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URNJ vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


URNJVOO
YTD Return-21.03%18.91%
1Y Return-12.66%28.20%
Sharpe Ratio-0.312.21
Daily Std Dev50.13%12.64%
Max Drawdown-44.46%-33.99%
Current Drawdown-38.51%-0.60%

Correlation

-0.50.00.51.00.4

The correlation between URNJ and VOO is 0.39, 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. VOO - Performance Comparison

In the year-to-date period, URNJ achieves a -21.03% return, which is significantly lower than VOO's 18.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%AprilMayJuneJulyAugustSeptember
-27.51%
7.91%
URNJ
VOO

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URNJ vs. VOO - Expense Ratio Comparison

URNJ has a 0.80% expense ratio, which is higher than VOO's 0.03% expense ratio.


URNJ
Sprott Junior Uranium Miners ETF
Expense ratio chart for URNJ: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

URNJ vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Uranium Miners ETF (URNJ) and Vanguard S&P 500 ETF (VOO). 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.


URNJ
Sharpe ratio
The chart of Sharpe ratio for URNJ, currently valued at -0.31, compared to the broader market0.002.004.00-0.31
Sortino ratio
The chart of Sortino ratio for URNJ, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.13
Omega ratio
The chart of Omega ratio for URNJ, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.98
Calmar ratio
The chart of Calmar ratio for URNJ, currently valued at -0.35, compared to the broader market0.005.0010.0015.00-0.35
Martin ratio
The chart of Martin ratio for URNJ, currently valued at -0.88, compared to the broader market0.0020.0040.0060.0080.00100.00-0.88
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.0010.0012.002.98
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.80, compared to the broader market0.005.0010.0015.002.80
Martin ratio
The chart of Martin ratio for VOO, currently valued at 12.12, compared to the broader market0.0020.0040.0060.0080.00100.0012.12

URNJ vs. VOO - Sharpe Ratio Comparison

The current URNJ Sharpe Ratio is -0.31, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the 12-month rolling Sharpe Ratio of URNJ and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.31
2.21
URNJ
VOO

Dividends

URNJ vs. VOO - Dividend Comparison

URNJ's dividend yield for the trailing twelve months is around 5.10%, more than VOO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
URNJ
Sprott Junior Uranium Miners ETF
5.10%4.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

URNJ vs. VOO - Drawdown Comparison

The maximum URNJ drawdown since its inception was -44.46%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for URNJ and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-38.51%
-0.60%
URNJ
VOO

Volatility

URNJ vs. VOO - Volatility Comparison

Sprott Junior Uranium Miners ETF (URNJ) has a higher volatility of 20.49% compared to Vanguard S&P 500 ETF (VOO) at 3.83%. This indicates that URNJ's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
20.49%
3.83%
URNJ
VOO