UUUU vs. ITOT
Compare and contrast key facts about Energy Fuels Inc. (UUUU) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UUUU or ITOT.
Key characteristics
| UUUU | ITOT | |
|---|---|---|
| YTD Return | -10.71% | 26.74% |
| 1Y Return | -18.73% | 38.99% |
| 3Y Return (Ann) | -16.48% | 8.91% |
| 5Y Return (Ann) | 25.74% | 15.42% |
| 10Y Return (Ann) | -1.92% | 13.03% |
| Sharpe Ratio | -0.34 | 3.24 |
| Sortino Ratio | -0.14 | 4.29 |
| Omega Ratio | 0.98 | 1.60 |
| Calmar Ratio | -0.19 | 4.83 |
| Martin Ratio | -0.63 | 21.09 |
| Ulcer Index | 29.62% | 1.95% |
| Daily Std Dev | 55.69% | 12.65% |
| Max Drawdown | -99.64% | -55.21% |
| Current Drawdown | -97.27% | 0.00% |
Correlation
The correlation between UUUU and ITOT is 0.32, 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
UUUU vs. ITOT - Performance Comparison
In the year-to-date period, UUUU achieves a -10.71% return, which is significantly lower than ITOT's 26.74% return. Over the past 10 years, UUUU has underperformed ITOT with an annualized return of -1.92%, while ITOT has yielded a comparatively higher 13.03% annualized 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
UUUU vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Energy Fuels Inc. (UUUU) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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
UUUU vs. ITOT - Dividend Comparison
UUUU has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UUUU Energy Fuels Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.20% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
UUUU vs. ITOT - Drawdown Comparison
The maximum UUUU drawdown since its inception was -99.64%, which is greater than ITOT's maximum drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for UUUU and ITOT. For additional features, visit the drawdowns tool.
Volatility
UUUU vs. ITOT - Volatility Comparison
Energy Fuels Inc. (UUUU) has a higher volatility of 21.16% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.03%. This indicates that UUUU's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.