URNM vs NLR: returns, Sharpe ratio and drawdown

Over the past year, URNM returned -18.49% against -29.16% for NLR. Over five years, NLR averaged +13.38% a year, compared with +1.45% for URNM. URNM had the higher Sharpe ratio over the past year (-0.20 vs -0.65), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -48.46% for NLR and -52.29% for URNM. Dividends over the past year came to 3.97% of URNM's price, against 3.35% for NLR. Their daily returns had a correlation of 0.96 over the past year, which is very high.

URNM charges 0.75% a year and NLR 0.52%. Over five years, reinvested dividends added 3.15 points a year to URNM's return and 2.63 to NLR's.