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URNM vs. XSD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

URNM vs. XSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NorthShore Global Uranium Mining ETF (URNM) and SPDR S&P Semiconductor ETF (XSD). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-11.64%
-3.31%
URNM
XSD

Returns By Period

In the year-to-date period, URNM achieves a 3.05% return, which is significantly lower than XSD's 5.80% return.


URNM

YTD

3.05%

1M

-4.38%

6M

-10.36%

1Y

4.25%

5Y (annualized)

N/A

10Y (annualized)

N/A

XSD

YTD

5.80%

1M

-1.99%

6M

-1.13%

1Y

19.99%

5Y (annualized)

20.19%

10Y (annualized)

20.99%

Key characteristics


URNMXSD
Sharpe Ratio0.110.61
Sortino Ratio0.461.02
Omega Ratio1.051.13
Calmar Ratio0.120.78
Martin Ratio0.262.11
Ulcer Index17.04%9.85%
Daily Std Dev40.47%34.02%
Max Drawdown-42.55%-64.56%
Current Drawdown-15.42%-13.28%

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URNM vs. XSD - Expense Ratio Comparison

URNM has a 0.85% expense ratio, which is higher than XSD's 0.35% expense ratio.


URNM
NorthShore Global Uranium Mining ETF
Expense ratio chart for URNM: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for XSD: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.5

The correlation between URNM and XSD is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

URNM vs. XSD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NorthShore Global Uranium Mining ETF (URNM) and SPDR S&P Semiconductor ETF (XSD). 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.


Sharpe ratio
The chart of Sharpe ratio for URNM, currently valued at 0.11, compared to the broader market0.002.004.000.110.61
The chart of Sortino ratio for URNM, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.0010.000.461.02
The chart of Omega ratio for URNM, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.13
The chart of Calmar ratio for URNM, currently valued at 0.12, compared to the broader market0.005.0010.0015.000.120.78
The chart of Martin ratio for URNM, currently valued at 0.26, compared to the broader market0.0020.0040.0060.0080.00100.000.262.11
URNM
XSD

The current URNM Sharpe Ratio is 0.11, which is lower than the XSD Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of URNM and XSD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.11
0.61
URNM
XSD

Dividends

URNM vs. XSD - Dividend Comparison

URNM's dividend yield for the trailing twelve months is around 3.52%, more than XSD's 0.24% yield.


TTM20232022202120202019201820172016201520142013
URNM
NorthShore Global Uranium Mining ETF
3.52%3.63%0.00%6.70%2.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSD
SPDR S&P Semiconductor ETF
0.24%0.31%0.44%0.10%0.26%0.51%1.16%0.59%0.64%0.58%0.46%0.52%

Drawdowns

URNM vs. XSD - Drawdown Comparison

The maximum URNM drawdown since its inception was -42.55%, smaller than the maximum XSD drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for URNM and XSD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.42%
-13.28%
URNM
XSD

Volatility

URNM vs. XSD - Volatility Comparison

The current volatility for NorthShore Global Uranium Mining ETF (URNM) is 10.01%, while SPDR S&P Semiconductor ETF (XSD) has a volatility of 11.18%. This indicates that URNM experiences smaller price fluctuations and is considered to be less risky than XSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
10.01%
11.18%
URNM
XSD