CCJ vs. IBKR
CCJ (Cameco Corporation) and IBKR (Interactive Brokers Group, Inc.) are both stocks. CCJ operates in Uranium (Energy), while IBKR operates in Capital Markets (Financial Services). Over the past 10 years, CCJ returned 25.74%/yr vs 26.54%/yr for IBKR. At a 0.32 correlation, their price movements are largely independent.
Performance
CCJ vs. IBKR - Performance Comparison
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Returns By Period
In the year-to-date period, CCJ achieves a 10.35% return, which is significantly lower than IBKR's 41.50% return. Both investments have delivered pretty close results over the past 10 years, with CCJ having a 25.74% annualized return and IBKR not far ahead at 26.54%.
CCJ
- 1D
- 2.01%
- 1M
- -10.27%
- YTD
- 10.35%
- 6M
- 10.35%
- 1Y
- 51.75%
- 3Y*
- 47.60%
- 5Y*
- 36.72%
- 10Y*
- 25.74%
IBKR
- 1D
- 2.23%
- 1M
- 2.97%
- YTD
- 41.50%
- 6M
- 41.85%
- 1Y
- 80.51%
- 3Y*
- 67.33%
- 5Y*
- 41.64%
- 10Y*
- 26.54%
CCJ vs. IBKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCJ Cameco Corporation | 10.35% | 78.38% | 19.47% | 90.49% | 4.35% | 63.19% | 51.47% | -21.08% | 23.58% | -8.20% |
IBKR Interactive Brokers Group, Inc. | 41.50% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 31.71% | -14.01% | -7.13% | 63.75% |
Correlation
The correlation between CCJ and IBKR is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 4, 2007 | 0.32 |
The correlation between CCJ and IBKR shifts across timeframes, from 0.32 (10 years) to 0.47 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
CCJ:
$43.98B
IBKR:
$40.72B
CCJ:
CA$1.49
IBKR:
$3.76
CCJ:
94.45
IBKR:
24.18
CCJ:
0.79
IBKR:
0.83
CCJ:
17.37
IBKR:
4.66
CCJ:
8.68
IBKR:
1.92
CCJ:
CA$3.54B
IBKR:
$8.69B
CCJ:
CA$1.04B
IBKR:
$7.75B
CCJ:
CA$996.66M
IBKR:
$7.07B
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Return for Risk
CCJ vs. IBKR — Risk / Return Rank
CCJ
IBKR
CCJ vs. IBKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCJ) and Interactive Brokers Group, Inc. (IBKR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CCJ | IBKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.33 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 4.20 | -2.37 |
| Martin ratioReturn relative to average drawdown | 4.43 | 10.65 | -6.23 |
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Drawdowns
CCJ vs. IBKR - Drawdown Comparison
The maximum CCJ drawdown since its inception was -87.53%, which is greater than IBKR's maximum drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for CCJ and IBKR.
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Drawdown Indicators
| CCJ | IBKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.53% | -63.66% | -23.87% |
Max Drawdown (1Y)Largest decline over 1 year | -29.13% | -18.70% | -10.43% |
Max Drawdown (3Y)Largest decline over 3 years | -40.01% | -38.66% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -40.01% | -38.66% | -1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -57.22% | -55.09% | -2.13% |
Current DrawdownCurrent decline from peak | -24.71% | 0.00% | -24.71% |
Average DrawdownAverage peak-to-trough decline | -46.07% | -24.85% | -21.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.99% | 7.35% | +4.64% |
Volatility
CCJ vs. IBKR - Volatility Comparison
Cameco Corporation (CCJ) has a higher volatility of 17.90% compared to Interactive Brokers Group, Inc. (IBKR) at 11.31%. This indicates that CCJ's price experiences larger fluctuations and is considered to be riskier than IBKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCJ | IBKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.90% | 11.31% | +6.59% |
Volatility (6M)Calculated over the trailing 6-month period | 39.91% | 27.82% | +12.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.17% | 37.67% | +17.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.01% | 34.50% | +15.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.75% | 33.37% | +13.38% |
Dividends
CCJ vs. IBKR - Dividend Comparison
CCJ's dividend yield for the trailing twelve months is around 0.17%, less than IBKR's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCJ Cameco Corporation | 0.17% | 0.19% | 0.22% | 0.20% | 0.39% | 0.29% | 0.46% | 0.67% | 0.53% | 4.33% | 3.82% | 3.24% |
IBKR Interactive Brokers Group, Inc. | 0.36% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
Financials
CCJ vs. IBKR - Financials Comparison
This section allows you to compare key financial metrics between Cameco Corporation and Interactive Brokers Group, 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
Frequently Asked Questions
CCJ and IBKR have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCJ has higher volatility (17.90%) compared to IBKR (11.31%). In terms of maximum drawdown, CCJ dropped -87.53% vs IBKR's -63.66%.
IBKR currently has the higher Sharpe Ratio (2.08 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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