If placed properly, you aren't going to lose any of them.  If you just leave them laying on the top of the ground, you will lose any of them.

NH3 shows consistent yield advantage, however I think it's mostly because everyone is smart enough to apply NH3 correctly in a band at the root depth.  For some reason it seems that a lot of people think you can just toss urea or UAN on top of the ground and it's somehow gonna magically not volatilize off....sorry, not gonna work that way.  I contend that urea or UAN placed in a band at root depth should perform equally to NH3....but I don't really have proof of that.