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WRN vs. URA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WRN vs. URA - Performance Comparison

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

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WRN vs. URA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WRN
Western Copper and Gold Corporation
-5.24%154.29%-21.05%-25.28%14.10%26.83%49.11%83.31%-55.45%-26.81%
URA
Global X Uranium ETF
13.34%67.18%-0.58%46.25%-11.32%57.57%41.33%-3.54%-22.11%19.36%

Returns By Period

In the year-to-date period, WRN achieves a -5.24% return, which is significantly lower than URA's 13.34% return. Over the past 10 years, WRN has outperformed URA with an annualized return of 17.37%, while URA has yielded a comparatively lower 16.47% annualized return.


WRN

1D
5.86%
1M
-26.88%
YTD
-5.24%
6M
28.43%
1Y
122.91%
3Y*
11.40%
5Y*
14.24%
10Y*
17.37%

URA

1D
6.93%
1M
-10.88%
YTD
13.34%
6M
6.44%
1Y
121.39%
3Y*
40.54%
5Y*
24.65%
10Y*
16.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WRN vs. URA — Risk / Return Rank

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

WRN
WRN Risk / Return Rank: 8585
Overall Rank
WRN Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
WRN Sortino Ratio Rank: 8383
Sortino Ratio Rank
WRN Omega Ratio Rank: 8282
Omega Ratio Rank
WRN Calmar Ratio Rank: 8484
Calmar Ratio Rank
WRN Martin Ratio Rank: 8686
Martin Ratio Rank

URA
URA Risk / Return Rank: 9393
Overall Rank
URA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
URA Sortino Ratio Rank: 9595
Sortino Ratio Rank
URA Omega Ratio Rank: 9090
Omega Ratio Rank
URA Calmar Ratio Rank: 9696
Calmar Ratio Rank
URA Martin Ratio Rank: 8888
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.

WRN vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Copper and Gold Corporation (WRN) 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.


WRNURADifference

Sharpe ratio

Return per unit of total volatility

1.83

2.48

-0.65

Sortino ratio

Return per unit of downside risk

2.25

2.97

-0.72

Omega ratio

Gain probability vs. loss probability

1.29

1.37

-0.07

Calmar ratio

Return relative to maximum drawdown

2.72

4.21

-1.49

Martin ratio

Return relative to average drawdown

8.12

10.13

-2.00

WRN vs. URA - Sharpe Ratio Comparison

The current WRN Sharpe Ratio is 1.83, which is comparable to the URA Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of WRN 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.


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Sharpe Ratios by Period


WRNURADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.48

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.58

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.44

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

-0.06

+0.09

Correlation

The correlation between WRN and URA is 0.34, 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

WRN vs. URA - Dividend Comparison

WRN has not paid dividends to shareholders, while URA's dividend yield for the trailing twelve months is around 4.30%.


TTM20252024202320222021202020192018201720162015
WRN
Western Copper and Gold Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URA
Global X Uranium ETF
4.30%4.88%2.86%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%

Drawdowns

WRN vs. URA - Drawdown Comparison

The maximum WRN drawdown since its inception was -95.24%, roughly equal to the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for WRN and URA.


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Drawdown Indicators


WRNURADifference

Max Drawdown

Largest peak-to-trough decline

-95.24%

-93.54%

-1.70%

Max Drawdown (1Y)

Largest decline over 1 year

-42.72%

-28.43%

-14.29%

Max Drawdown (5Y)

Largest decline over 5 years

-65.53%

-37.90%

-27.63%

Max Drawdown (10Y)

Largest decline over 10 years

-80.15%

-61.45%

-18.70%

Current Drawdown

Current decline from peak

-40.34%

-45.04%

+4.70%

Average Drawdown

Average peak-to-trough decline

-64.71%

-75.40%

+10.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.31%

11.82%

+2.49%

Volatility

WRN vs. URA - Volatility Comparison

Western Copper and Gold Corporation (WRN) has a higher volatility of 21.38% compared to Global X Uranium ETF (URA) at 16.31%. This indicates that WRN'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.


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Volatility by Period


WRNURADifference

Volatility (1M)

Calculated over the trailing 1-month period

21.38%

16.31%

+5.07%

Volatility (6M)

Calculated over the trailing 6-month period

55.40%

38.54%

+16.86%

Volatility (1Y)

Calculated over the trailing 1-year period

67.98%

49.21%

+18.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.49%

43.00%

+15.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.14%

37.23%

+24.91%