (1Y)

Largest decline over 1 year

-43.66%

-53.23%

+9.57%

Max Drawdown (3Y)

Largest decline over 3 years

-59.21%

-53.49%

-5.72%

Max Drawdown (5Y)

Largest decline over 5 years

-63.76%

Max Drawdown (10Y)

Largest decline over 10 years

-80.59%

Current Drawdown

Current decline from peak

-37.82%

-43.05%

+5.23%

Average Drawdown

Average peak-to-trough decline

-21.53%

-62.06%

+40.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.31%

22.41%

-3.10%

Volatility

URNJ vs. UEC - Volatility Comparison

The current volatility for Sprott Junior Uranium Miners ETF (URNJ) is 19.76%, while Uranium Energy Corp. (UEC) has a volatility of 33.70%. This indicates that URNJ experiences smaller price fluctuations and is considered to be less risky than UEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URNJUECDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.76%

33.70%

-13.94%

Volatility (6M)

Calculated over the trailing 6-month period

47.08%

60.40%

-13.32%

Volatility (1Y)

Calculated over the trailing 1-year period

61.91%

79.63%

-17.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.69%

74.84%

-21.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.69%

73.95%

-20.26%

Dividends

URNJ vs. UEC - Dividend Comparison

URNJ's dividend yield for the trailing twelve months is around 6.60%, while UEC has not paid dividends to shareholders.


PositionTTM202520242023
UEC
Uranium Energy Corp.
0.00%0.00%0.00%0.00%
URNJ
Sprott Junior Uranium Miners ETF
6.60%6.58%4.33%4.03%

Frequently Asked Questions


URNJ and UEC have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UEC has higher volatility (33.70%) compared to URNJ (19.76%). In terms of maximum drawdown, URNJ dropped -59.21% vs UEC's -97.40%.

UEC currently has the higher Sharpe Ratio (0.98 vs 0.57), 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

Find the right allocation for URNJ and UEC

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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