PortfoliosLab logoPortfoliosLab logo
URNM vs. MU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URNM vs. MU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Uranium Miners ETF (URNM) and Micron Technology, Inc. (MU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, URNM achieves a -0.56% return, which is significantly lower than MU's 244.07% return.


URNM

1D
0.53%
1M
-14.56%
YTD
-0.56%
6M
-0.53%
1Y
31.54%
3Y*
20.14%
5Y*
12.61%
10Y*

MU

1D
-1.43%
1M
22.15%
YTD
244.07%
6M
307.41%
1Y
746.93%
3Y*
144.69%
5Y*
66.21%
10Y*
55.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URNM vs. MU - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
URNM
Sprott Uranium Miners ETF
-0.56%40.78%-14.13%57.80%-11.86%78.32%68.36%4.05%
MU
Micron Technology, Inc.
244.07%240.24%-0.96%71.93%-45.93%24.21%39.79%18.90%

Correlation

The correlation between URNM and MU is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.26

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

0.32

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2019

0.33

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

URNM vs. MU — Risk / Return Rank

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

URNM
URNM Risk / Return Rank: 2222
Overall Rank
URNM Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
URNM Sortino Ratio Rank: 2424
Sortino Ratio Rank
URNM Omega Ratio Rank: 2323
Omega Ratio Rank
URNM Calmar Ratio Rank: 2121
Calmar Ratio Rank
URNM Martin Ratio Rank: 2020
Martin Ratio Rank

MU
MU Risk / Return Rank: 9999
Overall Rank
MU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MU Sortino Ratio Rank: 9999
Sortino Ratio Rank
MU Omega Ratio Rank: 9898
Omega Ratio Rank
MU Calmar Ratio Rank: 100100
Calmar Ratio Rank
MU Martin Ratio Rank: 100100
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. MU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Uranium Miners ETF (URNM) and Micron Technology, Inc. (MU). 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.


URNMMUDifference
Sharpe ratioReturn per unit of total volatility

-10.22

Sortino ratioReturn per unit of downside risk

-4.97

Omega ratioGain probability vs. loss probability

1.14

1.78

-0.65

Calmar ratioReturn relative to maximum drawdown

0.82

24.91

-24.09

Martin ratioReturn relative to average drawdown

2.00

94.64

-92.63

URNM vs. MU - Sharpe Ratio Comparison

The current URNM Sharpe Ratio is 0.60, which is lower than the MU Sharpe Ratio of 10.83. The chart below compares the historical Sharpe Ratios of URNM and MU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

URNM vs. MU - Drawdown Comparison

The maximum URNM drawdown since its inception was -50.78%, smaller than the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for URNM and MU.


Loading charts...

Drawdown Indicators


URNMMUDifference

Max Drawdown

Largest peak-to-trough decline

-50.78%

-98.25%

+47.47%

Max Drawdown (1Y)

Largest decline over 1 year

-38.72%

-30.28%

-8.44%

Max Drawdown (3Y)

Largest decline over 3 years

-50.78%

-57.63%

+6.85%

Max Drawdown (5Y)

Largest decline over 5 years

-50.78%

-57.63%

+6.85%

Max Drawdown (10Y)

Largest decline over 10 years

-57.63%

Current Drawdown

Current decline from peak

-35.02%

-9.07%

-25.95%

Average Drawdown

Average peak-to-trough decline

-18.09%

-58.16%

+40.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.78%

7.95%

+7.83%

Volatility

URNM vs. MU - Volatility Comparison

The current volatility for Sprott Uranium Miners ETF (URNM) is 17.40%, while Micron Technology, Inc. (MU) has a volatility of 32.86%. This indicates that URNM experiences smaller price fluctuations and is considered to be less risky than MU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


URNMMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.40%

32.86%

-15.46%

Volatility (6M)

Calculated over the trailing 6-month period

41.84%

57.74%

-15.90%

Volatility (1Y)

Calculated over the trailing 1-year period

52.48%

69.66%

-17.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.58%

53.18%

-4.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.04%

50.12%

-3.08%

Dividends

URNM vs. MU - Dividend Comparison

URNM's dividend yield for the trailing twelve months is around 3.19%, more than MU's 0.05% yield.


PositionTTM202520242023202220212020
MU
Micron Technology, Inc.
0.05%0.16%0.55%0.54%0.89%0.21%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 MU have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MU has higher volatility (32.86%) compared to URNM (17.40%). In terms of maximum drawdown, URNM dropped -50.78% vs MU's -98.25%.

MU currently has the higher Sharpe Ratio (10.83 vs 0.60), 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

Find the right allocation for URNM and MU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer