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URNJ vs. XES
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

URNJ vs. XES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Junior Uranium Miners ETF (URNJ) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). The values are adjusted to include any dividend payments, if applicable.

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URNJ vs. XES - Yearly Performance Comparison


2026 (YTD)202520242023
URNJ
Sprott Junior Uranium Miners ETF
16.23%45.35%-18.34%19.92%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
42.33%5.89%-5.44%0.57%

Returns By Period

In the year-to-date period, URNJ achieves a 16.23% return, which is significantly lower than XES's 42.33% return.


URNJ

1D
9.99%
1M
-15.88%
YTD
16.23%
6M
7.68%
1Y
118.59%
3Y*
29.85%
5Y*
10Y*

XES

1D
0.91%
1M
3.20%
YTD
42.33%
6M
61.87%
1Y
65.92%
3Y*
17.22%
5Y*
17.28%
10Y*
-2.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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URNJ vs. XES - Expense Ratio Comparison

URNJ has a 0.80% expense ratio, which is higher than XES's 0.35% expense ratio.


Return for Risk

URNJ vs. XES — Risk / Return Rank

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

URNJ
URNJ Risk / Return Rank: 8787
Overall Rank
URNJ Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
URNJ Sortino Ratio Rank: 9090
Sortino Ratio Rank
URNJ Omega Ratio Rank: 7979
Omega Ratio Rank
URNJ Calmar Ratio Rank: 9494
Calmar Ratio Rank
URNJ Martin Ratio Rank: 8282
Martin Ratio Rank

XES
XES Risk / Return Rank: 8181
Overall Rank
XES Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XES Sortino Ratio Rank: 8282
Sortino Ratio Rank
XES Omega Ratio Rank: 8282
Omega Ratio Rank
XES Calmar Ratio Rank: 8484
Calmar Ratio Rank
XES Martin Ratio Rank: 7373
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. XES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Uranium Miners ETF (URNJ) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). 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.


URNJXESDifference

Sharpe ratio

Return per unit of total volatility

1.88

1.66

+0.23

Sortino ratio

Return per unit of downside risk

2.49

2.11

+0.38

Omega ratio

Gain probability vs. loss probability

1.30

1.31

-0.02

Calmar ratio

Return relative to maximum drawdown

3.55

2.40

+1.15

Martin ratio

Return relative to average drawdown

8.73

7.21

+1.51

URNJ vs. XES - Sharpe Ratio Comparison

The current URNJ Sharpe Ratio is 1.88, which is comparable to the XES Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of URNJ and XES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


URNJXESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.66

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

-0.08

+0.41

Correlation

The correlation between URNJ and XES is 0.32, 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.


Dividends

URNJ vs. XES - Dividend Comparison

URNJ's dividend yield for the trailing twelve months is around 5.66%, more than XES's 1.19% yield.


TTM20252024202320222021202020192018201720162015
URNJ
Sprott Junior Uranium Miners ETF
5.66%6.58%4.33%4.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
1.19%1.69%1.31%0.66%0.36%1.81%1.33%1.43%1.14%1.68%0.64%2.47%

Drawdowns

URNJ vs. XES - Drawdown Comparison

The maximum URNJ drawdown since its inception was -59.21%, smaller than the maximum XES drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for URNJ and XES.


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Drawdown Indicators


URNJXESDifference

Max Drawdown

Largest peak-to-trough decline

-59.21%

-95.65%

+36.44%

Max Drawdown (1Y)

Largest decline over 1 year

-34.13%

-27.52%

-6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-45.95%

Max Drawdown (10Y)

Largest decline over 10 years

-91.23%

Current Drawdown

Current decline from peak

-27.55%

-72.51%

+44.96%

Average Drawdown

Average peak-to-trough decline

-20.92%

-54.22%

+33.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.87%

9.14%

+4.73%

Volatility

URNJ vs. XES - Volatility Comparison

Sprott Junior Uranium Miners ETF (URNJ) has a higher volatility of 20.63% compared to SPDR S&P Oil & Gas Equipment & Services ETF (XES) at 7.76%. This indicates that URNJ's price experiences larger fluctuations and is considered to be riskier than XES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URNJXESDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.63%

7.76%

+12.87%

Volatility (6M)

Calculated over the trailing 6-month period

47.79%

22.14%

+25.65%

Volatility (1Y)

Calculated over the trailing 1-year period

63.33%

40.03%

+23.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.24%

39.84%

+13.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.24%

45.20%

+8.04%