PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CCJ vs. DNN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CCJ vs. DNN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cameco Corporation (CCJ) and Denison Mines Corp. (DNN). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.76%
-8.72%
CCJ
DNN

Returns By Period

In the year-to-date period, CCJ achieves a 24.34% return, which is significantly higher than DNN's 18.08% return. Over the past 10 years, CCJ has outperformed DNN with an annualized return of 11.86%, while DNN has yielded a comparatively lower 5.99% annualized return.


CCJ

YTD

24.34%

1M

-7.64%

6M

1.02%

1Y

20.39%

5Y (annualized)

42.36%

10Y (annualized)

11.86%

DNN

YTD

18.08%

1M

-12.18%

6M

-6.70%

1Y

17.42%

5Y (annualized)

36.86%

10Y (annualized)

5.99%

Fundamentals


CCJDNN
Market Cap$23.68B$1.92B
EPS$0.20$0.05
PE Ratio272.0543.00
PEG Ratio3.330.00
Total Revenue (TTM)$2.08B-$3.33M
Gross Profit (TTM)$422.03M-$24.63M
EBITDA (TTM)$398.87M-$36.55M

Key characteristics


CCJDNN
Sharpe Ratio0.560.45
Sortino Ratio1.051.04
Omega Ratio1.131.12
Calmar Ratio0.730.28
Martin Ratio1.741.42
Ulcer Index14.03%17.20%
Daily Std Dev43.70%54.43%
Max Drawdown-87.87%-98.06%
Current Drawdown-7.64%-79.70%

Compare stocks, funds, or ETFs

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


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.

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.


Sharpe ratio
The chart of Sharpe ratio for CCJ, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.560.45
The chart of Sortino ratio for CCJ, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.051.04
The chart of Omega ratio for CCJ, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.12
The chart of Calmar ratio for CCJ, currently valued at 0.73, compared to the broader market0.002.004.006.000.730.28
The chart of Martin ratio for CCJ, currently valued at 1.74, compared to the broader market0.0010.0020.0030.001.741.42
CCJ
DNN

The current CCJ Sharpe Ratio is 0.56, which is comparable to the DNN Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of CCJ and DNN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.56
0.45
CCJ
DNN

Dividends

CCJ vs. DNN - Dividend Comparison

CCJ's dividend yield for the trailing twelve months is around 0.16%, while DNN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CCJ
Cameco Corporation
0.16%0.20%0.39%0.29%0.46%0.67%0.53%3.36%2.88%2.50%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 -87.87%, 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%JuneJulyAugustSeptemberOctoberNovember
-7.64%
-79.70%
CCJ
DNN

Volatility

CCJ vs. DNN - Volatility Comparison

The current volatility for Cameco Corporation (CCJ) is 10.77%, while Denison Mines Corp. (DNN) has a volatility of 13.64%. 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%JuneJulyAugustSeptemberOctoberNovember
10.77%
13.64%
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