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UX vs. SRUUF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UX vs. SRUUF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Uranium ETF (UX) and Sprott Physical Uranium Trust Fund (SRUUF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UX achieves a -0.61% return, which is significantly lower than SRUUF's 0.93% return.


UX

1D
-2.53%
1M
-3.11%
YTD
-0.61%
6M
6.59%
1Y
17.18%
3Y*
5Y*
10Y*

SRUUF

1D
-2.82%
1M
-3.15%
YTD
0.93%
6M
8.74%
1Y
21.00%
3Y*
14.65%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UX vs. SRUUF - Yearly Performance Comparison


2026 (YTD)2025
UX
Roundhill Uranium ETF
-0.61%15.76%
SRUUF
Sprott Physical Uranium Trust Fund
0.93%20.10%

Correlation

The correlation between UX and SRUUF is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2025

0.98

The correlation between UX and SRUUF has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

UX vs. SRUUF — Risk / Return Rank

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

UX
UX Risk / Return Rank: 1717
Overall Rank
UX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UX Sortino Ratio Rank: 1818
Sortino Ratio Rank
UX Omega Ratio Rank: 1818
Omega Ratio Rank
UX Calmar Ratio Rank: 1818
Calmar Ratio Rank
UX Martin Ratio Rank: 1616
Martin Ratio Rank

SRUUF
SRUUF Risk / Return Rank: 88
Overall Rank
SRUUF Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SRUUF Sortino Ratio Rank: 88
Sortino Ratio Rank
SRUUF Omega Ratio Rank: 88
Omega Ratio Rank
SRUUF Calmar Ratio Rank: 99
Calmar Ratio Rank
SRUUF Martin Ratio Rank: 77
Martin Ratio Rank
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.

UX vs. SRUUF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Uranium ETF (UX) and Sprott Physical Uranium Trust Fund (SRUUF). 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.


UXSRUUFDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.11

1.13

-0.02

Calmar ratioReturn relative to maximum drawdown

0.73

0.92

-0.19

Martin ratioReturn relative to average drawdown

1.45

1.86

-0.41

UX vs. SRUUF - Sharpe Ratio Comparison

The current UX Sharpe Ratio is 0.50, which is comparable to the SRUUF Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of UX and SRUUF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UXSRUUFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.61

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.40

-0.10

Drawdowns

UX vs. SRUUF - Drawdown Comparison

The maximum UX drawdown since its inception was -23.72%, smaller than the maximum SRUUF drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for UX and SRUUF.


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Drawdown Indicators


UXSRUUFDifference

Max Drawdown

Largest peak-to-trough decline

-23.72%

-48.68%

+24.96%

Max Drawdown (1Y)

Largest decline over 1 year

-23.72%

-22.98%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-48.68%

Current Drawdown

Current decline from peak

-19.59%

-21.59%

+2.00%

Average Drawdown

Average peak-to-trough decline

-10.13%

-21.79%

+11.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.87%

11.29%

+0.58%

Volatility

UX vs. SRUUF - Volatility Comparison

Roundhill Uranium ETF (UX) and Sprott Physical Uranium Trust Fund (SRUUF) have volatilities of 8.07% and 7.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UXSRUUFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

7.75%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

24.59%

24.53%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

34.45%

34.51%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.20%

41.81%

-5.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.20%

41.81%

-5.61%

UX vs. SRUUF - Expense Ratio Comparison

UX has a 0.75% expense ratio, which is higher than SRUUF's 0.70% expense ratio.


Dividends

UX vs. SRUUF - Dividend Comparison

UX's dividend yield for the trailing twelve months is around 1.49%, while SRUUF has not paid dividends to shareholders.


PositionTTM2025
SRUUF
Sprott Physical Uranium Trust Fund
0.00%0.00%
UX
Roundhill Uranium ETF
1.49%1.48%

Frequently Asked Questions


With a correlation of 0.97, UX and SRUUF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UX has higher volatility (8.07%) compared to SRUUF (7.75%). In terms of maximum drawdown, UX dropped -23.72% vs SRUUF's -48.68%.

SRUUF currently has the higher Sharpe Ratio (0.61 vs 0.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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