CCJ vs. LLY
CCJ (Cameco Corporation) and LLY (Eli Lilly and Company) are both stocks. CCJ operates in Uranium (Energy), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, CCJ returned 25.91%/yr vs 32.12%/yr for LLY. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
CCJ vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, CCJ achieves a -5.59% return, which is significantly lower than LLY's 7.26% return. Over the past 10 years, CCJ has underperformed LLY with an annualized return of 25.91%, while LLY has yielded a comparatively higher 32.12% annualized return.
CCJ
- 1D
- -2.10%
- 1M
- -11.31%
- 6M
- -29.99%
- YTD
- -5.59%
- 1Y
- 15.51%
- 3Y*
- 36.00%
- 5Y*
- 37.49%
- 10Y*
- 25.91%
- ALL TIME*
- 9.28%
LLY
- 1D
- -0.53%
- 1M
- -3.60%
- 6M
- 11.14%
- YTD
- 7.26%
- 1Y
- 56.33%
- 3Y*
- 37.33%
- 5Y*
- 37.67%
- 10Y*
- 32.12%
- ALL TIME*
- 16.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $353.80M | $350.26M | $354.16M | |
| $2.62B | $2.84B | $3.35B |
CCJ vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCJ Cameco Corporation | -5.59% | 78.38% | 19.47% | 90.49% | 4.35% | 63.19% | 51.47% | -21.08% | 23.58% | -8.20% |
LLY Eli Lilly and Company | 7.26% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between CCJ and LLY is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 1996 | 0.15 |
The correlation between CCJ and LLY shifts across timeframes, from -0.05 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CCJ:
$37.62B
LLY:
$1.08T
CCJ:
CA$1.49
LLY:
$28.16
CCJ:
81.00
LLY:
40.80
CCJ:
0.68
LLY:
0.82
CCJ:
14.89
LLY:
14.27
CCJ:
7.44
LLY:
32.99
CCJ:
CA$3.54B
LLY:
$72.25B
CCJ:
CA$1.04B
LLY:
$59.75B
CCJ:
CA$996.66M
LLY:
$32.97B
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Return for Risk
CCJ vs. LLY — Risk / Return Rank
CCJ
LLY
CCJ vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCJ) and Eli Lilly and Company (LLY). 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 | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.28 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 2.44 | -2.02 |
| Martin ratioReturn relative to average drawdown | 0.98 | 6.60 | -5.63 |
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Drawdowns
CCJ vs. LLY - Drawdown Comparison
The maximum CCJ drawdown since its inception was -87.53%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for CCJ and LLY.
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Drawdown Indicators
| CCJ | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.53% | -68.24% | -19.29% |
Max Drawdown (1Y)Largest decline over 1 year | -36.93% | -23.18% | -13.75% |
Max Drawdown (3Y)Largest decline over 3 years | -40.01% | -34.48% | -5.53% |
Max Drawdown (5Y)Largest decline over 5 years | -40.01% | -34.48% | -5.53% |
Max Drawdown (10Y)Largest decline over 10 years | -57.22% | -34.48% | -22.74% |
Current DrawdownCurrent decline from peak | -35.58% | -7.02% | -28.56% |
Average DrawdownAverage peak-to-trough decline | -46.00% | -19.17% | -26.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.91% | 8.56% | +7.35% |
Volatility
CCJ vs. LLY - Volatility Comparison
Cameco Corporation (CCJ) has a higher volatility of 11.91% compared to Eli Lilly and Company (LLY) at 8.88%. This indicates that CCJ's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCJ | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.91% | 8.88% | +3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 39.28% | 27.69% | +11.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.93% | 38.37% | +17.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.93% | 32.64% | +17.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.76% | 30.37% | +16.39% |
Dividends
CCJ vs. LLY - Dividend Comparison
CCJ's dividend yield for the trailing twelve months is around 0.20%, less than LLY's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCJ Cameco Corporation | 0.20% | 0.19% | 0.22% | 0.20% | 0.39% | 0.29% | 0.46% | 0.67% | 0.53% | 4.33% | 3.82% | 3.24% |
LLY Eli Lilly and Company | 0.56% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
CCJ vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Cameco Corporation and Eli Lilly and Company. 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
CCJ vs. LLY - Profitability Comparison
CCJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Cameco Corporation reported a gross profit of 291.00M and revenue of 847.55M. Therefore, the gross margin over that period was 34.3%.
LLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Eli Lilly and Company reported a gross profit of 15.64B and revenue of 19.80B. Therefore, the gross margin over that period was 79.0%.
CCJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Cameco Corporation reported an operating income of 154.28M and revenue of 847.55M, resulting in an operating margin of 18.2%.
LLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Eli Lilly and Company reported an operating income of 9.19B and revenue of 19.80B, resulting in an operating margin of 46.4%.
CCJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Cameco Corporation reported a net income of 131.09M and revenue of 847.55M, resulting in a net margin of 15.5%.
LLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Eli Lilly and Company reported a net income of 7.40B and revenue of 19.80B, resulting in a net margin of 37.4%.
Frequently Asked Questions
CCJ and LLY have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCJ has higher volatility (11.91%) compared to LLY (8.88%). In terms of maximum drawdown, CCJ dropped -87.53% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.48 vs 0.28), 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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