V vs. URA

Last updated Jun 9, 2026

V (Visa Inc.) is a stock, while URA (Global X Uranium ETF) is Commodity Producers Equities fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. Over the past 10 years, V returned 15.64%/yr vs 15.57%/yr for URA. At a 0.32 correlation, their price movements are largely independent.

Performance

V vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Visa Inc. (V) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, V achieves a -8.47% return, which is significantly lower than URA's 7.47% return. Both investments have delivered pretty close results over the past 10 years, with V having a 15.64% annualized return and URA not far behind at 15.57%.

V

• 1D: -1.21%
• 1M: 0.48%
• YTD: -8.47%
• 6M: -1.79%
• 1Y: -12.97%
• 3Y*: 13.52%
• 5Y*: 7.39%
• 10Y*: 15.64%

URA

• 1D: 1.35%
• 1M: -16.78%
• YTD: 7.47%
• 6M: 0.63%
• 1Y: 43.02%
• 3Y*: 33.80%
• 5Y*: 19.23%
• 10Y*: 15.57%

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

V vs. URA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
V Visa Inc.	-8.47%	11.76%	22.32%	26.31%	-3.40%	-0.31%	17.12%	43.33%	16.49%	47.18%
URA Global X Uranium ETF	7.47%	67.18%	-0.58%	46.25%	-11.32%	57.57%	41.33%	-3.54%	-22.11%	19.36%

Correlation

The correlation between V and URA is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since Nov 5, 2010	0.32

Over the past year, the correlation between V and URA has dropped to 0.07 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

Return for Risk

V vs. URA — Risk / Return Rank

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

V

V Risk / Return Rank: 17
V Sharpe Ratio Rank: 16
V Sortino Ratio Rank: 16
V Omega Ratio Rank: 17
V Calmar Ratio Rank: 18
V Martin Ratio Rank: 16

URA

URA Risk / Return Rank: 28
URA Sharpe Ratio Rank: 26
URA Sortino Ratio Rank: 29
URA Omega Ratio Rank: 27
URA Calmar Ratio Rank: 34
URA Martin Ratio Rank: 25

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.

V vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) 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.

	V	URA	Difference
Sharpe ratio: Return per unit of total volatility	-0.58	0.85	-1.43
Sortino ratio: Return per unit of downside risk	-0.72	1.44	-2.16
Omega ratio: Gain probability vs. loss probability	0.91	1.17	-0.26
Calmar ratio: Return relative to maximum drawdown	-0.64	1.52	-2.16
Martin ratio: Return relative to average drawdown	-1.18	3.16	-4.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

V vs. URA - Sharpe Ratio Comparison

The current V Sharpe Ratio is -0.58, which is lower than the URA Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of V and URA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	V	URA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.58	0.85	-1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.44	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.41	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	-0.07	+0.75

Drawdowns

V vs. URA - Drawdown Comparison

The maximum V drawdown since its inception was -51.90%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for V and URA.

Drawdown Indicators

	V	URA	Difference
Max Drawdown Largest peak-to-trough decline	-51.90%	-93.54%	+41.64%
Max Drawdown (1Y) Largest decline over 1 year	-20.38%	-28.43%	+8.05%
Max Drawdown (3Y) Largest decline over 3 years	-20.38%	-37.81%	+17.43%
Max Drawdown (5Y) Largest decline over 5 years	-28.60%	-37.90%	+9.30%
Max Drawdown (10Y) Largest decline over 10 years	-36.36%	-61.45%	+25.09%
Current Drawdown Current decline from peak	-13.69%	-47.89%	+34.20%
Average Drawdown Average peak-to-trough decline	-8.26%	-74.99%	+66.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.03%	13.66%	-2.63%

Volatility

V vs. URA - Volatility Comparison

The current volatility for Visa Inc. (V) is 5.74%, while Global X Uranium ETF (URA) has a volatility of 16.85%. This indicates that V experiences smaller price fluctuations and is considered to be less risky than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	V	URA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.74%	16.85%	-11.11%
Volatility (6M) Calculated over the trailing 6-month period	17.50%	39.19%	-21.69%
Volatility (1Y) Calculated over the trailing 1-year period	22.32%	51.23%	-28.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.80%	43.83%	-21.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.47%	37.84%	-13.37%

Dividends

V vs. URA - Dividend Comparison

V's dividend yield for the trailing twelve months is around 0.81%, less than URA's 4.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
URA Global X Uranium ETF	4.54%	4.88%	2.86%	6.07%	0.76%	5.84%	1.69%	1.66%	0.44%	2.03%	7.28%	1.96%
V Visa Inc.	0.81%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%

Frequently Asked Questions

Can I hold both V and URA in my portfolio?

V and URA have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, V or URA?

URA has higher volatility (16.85%) compared to V (5.74%). In terms of maximum drawdown, V dropped -51.90% vs URA's -93.54%.

Which has better risk-adjusted returns?

URA currently has the higher Sharpe Ratio (0.85 vs -0.58), 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.