URNM vs. LEU
URNM (Sprott Uranium Miners ETF) is Uranium fund tracking the VettaFi Global Uranium Miners Index, while LEU (Centrus Energy Corp.) is a stock. Over the past 5 years, URNM returned 13.97%/yr vs 50.14%/yr for LEU. Their 0.58 correlation means they have sometimes moved together and sometimes differently.
Performance
URNM vs. LEU - Performance Comparison
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Returns By Period
In the year-to-date period, URNM achieves a -11.51% return, which is significantly higher than LEU's -27.12% return.
URNM
- 1D
- -1.78%
- 1M
- -8.06%
- 6M
- -34.68%
- YTD
- -11.51%
- 1Y
- 12.09%
- 3Y*
- 15.53%
- 5Y*
- 13.97%
- 10Y*
- —
- ALL TIME*
- 25.97%
LEU
- 1D
- 0.10%
- 1M
- 9.13%
- 6M
- -36.42%
- YTD
- -27.12%
- 1Y
- -15.07%
- 3Y*
- 68.38%
- 5Y*
- 50.14%
- 10Y*
- 49.65%
- ALL TIME*
- -8.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $119.87M | $138.14M | $155.66M | |
| $16.15M | $21.14M | $35.55M |
URNM vs. LEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
URNM Sprott Uranium Miners ETF | -11.51% | 40.78% | -14.13% | 57.80% | -11.86% | 78.32% | 68.36% | 4.05% |
LEU Centrus Energy Corp. | -27.12% | 264.45% | 22.42% | 67.52% | -34.92% | 115.78% | 236.19% | 26.47% |
Correlation
The correlation between URNM and LEU is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019 | 0.58 |
The correlation between URNM and LEU shifts across timeframes, from 0.58 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
URNM vs. LEU — Risk / Return Rank
URNM
LEU
URNM vs. LEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Uranium Miners ETF (URNM) and Centrus Energy Corp. (LEU). 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 | LEU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.04 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | -0.27 | +0.53 |
| Martin ratioReturn relative to average drawdown | 0.54 | -0.40 | +0.94 |
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Drawdowns
URNM vs. LEU - Drawdown Comparison
The maximum URNM drawdown since its inception was -50.78%, smaller than the maximum LEU drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for URNM and LEU.
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Drawdown Indicators
| URNM | LEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.78% | -99.98% | +49.20% |
Max Drawdown (1Y)Largest decline over 1 year | -43.89% | -66.37% | +22.48% |
Max Drawdown (3Y)Largest decline over 3 years | -50.78% | -66.37% | +15.59% |
Max Drawdown (5Y)Largest decline over 5 years | -50.78% | -78.23% | +27.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.84% | — |
Current DrawdownCurrent decline from peak | -42.17% | -97.39% | +55.22% |
Average DrawdownAverage peak-to-trough decline | -18.48% | -74.09% | +55.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.85% | 44.26% | -23.41% |
Volatility
URNM vs. LEU - Volatility Comparison
The current volatility for Sprott Uranium Miners ETF (URNM) is 13.67%, while Centrus Energy Corp. (LEU) has a volatility of 24.64%. This indicates that URNM experiences smaller price fluctuations and is considered to be less risky than LEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| URNM | LEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.67% | 24.64% | -10.97% |
Volatility (6M)Calculated over the trailing 6-month period | 39.86% | 63.47% | -23.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.26% | 92.07% | -38.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.65% | 86.95% | -38.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.95% | 82.61% | -35.66% |
Dividends
URNM vs. LEU - Dividend Comparison
URNM's dividend yield for the trailing twelve months is around 3.59%, while LEU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
LEU Centrus Energy Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URNM Sprott Uranium Miners ETF | 3.59% | 3.18% | 3.18% | 3.63% | 0.00% | 6.70% | 2.57% |
Frequently Asked Questions
URNM and LEU have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LEU has higher volatility (24.64%) compared to URNM (13.67%). In terms of maximum drawdown, URNM dropped -50.78% vs LEU's -99.98%.
URNM currently has the higher Sharpe Ratio (0.21 vs -0.19), 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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