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

Correlation

The correlation between UUUU and VOO is 0.35, 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.


-0.50.00.51.00.4

Performance

UUUU vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Energy Fuels Inc. (UUUU) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-11.05%
8.89%
UUUU
VOO

Key characteristics

Sharpe Ratio

UUUU:

-0.40

VOO:

2.21

Sortino Ratio

UUUU:

-0.25

VOO:

2.93

Omega Ratio

UUUU:

0.97

VOO:

1.41

Calmar Ratio

UUUU:

-0.23

VOO:

3.25

Martin Ratio

UUUU:

-0.88

VOO:

14.47

Ulcer Index

UUUU:

25.56%

VOO:

1.90%

Daily Std Dev

UUUU:

56.35%

VOO:

12.43%

Max Drawdown

UUUU:

-99.64%

VOO:

-33.99%

Current Drawdown

UUUU:

-97.70%

VOO:

-2.87%

Returns By Period

In the year-to-date period, UUUU achieves a -24.91% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, UUUU has underperformed VOO with an annualized return of -1.52%, while VOO has yielded a comparatively higher 13.04% annualized return.


UUUU

YTD

-24.91%

1M

-25.32%

6M

-11.49%

1Y

-22.42%

5Y*

23.53%

10Y*

-1.52%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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

UUUU vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Fuels Inc. (UUUU) and Vanguard S&P 500 ETF (VOO). 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
The chart of Sharpe ratio for UUUU, currently valued at -0.40, compared to the broader market-4.00-2.000.002.00-0.402.21
The chart of Sortino ratio for UUUU, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.252.93
The chart of Omega ratio for UUUU, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.41
The chart of Calmar ratio for UUUU, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.243.25
The chart of Martin ratio for UUUU, currently valued at -0.88, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.8814.47
UUUU
VOO

The current UUUU Sharpe Ratio is -0.40, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of UUUU and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.40
2.21
UUUU
VOO

Dividends

UUUU vs. VOO - Dividend Comparison

UUUU has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

UUUU vs. VOO - Drawdown Comparison

The maximum UUUU drawdown since its inception was -99.64%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UUUU and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-93.16%
-2.87%
UUUU
VOO

Volatility

UUUU vs. VOO - Volatility Comparison

Energy Fuels Inc. (UUUU) has a higher volatility of 11.78% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that UUUU's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.78%
3.64%
UUUU
VOO
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 © 2024 PortfoliosLab