CCJ vs. CANE

In the year-to-date period, CCJ achieves a -0.23% return, which is significantly lower than CANE's 1.18% return. Over the past 10 years, CCJ has outperformed CANE with an annualized return of 13.47%, while CANE has yielded a comparatively lower 1.34% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCJ) and Teucrium Sugar Fund (CANE). 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.

The current CCJ Sharpe Ratio is 0.07, which is comparable to the CANE Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of CCJ and CANE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CCJ's dividend yield for the trailing twelve months is around 0.22%, while CANE has not paid dividends to shareholders.

The maximum CCJ drawdown since its inception was -87.86%, which is greater than CANE's maximum drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for CCJ and CANE. For additional features, visit the drawdowns tool.

Cameco Corporation (CCJ) has a higher volatility of 10.78% compared to Teucrium Sugar Fund (CANE) at 6.17%. This indicates that CCJ's price experiences larger fluctuations and is considered to be riskier than CANE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.