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CCJ vs. IGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CCJ vs. IGV

Last updated Jun 13, 2026

CCJ (Cameco Corporation) is a stock, while IGV (iShares Expanded Tech-Software Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Software Index. Over the past 10 years, CCJ returned 25.74%/yr vs 15.87%/yr for IGV. At a 0.36 correlation, their price movements are largely independent.

Performance

CCJ vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cameco Corporation (CCJ) and iShares Expanded Tech-Software Sector ETF (IGV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CCJ achieves a 10.35% return, which is significantly higher than IGV's -14.18% return. Over the past 10 years, CCJ has outperformed IGV with an annualized return of 25.74%, while IGV has yielded a comparatively lower 15.87% annualized return.

CCJ

1D
2.01%
1M
-12.51%
YTD
10.35%
6M
10.35%
1Y
52.94%
3Y*
47.60%
5Y*
36.72%
10Y*
25.74%

IGV

1D
-0.24%
1M
2.37%
YTD
-14.18%
6M
-16.00%
1Y
-15.27%
3Y*
10.04%
5Y*
3.91%
10Y*
15.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCJ vs. IGV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CCJ
Cameco Corporation		10.35%78.38%19.47%90.49%4.35%63.19%51.47%-21.08%23.58%-8.20%
IGV
iShares Expanded Tech-Software Sector ETF		-14.18%5.56%23.41%58.56%-35.65%12.30%52.86%34.33%12.44%42.16%

Correlation

The correlation between CCJ and IGV is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2001

0.36

The correlation between CCJ and IGV shifts across timeframes, from 0.27 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.

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Cameco Corporation

iShares Expanded Tech-Software Sector ETF

Often compared with CCJ:
CCJ vs. UECCCJ vs. URACCJ vs. LEUCCJ vs. UUUUCCJ vs. DNNCCJ vs. NXECCJ vs. FCX
Often compared with IGV:
IGV vs. QQQIGV vs. XSWIGV vs. SOXXIGV vs. VGTIGV vs. XLKIGV vs. SMHXIGV vs. VOO

Return for Risk

CCJ vs. IGV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CCJ
CCJ Risk / Return Rank: 7272
Overall Rank
CCJ Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CCJ Sortino Ratio Rank: 7171
Sortino Ratio Rank
CCJ Omega Ratio Rank: 6969
Omega Ratio Rank
CCJ Calmar Ratio Rank: 7575
Calmar Ratio Rank
CCJ Martin Ratio Rank: 7575
Martin Ratio Rank
IGV
IGV Risk / Return Rank: 55
Overall Rank
IGV Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 55
Sortino Ratio Rank
IGV Omega Ratio Rank: 55
Omega Ratio Rank
IGV Calmar Ratio Rank: 66
Calmar Ratio Rank
IGV Martin Ratio Rank: 66
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. IGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCJ) and iShares Expanded Tech-Software Sector ETF (IGV). 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.

CCJIGVDifference
Sharpe ratioReturn per unit of total volatility
0.96
-0.55

+1.51

Sortino ratioReturn per unit of downside risk
1.68
-0.61

+2.29

Omega ratioGain probability vs. loss probability

1.20

0.93

+0.27

Calmar ratioReturn relative to maximum drawdown

1.83

-0.42

+2.24

Martin ratioReturn relative to average drawdown

4.43

-0.87

+5.30

CCJ vs. IGV - Sharpe Ratio Comparison

The current CCJ Sharpe Ratio is 0.96, which is higher than the IGV Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of CCJ and IGV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CCJ vs. IGV - Drawdown Comparison

The maximum CCJ drawdown since its inception was -87.53%, which is greater than IGV's maximum drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for CCJ and IGV.

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Drawdown Indicators

CCJIGVDifference

Max Drawdown

Largest peak-to-trough decline

-87.53%

-63.45%

-24.08%

Max Drawdown (1Y)

Largest decline over 1 year

-29.13%

-36.61%

+7.48%

Max Drawdown (3Y)

Largest decline over 3 years

-40.01%

-36.61%

-3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-40.01%

-45.85%

+5.84%

Max Drawdown (10Y)

Largest decline over 10 years

-57.22%

-45.85%

-11.37%

Current Drawdown

Current decline from peak

-24.71%

-23.00%

-1.71%

Average Drawdown

Average peak-to-trough decline

-46.07%

-14.45%

-31.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.99%

17.55%

-5.56%

Volatility

CCJ vs. IGV - Volatility Comparison

Cameco Corporation (CCJ) has a higher volatility of 17.90% compared to iShares Expanded Tech-Software Sector ETF (IGV) at 12.57%. This indicates that CCJ's price experiences larger fluctuations and is considered to be riskier than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CCJIGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.90%

12.57%

+5.33%

Volatility (6M)

Calculated over the trailing 6-month period

39.91%

24.80%

+15.11%

Volatility (1Y)

Calculated over the trailing 1-year period

55.17%

28.06%

+27.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.01%

27.92%

+22.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.75%

26.39%

+20.36%

Dividends

CCJ vs. IGV - Dividend Comparison

CCJ's dividend yield for the trailing twelve months is around 0.17%, while IGV has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
IGV
iShares Expanded Tech-Software Sector ETF		0.00%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%

Frequently Asked Questions

CCJ and IGV have a correlation of 0.27, 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 IGV (12.57%). In terms of maximum drawdown, CCJ dropped -87.53% vs IGV's -63.45%.

CCJ currently has the higher Sharpe Ratio (0.96 vs -0.55), 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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