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CCJ vs. DNN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CCJDNN
YTD Return-6.43%-11.30%
1Y Return1.30%-0.63%
3Y Return (Ann)18.75%-0.84%
5Y Return (Ann)33.62%26.94%
10Y Return (Ann)9.02%2.48%
Sharpe Ratio0.090.06
Daily Std Dev43.58%53.41%
Max Drawdown-87.86%-98.06%
Current Drawdown-27.35%-84.75%

Fundamentals


CCJDNN
Market Cap$17.55B$1.40B
EPS$0.43$0.05
PE Ratio93.7931.40
PEG Ratio3.330.00
Total Revenue (TTM)$2.65B-$562.00K
Gross Profit (TTM)$573.82M-$24.30M
EBITDA (TTM)$656.24M-$44.42M

Correlation

-0.50.00.51.00.6

The correlation between CCJ and DNN is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

CCJ vs. DNN - Performance Comparison

In the year-to-date period, CCJ achieves a -6.43% return, which is significantly higher than DNN's -11.30% return. Over the past 10 years, CCJ has outperformed DNN with an annualized return of 9.02%, while DNN has yielded a comparatively lower 2.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%AprilMayJuneJulyAugustSeptember
8.85%
-80.43%
CCJ
DNN

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Risk-Adjusted Performance

CCJ vs. DNN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCJ) and Denison Mines Corp. (DNN). 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.


CCJ
Sharpe ratio
The chart of Sharpe ratio for CCJ, currently valued at 0.09, compared to the broader market-4.00-2.000.002.000.09
Sortino ratio
The chart of Sortino ratio for CCJ, currently valued at 0.43, compared to the broader market-6.00-4.00-2.000.002.004.000.43
Omega ratio
The chart of Omega ratio for CCJ, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for CCJ, currently valued at 0.11, compared to the broader market0.001.002.003.004.005.000.11
Martin ratio
The chart of Martin ratio for CCJ, currently valued at 0.28, compared to the broader market-10.00-5.000.005.0010.0015.0020.000.28
DNN
Sharpe ratio
The chart of Sharpe ratio for DNN, currently valued at 0.06, compared to the broader market-4.00-2.000.002.000.06
Sortino ratio
The chart of Sortino ratio for DNN, currently valued at 0.48, compared to the broader market-6.00-4.00-2.000.002.004.000.48
Omega ratio
The chart of Omega ratio for DNN, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for DNN, currently valued at 0.04, compared to the broader market0.001.002.003.004.005.000.04
Martin ratio
The chart of Martin ratio for DNN, currently valued at 0.21, compared to the broader market-10.00-5.000.005.0010.0015.0020.000.21

CCJ vs. DNN - Sharpe Ratio Comparison

The current CCJ Sharpe Ratio is 0.09, which is higher than the DNN Sharpe Ratio of 0.06. The chart below compares the 12-month rolling Sharpe Ratio of CCJ and DNN.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.09
0.06
CCJ
DNN

Dividends

CCJ vs. DNN - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
CCJ
Cameco Corporation
0.22%0.20%0.39%0.29%0.46%0.68%0.53%3.37%2.88%2.49%2.19%1.85%
DNN
Denison Mines Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CCJ vs. DNN - Drawdown Comparison

The maximum CCJ drawdown since its inception was -87.86%, smaller than the maximum DNN drawdown of -98.06%. Use the drawdown chart below to compare losses from any high point for CCJ and DNN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-27.35%
-84.75%
CCJ
DNN

Volatility

CCJ vs. DNN - Volatility Comparison

The current volatility for Cameco Corporation (CCJ) is 13.75%, while Denison Mines Corp. (DNN) has a volatility of 20.82%. This indicates that CCJ experiences smaller price fluctuations and is considered to be less risky than DNN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
13.75%
20.82%
CCJ
DNN

Financials

CCJ vs. DNN - Financials Comparison

This section allows you to compare key financial metrics between Cameco Corporation and Denison Mines Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items