URNM vs. BABA
URNM (Sprott Uranium Miners ETF) is Commodity Producers Equities fund tracking the VettaFi Global Uranium Miners Index, while BABA (Alibaba Group Holding Limited) is a stock. Over the past 5 years, URNM returned 12.61%/yr vs -10.74%/yr for BABA. At a 0.30 correlation, their price movements are largely independent.
Performance
URNM vs. BABA - Performance Comparison
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Returns By Period
In the year-to-date period, URNM achieves a -0.56% return, which is significantly higher than BABA's -22.32% return.
URNM
- 1D
- 0.53%
- 1M
- -14.56%
- YTD
- -0.56%
- 6M
- -0.53%
- 1Y
- 31.54%
- 3Y*
- 20.14%
- 5Y*
- 12.61%
- 10Y*
- —
BABA
- 1D
- 0.12%
- 1M
- -21.91%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- -2.37%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
URNM vs. BABA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
URNM Sprott Uranium Miners ETF | -0.56% | 40.78% | -14.13% | 57.80% | -11.86% | 78.32% | 68.36% | 4.05% |
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 8.83% |
Correlation
The correlation between URNM and BABA is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019 | 0.30 |
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Return for Risk
URNM vs. BABA — Risk / Return Rank
URNM
BABA
URNM vs. BABA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Uranium Miners ETF (URNM) and Alibaba Group Holding Limited (BABA). 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.
| URNM | BABA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.03 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | -0.06 | +0.88 |
| Martin ratioReturn relative to average drawdown | 2.00 | -0.12 | +2.12 |
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Drawdowns
URNM vs. BABA - Drawdown Comparison
The maximum URNM drawdown since its inception was -50.78%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for URNM and BABA.
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Drawdown Indicators
| URNM | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.78% | -80.09% | +29.31% |
Max Drawdown (1Y)Largest decline over 1 year | -38.72% | -39.94% | +1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -50.78% | -39.94% | -10.84% |
Max Drawdown (5Y)Largest decline over 5 years | -50.78% | -72.48% | +21.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -80.09% | — |
Current DrawdownCurrent decline from peak | -35.02% | -62.20% | +27.18% |
Average DrawdownAverage peak-to-trough decline | -18.09% | -37.56% | +19.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.78% | 19.58% | -3.80% |
Volatility
URNM vs. BABA - Volatility Comparison
Sprott Uranium Miners ETF (URNM) has a higher volatility of 17.40% compared to Alibaba Group Holding Limited (BABA) at 10.07%. This indicates that URNM's price experiences larger fluctuations and is considered to be riskier than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| URNM | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.40% | 10.07% | +7.33% |
Volatility (6M)Calculated over the trailing 6-month period | 41.84% | 29.24% | +12.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.48% | 43.83% | +8.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.58% | 51.40% | -2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.04% | 43.40% | +3.64% |
Dividends
URNM vs. BABA - Dividend Comparison
URNM's dividend yield for the trailing twelve months is around 3.19%, more than BABA's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% | 0.00% |
URNM Sprott Uranium Miners ETF | 3.19% | 3.18% | 3.18% | 3.63% | 0.00% | 6.70% | 2.57% |
Frequently Asked Questions
URNM and BABA have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
URNM has higher volatility (17.40%) compared to BABA (10.07%). In terms of maximum drawdown, URNM dropped -50.78% vs BABA's -80.09%.
URNM currently has the higher Sharpe Ratio (0.60 vs -0.05), 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.
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