UUUU vs. URA

In the year-to-date period, UUUU achieves a -12.09% return, which is significantly lower than URA's -8.70% return. Over the past 10 years, UUUU has underperformed URA with an annualized return of -1.30%, while URA has yielded a comparatively higher 3.27% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Energy Fuels Inc. (UUUU) and Global X Uranium ETF (URA). 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.

The current UUUU Sharpe Ratio is -0.23, which is higher than the URA Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of UUUU and URA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

UUUU has not paid dividends to shareholders, while URA's dividend yield for the trailing twelve months is around 3.13%.

The maximum UUUU drawdown since its inception was -99.64%, which is greater than URA's maximum drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for UUUU and URA. For additional features, visit the drawdowns tool.

Energy Fuels Inc. (UUUU) has a higher volatility of 26.53% compared to Global X Uranium ETF (URA) at 15.55%. This indicates that UUUU's price experiences larger fluctuations and is considered to be riskier than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.