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URNM vs. AM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URNM vs. AM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NorthShore Global Uranium Mining ETF (URNM) and Antero Midstream Corporation (AM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, URNM achieves a 11.97% return, which is significantly lower than AM's 22.27% return.


URNM

1D
-5.94%
1M
-7.38%
YTD
11.97%
6M
10.07%
1Y
52.67%
3Y*
27.00%
5Y*
15.58%
10Y*

AM

1D
0.28%
1M
-3.27%
YTD
22.27%
6M
20.24%
1Y
18.26%
3Y*
33.36%
5Y*
24.91%
10Y*
7.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URNM vs. AM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
URNM
NorthShore Global Uranium Mining ETF
11.97%40.78%-14.13%57.80%-11.86%78.32%68.36%3.70%
AM
Antero Midstream Corporation
22.27%24.37%28.46%25.73%21.98%39.55%27.59%65.36%

Correlation

The correlation between URNM and AM is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2019

0.34

Over the past year, the correlation between URNM and AM has dropped to 0.03 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

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Return for Risk

URNM vs. AM — Risk / Return Rank

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

URNM
URNM Risk / Return Rank: 2929
Overall Rank
URNM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
URNM Sortino Ratio Rank: 3030
Sortino Ratio Rank
URNM Omega Ratio Rank: 2828
Omega Ratio Rank
URNM Calmar Ratio Rank: 3333
Calmar Ratio Rank
URNM Martin Ratio Rank: 2626
Martin Ratio Rank

AM
AM Risk / Return Rank: 6565
Overall Rank
AM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
AM Sortino Ratio Rank: 6262
Sortino Ratio Rank
AM Omega Ratio Rank: 5959
Omega Ratio Rank
AM Calmar Ratio Rank: 6767
Calmar Ratio Rank
AM Martin Ratio Rank: 6666
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.

URNM vs. AM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NorthShore Global Uranium Mining ETF (URNM) and Antero Midstream Corporation (AM). 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.


URNMAMDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratioReturn relative to maximum drawdown

1.65

1.45

+0.20

Martin ratioReturn relative to average drawdown

3.59

3.03

+0.56

URNM vs. AM - Sharpe Ratio Comparison

The current URNM Sharpe Ratio is 1.03, which is comparable to the AM Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of URNM and AM, 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


URNMAMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.88

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.94

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.13

+0.54

Drawdowns

URNM vs. AM - Drawdown Comparison

The maximum URNM drawdown since its inception was -50.78%, smaller than the maximum AM drawdown of -93.01%. Use the drawdown chart below to compare losses from any high point for URNM and AM.


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Drawdown Indicators


URNMAMDifference

Max Drawdown

Largest peak-to-trough decline

-50.78%

-93.01%

+42.23%

Max Drawdown (1Y)

Largest decline over 1 year

-32.04%

-12.67%

-19.37%

Max Drawdown (3Y)

Largest decline over 3 years

-50.78%

-13.98%

-36.80%

Max Drawdown (5Y)

Largest decline over 5 years

-50.78%

-21.91%

-28.87%

Max Drawdown (10Y)

Largest decline over 10 years

-93.01%

Current Drawdown

Current decline from peak

-26.82%

-8.94%

-17.88%

Average Drawdown

Average peak-to-trough decline

-18.03%

-31.45%

+13.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.71%

6.05%

+8.66%

Volatility

URNM vs. AM - Volatility Comparison

NorthShore Global Uranium Mining ETF (URNM) has a higher volatility of 16.19% compared to Antero Midstream Corporation (AM) at 6.38%. This indicates that URNM's price experiences larger fluctuations and is considered to be riskier than AM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URNMAMDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.19%

6.38%

+9.81%

Volatility (6M)

Calculated over the trailing 6-month period

40.32%

14.56%

+25.76%

Volatility (1Y)

Calculated over the trailing 1-year period

51.69%

20.89%

+30.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.30%

26.60%

+21.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.90%

42.01%

+4.89%

Dividends

URNM vs. AM - Dividend Comparison

URNM's dividend yield for the trailing twelve months is around 2.84%, less than AM's 4.23% yield.


PositionTTM20252024202320222021202020192018201720162015
AM
Antero Midstream Corporation
4.23%5.06%5.96%7.18%8.34%10.15%15.95%18.28%7.53%4.27%3.14%2.93%
URNM
NorthShore Global Uranium Mining ETF
2.84%3.18%3.18%3.63%0.00%6.70%2.57%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


URNM and AM have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URNM has higher volatility (16.19%) compared to AM (6.38%). In terms of maximum drawdown, URNM dropped -50.78% vs AM's -93.01%.

URNM currently has the higher Sharpe Ratio (1.03 vs 0.88), 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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