PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
URPTF vs. GLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between URPTF and GLD is 0.18, 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.


-0.50.00.51.00.2

Performance

URPTF vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Uranium Participation Corporation (URPTF) and SPDR Gold Trust (GLD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February0
18.15%
URPTF
GLD

Key characteristics

Returns By Period


URPTF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GLD

YTD

11.92%

1M

7.06%

6M

18.15%

1Y

44.54%

5Y*

11.90%

10Y*

8.93%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

URPTF vs. GLD — Risk-Adjusted Performance Rank

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

URPTF

GLD
The Risk-Adjusted Performance Rank of GLD is 9494
Overall Rank
The Sharpe Ratio Rank of GLD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of GLD is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GLD is 9393
Omega Ratio Rank
The Calmar Ratio Rank of GLD is 9696
Calmar Ratio Rank
The Martin Ratio Rank of GLD is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

URPTF vs. GLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Uranium Participation Corporation (URPTF) and SPDR Gold Trust (GLD). 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
No data
The chart of Calmar ratio for URPTF, currently valued at 0.00, compared to the broader market0.002.004.006.000.005.59
URPTF
GLD


Rolling 12-month Sharpe Ratio2.002.503.00SeptemberOctoberNovemberDecember2025February
2.97
URPTF
GLD

Dividends

URPTF vs. GLD - Dividend Comparison

Neither URPTF nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

URPTF vs. GLD - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-19.70%
0
URPTF
GLD

Volatility

URPTF vs. GLD - Volatility Comparison

The current volatility for Uranium Participation Corporation (URPTF) is 0.00%, while SPDR Gold Trust (GLD) has a volatility of 3.74%. This indicates that URPTF experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February0
3.74%
URPTF
GLD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab