URNU.L vs. MSTR
Compare and contrast key facts about Global X Uranium UCITS ETF USD Acc (URNU.L) and MicroStrategy Incorporated (MSTR).
URNU.L is a passively managed fund by Global X that tracks the performance of the Solactive Global Uranium & Nuclear Components Total Return v2 Index. It was launched on Apr 22, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: URNU.L or MSTR.
Key characteristics
| URNU.L | MSTR | |
|---|---|---|
| YTD Return | 13.17% | 419.90% |
| 1Y Return | 18.14% | 584.12% |
| Sharpe Ratio | 0.49 | 5.30 |
| Sortino Ratio | 0.96 | 4.13 |
| Omega Ratio | 1.11 | 1.49 |
| Calmar Ratio | 0.55 | 6.43 |
| Martin Ratio | 1.38 | 26.18 |
| Ulcer Index | 12.81% | 21.02% |
| Daily Std Dev | 36.17% | 103.89% |
| Max Drawdown | -32.40% | -99.86% |
| Current Drawdown | -8.06% | -7.91% |
Correlation
The correlation between URNU.L and MSTR is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
URNU.L vs. MSTR - Performance Comparison
In the year-to-date period, URNU.L achieves a 13.17% return, which is significantly lower than MSTR's 419.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
URNU.L vs. MSTR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Uranium UCITS ETF USD Acc (URNU.L) and MicroStrategy Incorporated (MSTR). 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.
Dividends
URNU.L vs. MSTR - Dividend Comparison
Neither URNU.L nor MSTR has paid dividends to shareholders.
Drawdowns
URNU.L vs. MSTR - Drawdown Comparison
The maximum URNU.L drawdown since its inception was -32.40%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for URNU.L and MSTR. For additional features, visit the drawdowns tool.
Volatility
URNU.L vs. MSTR - Volatility Comparison
The current volatility for Global X Uranium UCITS ETF USD Acc (URNU.L) is 11.74%, while MicroStrategy Incorporated (MSTR) has a volatility of 32.95%. This indicates that URNU.L experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.