BWXT vs. CCO.TO

Last updated Apr 1, 2026

Compare and contrast key facts about BWX Technologies, Inc. (BWXT) and Cameco Corporation (CCO.TO).

Performance

BWXT vs. CCO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BWX Technologies, Inc. (BWXT) and Cameco Corporation (CCO.TO). The values are adjusted to include any dividend payments, if applicable.

BWXT vs. CCO.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BWXT BWX Technologies, Inc.	18.48%	56.37%	46.53%	33.87%	23.30%	-19.40%	-1.54%	64.48%	-36.10%	53.59%
CCO.TO Cameco Corporation	18.83%	78.54%	19.38%	90.76%	4.23%	63.38%	51.62%	-21.22%	23.59%	-8.78%

Different Trading Currencies

BWXT is traded in USD, while CCO.TO is traded in CAD. To make them comparable, the CCO.TO values have been converted to USD using the latest available exchange rates.

Fundamentals

Market Cap BWXT : $18.78B CCO.TO : CA$65.88B
EPS BWXT : $3.59 CCO.TO : CA$1.35
PE Ratio BWXT : 56.90 CCO.TO : 111.74
PEG Ratio BWXT : 15.04 CCO.TO : 0.93
PS Ratio BWXT : 5.87 CCO.TO : 18.92
PB Ratio BWXT : 15.23 CCO.TO : 9.54
Total Revenue (TTM) BWXT : $3.20B CCO.TO : CA$3.48B
Gross Profit (TTM) BWXT : $1.58B CCO.TO : CA$1.17B
EBITDA (TTM) BWXT : $404.46M CCO.TO : CA$842.73M

Returns By Period

The year-to-date returns for both investments are quite close, with BWXT having a 18.48% return and CCO.TO slightly higher at 18.83%. Over the past 10 years, BWXT has underperformed CCO.TO with an annualized return of 21.14%, while CCO.TO has yielded a comparatively higher 25.00% annualized return.

BWXT

• 1D: 6.73%
• 1M: -0.59%
• YTD: 18.48%
• 6M: 11.22%
• 1Y: 108.65%
• 3Y*: 49.42%
• 5Y*: 26.54%
• 10Y*: 21.14%

CCO.TO

• 1D: 5.79%
• 1M: -8.00%
• YTD: 18.83%
• 6M: 29.93%
• 1Y: 164.72%
• 3Y*: 61.09%
• 5Y*: 44.93%
• 10Y*: 25.00%

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

Return for Risk

BWXT vs. CCO.TO — Risk / Return Rank

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

BWXT

BWXT Risk / Return Rank: 93
BWXT Sharpe Ratio Rank: 94
BWXT Sortino Ratio Rank: 91
BWXT Omega Ratio Rank: 92
BWXT Calmar Ratio Rank: 94
BWXT Martin Ratio Rank: 93

CCO.TO

CCO.TO Risk / Return Rank: 95
CCO.TO Sharpe Ratio Rank: 96
CCO.TO Sortino Ratio Rank: 95
CCO.TO Omega Ratio Rank: 92
CCO.TO Calmar Ratio Rank: 96
CCO.TO Martin Ratio Rank: 95

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.

BWXT vs. CCO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BWX Technologies, Inc. (BWXT) and Cameco Corporation (CCO.TO). 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.

	BWXT	CCO.TO	Difference
Sharpe ratio Return per unit of total volatility	2.38	3.04	-0.66
Sortino ratio Return per unit of downside risk	2.91	3.58	-0.66
Omega ratio Gain probability vs. loss probability	1.42	1.44	-0.03
Calmar ratio Return relative to maximum drawdown	4.88	6.25	-1.37
Martin ratio Return relative to average drawdown	12.70	16.66	-3.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BWXT vs. CCO.TO - Sharpe Ratio Comparison

The current BWXT Sharpe Ratio is 2.38, which is comparable to the CCO.TO Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of BWXT and CCO.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BWXT	CCO.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.38	3.04	-0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.91	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.54	+0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.33	+0.31

Correlation

The correlation between BWXT and CCO.TO is 0.38, 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

BWXT vs. CCO.TO - Dividend Comparison

BWXT's dividend yield for the trailing twelve months is around 0.50%, more than CCO.TO's 0.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BWXT BWX Technologies, Inc.	0.50%	0.58%	0.86%	1.20%	1.52%	1.75%	1.26%	1.10%	1.67%	0.69%	0.91%	30.37%
CCO.TO Cameco Corporation	0.16%	0.19%	0.22%	0.21%	0.39%	0.29%	0.47%	0.69%	0.52%	3.45%	2.85%	2.34%

Drawdowns

BWXT vs. CCO.TO - Drawdown Comparison

The maximum BWXT drawdown since its inception was -47.88%, smaller than the maximum CCO.TO drawdown of -85.07%. Use the drawdown chart below to compare losses from any high point for BWXT and CCO.TO.

Drawdown Indicators

	BWXT	CCO.TO	Difference
Max Drawdown Largest peak-to-trough decline	-47.88%	-83.63%	+35.75%
Max Drawdown (1Y) Largest decline over 1 year	-22.01%	-24.86%	+2.85%
Max Drawdown (5Y) Largest decline over 5 years	-36.48%	-39.52%	+3.04%
Max Drawdown (10Y) Largest decline over 10 years	-47.74%	-52.84%	+5.10%
Current Drawdown Current decline from peak	-7.94%	-16.72%	+8.78%
Average Drawdown Average peak-to-trough decline	-13.20%	-39.18%	+25.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.46%	9.48%	-1.02%

Volatility

BWXT vs. CCO.TO - Volatility Comparison

BWX Technologies, Inc. (BWXT) has a higher volatility of 18.71% compared to Cameco Corporation (CCO.TO) at 17.23%. This indicates that BWXT's price experiences larger fluctuations and is considered to be riskier than CCO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BWXT	CCO.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.71%	17.23%	+1.48%
Volatility (6M) Calculated over the trailing 6-month period	34.25%	41.74%	-7.49%
Volatility (1Y) Calculated over the trailing 1-year period	45.92%	54.64%	-8.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.04%	49.76%	-17.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.32%	46.34%	-16.02%

Financials