CCJ vs. FCX
Compare and contrast key facts about Cameco Corporation (CCJ) and Freeport-McMoRan Inc. (FCX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CCJ or FCX.
Performance
CCJ vs. FCX - Performance Comparison
Returns By Period
In the year-to-date period, CCJ achieves a 24.34% return, which is significantly higher than FCX's 1.57% return. Over the past 10 years, CCJ has outperformed FCX with an annualized return of 11.86%, while FCX has yielded a comparatively lower 5.27% annualized return.
CCJ
24.34%
-7.64%
1.02%
20.39%
42.36%
11.86%
FCX
1.57%
-11.37%
-20.79%
20.11%
32.04%
5.27%
Fundamentals
| CCJ | FCX | |
|---|---|---|
| Market Cap | $23.68B | $64.52B |
| EPS | $0.20 | $1.34 |
| PE Ratio | 272.05 | 32.54 |
| PEG Ratio | 3.33 | 0.20 |
| Total Revenue (TTM) | $2.08B | $25.42B |
| Gross Profit (TTM) | $422.03M | $7.88B |
| EBITDA (TTM) | $398.87M | $9.53B |
Key characteristics
| CCJ | FCX | |
|---|---|---|
| Sharpe Ratio | 0.56 | 0.56 |
| Sortino Ratio | 1.05 | 1.03 |
| Omega Ratio | 1.13 | 1.12 |
| Calmar Ratio | 0.73 | 0.68 |
| Martin Ratio | 1.74 | 1.68 |
| Ulcer Index | 14.03% | 11.98% |
| Daily Std Dev | 43.70% | 36.16% |
| Max Drawdown | -87.87% | -92.46% |
| Current Drawdown | -7.64% | -21.70% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between CCJ and FCX is 0.43, 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. FCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCJ) and Freeport-McMoRan Inc. (FCX). 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.
Dividends
CCJ vs. FCX - Dividend Comparison
CCJ's dividend yield for the trailing twelve months is around 0.16%, less than FCX's 1.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FCX Freeport-McMoRan Inc. | 1.41% | 1.41% | 1.58% | 0.54% | 0.19% | 1.52% | 1.45% | 0.00% | 0.00% | 8.48% | 5.36% | 6.80% |
Drawdowns
CCJ vs. FCX - Drawdown Comparison
The maximum CCJ drawdown since its inception was -87.87%, roughly equal to the maximum FCX drawdown of -92.46%. Use the drawdown chart below to compare losses from any high point for CCJ and FCX. For additional features, visit the drawdowns tool.
Volatility
CCJ vs. FCX - Volatility Comparison
Cameco Corporation (CCJ) has a higher volatility of 10.77% compared to Freeport-McMoRan Inc. (FCX) at 8.68%. This indicates that CCJ's price experiences larger fluctuations and is considered to be riskier than FCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CCJ vs. FCX - Financials Comparison
This section allows you to compare key financial metrics between Cameco Corporation and Freeport-McMoRan Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities