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CCJ vs. DNN
Performance
Return for Risk
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.

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CCJ vs. DNN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCJ
Cameco Corporation
18.71%78.38%19.47%90.49%4.35%63.19%51.47%-21.08%23.58%-8.20%
DNN
Denison Mines Corp
32.71%47.78%1.69%53.91%-16.06%111.75%54.05%-9.48%-15.64%6.86%

Fundamentals

Market Cap

CCJ:

$47.30B

DNN:

$3.18B

EPS

CCJ:

$1.35

DNN:

-$0.24

PS Ratio

CCJ:

13.59

DNN:

646.45

PB Ratio

CCJ:

6.86

DNN:

8.65

Total Revenue (TTM)

CCJ:

$3.48B

DNN:

$4.92M

Gross Profit (TTM)

CCJ:

$1.02B

DNN:

-$23.92M

EBITDA (TTM)

CCJ:

$1.05B

DNN:

-$171.24M

Returns By Period

In the year-to-date period, CCJ achieves a 18.71% return, which is significantly lower than DNN's 32.71% return. Over the past 10 years, CCJ has outperformed DNN with an annualized return of 25.21%, while DNN has yielded a comparatively lower 20.22% annualized return.


CCJ

1D
5.61%
1M
-8.27%
YTD
18.71%
6M
29.77%
1Y
164.39%
3Y*
61.02%
5Y*
44.84%
10Y*
25.21%

DNN

1D
6.97%
1M
-15.55%
YTD
32.71%
6M
28.36%
1Y
171.54%
3Y*
47.95%
5Y*
24.50%
10Y*
20.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CCJ vs. DNN — Risk / Return Rank

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

CCJ
CCJ Risk / Return Rank: 9595
Overall Rank
CCJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CCJ Sortino Ratio Rank: 9595
Sortino Ratio Rank
CCJ Omega Ratio Rank: 9393
Omega Ratio Rank
CCJ Calmar Ratio Rank: 9696
Calmar Ratio Rank
CCJ Martin Ratio Rank: 9696
Martin Ratio Rank

DNN
DNN Risk / Return Rank: 9393
Overall Rank
DNN Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DNN Sortino Ratio Rank: 9393
Sortino Ratio Rank
DNN Omega Ratio Rank: 8989
Omega Ratio Rank
DNN Calmar Ratio Rank: 9595
Calmar Ratio Rank
DNN Martin Ratio Rank: 9595
Martin Ratio Rank
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.

CCJ vs. DNN - Risk-Adjusted Trends 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.


CCJDNNDifference

Sharpe ratio

Return per unit of total volatility

3.03

2.72

+0.31

Sortino ratio

Return per unit of downside risk

3.56

3.11

+0.45

Omega ratio

Gain probability vs. loss probability

1.44

1.37

+0.07

Calmar ratio

Return relative to maximum drawdown

6.23

5.61

+0.63

Martin ratio

Return relative to average drawdown

16.57

15.68

+0.89

CCJ vs. DNN - Sharpe Ratio Comparison

The current CCJ Sharpe Ratio is 3.03, which is comparable to the DNN Sharpe Ratio of 2.72. 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.


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Sharpe Ratios by Period


CCJDNNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

2.72

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.38

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.32

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.07

+0.31

Correlation

The correlation between CCJ and DNN is 0.59, 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.


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.


TTM20252024202320222021202020192018201720162015
CCJ
Cameco Corporation
0.16%0.19%0.22%0.20%0.39%0.29%0.46%0.67%0.53%4.33%3.82%3.24%
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 -87.53%, smaller than the maximum DNN drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for CCJ and DNN.


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Drawdown Indicators


CCJDNNDifference

Max Drawdown

Largest peak-to-trough decline

-87.53%

-98.96%

+11.43%

Max Drawdown (1Y)

Largest decline over 1 year

-25.69%

-29.50%

+3.81%

Max Drawdown (5Y)

Largest decline over 5 years

-40.01%

-55.66%

+15.65%

Max Drawdown (10Y)

Largest decline over 10 years

-57.22%

-75.90%

+18.68%

Current Drawdown

Current decline from peak

-19.00%

-81.69%

+62.69%

Average Drawdown

Average peak-to-trough decline

-46.29%

-85.10%

+38.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.67%

10.55%

-0.88%

Volatility

CCJ vs. DNN - Volatility Comparison

The current volatility for Cameco Corporation (CCJ) is 17.51%, while Denison Mines Corp (DNN) has a volatility of 20.08%. 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.


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Volatility by Period


CCJDNNDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.51%

20.08%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

41.70%

45.53%

-3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

54.64%

63.51%

-8.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.71%

64.41%

-14.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.28%

64.17%

-17.89%

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


0.00200.00M400.00M600.00M800.00M1.00B1.20BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.20B
1.22M
(CCJ) Total Revenue
(DNN) Total Revenue
Values in USD except per share items