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URNM vs. LEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URNM vs. LEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Uranium Miners ETF (URNM) and Centrus Energy Corp. (LEU). 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 2.35% return, which is significantly higher than LEU's -24.34% return.


URNM

1D
-2.24%
1M
-3.50%
YTD
2.35%
6M
0.97%
1Y
27.99%
3Y*
23.55%
5Y*
15.98%
10Y*

LEU

1D
-4.03%
1M
2.41%
YTD
-24.34%
6M
-29.67%
1Y
-3.35%
3Y*
78.00%
5Y*
46.24%
10Y*
50.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URNM vs. LEU - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
URNM
Sprott Uranium Miners ETF
2.35%40.78%-14.13%57.80%-11.86%78.32%68.36%4.05%
LEU
Centrus Energy Corp.
-24.34%264.45%22.42%67.52%-34.92%115.78%236.19%26.47%

Correlation

The correlation between URNM and LEU is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.61

Correlation (5Y)
Calculated over the trailing 5-year 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 has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

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Return for Risk

URNM vs. LEU — Risk / Return Rank

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

URNM
URNM Risk / Return Rank: 1818
Overall Rank
URNM Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
URNM Sortino Ratio Rank: 2020
Sortino Ratio Rank
URNM Omega Ratio Rank: 1919
Omega Ratio Rank
URNM Calmar Ratio Rank: 1717
Calmar Ratio Rank
URNM Martin Ratio Rank: 1616
Martin Ratio Rank

LEU
LEU Risk / Return Rank: 4242
Overall Rank
LEU Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
LEU Sortino Ratio Rank: 4646
Sortino Ratio Rank
LEU Omega Ratio Rank: 4444
Omega Ratio Rank
LEU Calmar Ratio Rank: 4040
Calmar Ratio Rank
LEU Martin Ratio Rank: 4040
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. 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.


URNMLEUDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.13

1.07

+0.05

Calmar ratioReturn relative to maximum drawdown

0.73

-0.05

+0.78

Martin ratioReturn relative to average drawdown

1.71

-0.08

+1.80

URNM vs. LEU - Sharpe Ratio Comparison

The current URNM Sharpe Ratio is 0.54, which is higher than the LEU Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of URNM and LEU, 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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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


URNMLEUDifference

Max Drawdown

Largest peak-to-trough decline

-50.78%

-99.98%

+49.20%

Max Drawdown (1Y)

Largest decline over 1 year

-38.72%

-66.37%

+27.65%

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 Drawdown

Current decline from peak

-33.11%

-97.29%

+64.18%

Average Drawdown

Average peak-to-trough decline

-18.13%

-74.00%

+55.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.41%

39.50%

-23.09%

Volatility

URNM vs. LEU - Volatility Comparison

The current volatility for Sprott Uranium Miners ETF (URNM) is 17.99%, while Centrus Energy Corp. (LEU) has a volatility of 28.61%. 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


URNMLEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.99%

28.61%

-10.62%

Volatility (6M)

Calculated over the trailing 6-month period

41.79%

67.06%

-25.27%

Volatility (1Y)

Calculated over the trailing 1-year period

52.42%

92.63%

-40.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.56%

86.66%

-38.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.04%

82.50%

-35.46%

Dividends

URNM vs. LEU - Dividend Comparison

URNM's dividend yield for the trailing twelve months is around 3.10%, while LEU has not paid dividends to shareholders.


PositionTTM202520242023202220212020
LEU
Centrus Energy Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URNM
Sprott Uranium Miners ETF
3.10%3.18%3.18%3.63%0.00%6.70%2.57%

Frequently Asked Questions


URNM and LEU have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LEU has higher volatility (28.61%) compared to URNM (17.99%). In terms of maximum drawdown, URNM dropped -50.78% vs LEU's -99.98%.

URNM currently has the higher Sharpe Ratio (0.54 vs -0.04), 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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