UUUU vs. LEU

Last updated Apr 2, 2026

Compare and contrast key facts about Energy Fuels Inc. (UUUU) and Centrus Energy Corp. (LEU).

Performance

UUUU vs. LEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Energy Fuels Inc. (UUUU) and Centrus Energy Corp. (LEU). The values are adjusted to include any dividend payments, if applicable.

UUUU vs. LEU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UUUU Energy Fuels Inc.	23.45%	183.43%	-28.65%	15.78%	-18.61%	79.11%	123.04%	-32.98%	59.22%	9.15%
LEU Centrus Energy Corp.	-24.55%	264.45%	22.42%	67.52%	-34.92%	115.78%	236.19%	307.10%	-57.86%	-37.15%

Fundamentals

EPS UUUU : -$0.43 LEU : $3.92
PS Ratio UUUU : 51.57 LEU : 8.11
Total Revenue (TTM) UUUU : $78.74M LEU : $448.70M
Gross Profit (TTM) UUUU : -$4.06M LEU : $117.50M
EBITDA (TTM) UUUU : -$90.66M LEU : $94.20M

Returns By Period

In the year-to-date period, UUUU achieves a 23.45% return, which is significantly higher than LEU's -24.55% return. Over the past 10 years, UUUU has underperformed LEU with an annualized return of 22.86%, while LEU has yielded a comparatively higher 45.09% annualized return.

UUUU

• 1D: -1.64%
• 1M: -23.19%
• YTD: 23.45%
• 6M: 14.26%
• 1Y: 389.10%
• 3Y*: 47.62%
• 5Y*: 24.59%
• 10Y*: 22.86%

LEU

• 1D: 5.51%
• 1M: -11.94%
• YTD: -24.55%
• 6M: -44.68%
• 1Y: 182.18%
• 3Y*: 78.51%
• 5Y*: 50.11%
• 10Y*: 45.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

UUUU vs. LEU — Risk / Return Rank

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

UUUU

UUUU Risk / Return Rank: 95
UUUU Sharpe Ratio Rank: 99
UUUU Sortino Ratio Rank: 95
UUUU Omega Ratio Rank: 92
UUUU Calmar Ratio Rank: 97
UUUU Martin Ratio Rank: 95

LEU

LEU Risk / Return Rank: 85
LEU Sharpe Ratio Rank: 89
LEU Sortino Ratio Rank: 85
LEU Omega Ratio Rank: 81
LEU Calmar Ratio Rank: 86
LEU Martin Ratio Rank: 81

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.

UUUU vs. LEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Fuels Inc. (UUUU) and Centrus Energy Corp. (LEU). 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.

	UUUU	LEU	Difference
Sharpe ratio Return per unit of total volatility	4.13	1.96	+2.18
Sortino ratio Return per unit of downside risk	3.58	2.48	+1.10
Omega ratio Gain probability vs. loss probability	1.44	1.30	+0.13
Calmar ratio Return relative to maximum drawdown	7.43	3.17	+4.27
Martin ratio Return relative to average drawdown	17.03	6.63	+10.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UUUU vs. LEU - Sharpe Ratio Comparison

The current UUUU Sharpe Ratio is 4.13, which is higher than the LEU Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of UUUU and LEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UUUU	LEU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.13	1.96	+2.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	0.59	-0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.55	-0.23
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	-0.10	-0.04

Correlation

The correlation between UUUU and LEU is 0.28, 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.

Dividends

UUUU vs. LEU - Dividend Comparison

Neither UUUU nor LEU has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

UUUU vs. LEU - Drawdown Comparison

The maximum UUUU drawdown since its inception was -99.64%, roughly equal to the maximum LEU drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for UUUU and LEU.

Drawdown Indicators

	UUUU	LEU	Difference
Max Drawdown Largest peak-to-trough decline	-99.64%	-99.98%	+0.34%
Max Drawdown (1Y) Largest decline over 1 year	-51.28%	-61.35%	+10.07%
Max Drawdown (5Y) Largest decline over 5 years	-68.70%	-78.23%	+9.53%
Max Drawdown (10Y) Largest decline over 10 years	-79.31%	-83.84%	+4.53%
Current Drawdown Current decline from peak	-92.36%	-97.29%	+4.93%
Average Drawdown Average peak-to-trough decline	-92.66%	-73.82%	-18.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.38%	29.31%	-6.93%

Volatility

UUUU vs. LEU - Volatility Comparison

Energy Fuels Inc. (UUUU) has a higher volatility of 22.68% compared to Centrus Energy Corp. (LEU) at 19.37%. This indicates that UUUU's price experiences larger fluctuations and is considered to be riskier than LEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UUUU	LEU	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.68%	19.37%	+3.31%
Volatility (6M) Calculated over the trailing 6-month period	71.79%	68.21%	+3.58%
Volatility (1Y) Calculated over the trailing 1-year period	94.90%	93.82%	+1.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.14%	85.25%	-12.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.03%	82.31%	-10.28%

Financials