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URNP.L vs. UEC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URNP.L vs. UEC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.L) and Uranium Energy Corp. (UEC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

URNP.L is traded in GBp, while UEC is traded in USD. To make them comparable, the UEC values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, URNP.L achieves a 15.46% return, which is significantly lower than UEC's 21.55% return.


URNP.L

1D
0.00%
1M
-6.77%
YTD
15.46%
6M
11.40%
1Y
59.87%
3Y*
25.15%
5Y*
10Y*

UEC

1D
0.35%
1M
-9.18%
YTD
21.55%
6M
2.08%
1Y
133.69%
3Y*
62.20%
5Y*
35.14%
10Y*
29.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URNP.L vs. UEC - Yearly Performance Comparison


2026 (YTD)2025202420232022
URNP.L
HANetf Sprott Uranium Miners UCITS ETF Acc
15.46%33.02%-12.04%50.65%-9.79%
UEC
Uranium Energy Corp.
21.55%62.15%6.36%56.70%-4.23%

Correlation

The correlation between URNP.L and UEC is 0.64, 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

0.64

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

0.56

Correlation (All Time)
Calculated using the full available price history since May 9, 2022

0.55

The correlation between URNP.L and UEC has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.

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Return for Risk

URNP.L vs. UEC — Risk / Return Rank

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

URNP.L
URNP.L Risk / Return Rank: 3939
Overall Rank
URNP.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
URNP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
URNP.L Omega Ratio Rank: 3737
Omega Ratio Rank
URNP.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
URNP.L Martin Ratio Rank: 3535
Martin Ratio Rank

UEC
UEC Risk / Return Rank: 8181
Overall Rank
UEC Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UEC Sortino Ratio Rank: 8080
Sortino Ratio Rank
UEC Omega Ratio Rank: 7676
Omega Ratio Rank
UEC Calmar Ratio Rank: 8484
Calmar Ratio Rank
UEC Martin Ratio Rank: 8080
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.

URNP.L vs. UEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.L) and Uranium Energy Corp. (UEC). 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.


URNP.LUECDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.24

1.28

-0.03

Calmar ratioReturn relative to maximum drawdown

2.41

3.36

-0.95

Martin ratioReturn relative to average drawdown

5.24

6.72

-1.48

URNP.L vs. UEC - Sharpe Ratio Comparison

The current URNP.L Sharpe Ratio is 1.31, which is comparable to the UEC Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of URNP.L and UEC, 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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Sharpe Ratios by Period


URNP.LUECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.80

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.12

+0.28

Drawdowns

URNP.L vs. UEC - Drawdown Comparison

The maximum URNP.L drawdown since its inception was -51.01%, smaller than the maximum UEC drawdown of -94.59%. Use the drawdown chart below to compare losses from any high point for URNP.L and UEC.


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Drawdown Indicators


URNP.LUECDifference

Max Drawdown

Largest peak-to-trough decline

-51.01%

-94.59%

+43.58%

Max Drawdown (1Y)

Largest decline over 1 year

-24.71%

-39.58%

+14.87%

Max Drawdown (3Y)

Largest decline over 3 years

-51.01%

-53.81%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-61.88%

Max Drawdown (10Y)

Largest decline over 10 years

-79.30%

Current Drawdown

Current decline from peak

-19.95%

-28.36%

+8.41%

Average Drawdown

Average peak-to-trough decline

-17.85%

-55.22%

+37.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.38%

19.74%

-8.36%

Volatility

URNP.L vs. UEC - Volatility Comparison

The current volatility for HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.L) is 12.68%, while Uranium Energy Corp. (UEC) has a volatility of 26.53%. This indicates that URNP.L experiences smaller price fluctuations and is considered to be less risky than UEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URNP.LUECDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.68%

26.53%

-13.85%

Volatility (6M)

Calculated over the trailing 6-month period

31.75%

55.63%

-23.88%

Volatility (1Y)

Calculated over the trailing 1-year period

45.52%

74.15%

-28.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.93%

72.34%

-32.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.93%

72.93%

-33.00%

Dividends

URNP.L vs. UEC - Dividend Comparison

Neither URNP.L nor UEC has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


URNP.L and UEC have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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