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CCJ vs. MTA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CCJ and MTA is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

CCJ vs. MTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cameco Corporation (CCJ) and Metalla Royalty & Streaming Ltd. (MTA). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
1.52%
-13.22%
CCJ
MTA

Key characteristics

Sharpe Ratio

CCJ:

0.47

MTA:

-0.41

Sortino Ratio

CCJ:

0.96

MTA:

-0.31

Omega Ratio

CCJ:

1.12

MTA:

0.97

Calmar Ratio

CCJ:

0.63

MTA:

-0.26

Martin Ratio

CCJ:

1.50

MTA:

-1.44

Ulcer Index

CCJ:

14.08%

MTA:

14.95%

Daily Std Dev

CCJ:

44.52%

MTA:

51.79%

Max Drawdown

CCJ:

-87.87%

MTA:

-81.73%

Current Drawdown

CCJ:

-13.46%

MTA:

-80.43%

Fundamentals

Market Cap

CCJ:

$23.28B

MTA:

$290.74M

EPS

CCJ:

$0.18

MTA:

-$0.11

Total Revenue (TTM)

CCJ:

$2.80B

MTA:

$5.05M

Gross Profit (TTM)

CCJ:

$592.87M

MTA:

$2.50M

Returns By Period

In the year-to-date period, CCJ achieves a 23.00% return, which is significantly higher than MTA's -16.88% return.


CCJ

YTD

23.00%

1M

-7.74%

6M

1.52%

1Y

24.24%

5Y*

44.28%

10Y*

13.91%

MTA

YTD

-16.88%

1M

-17.15%

6M

-13.22%

1Y

-16.34%

5Y*

-12.85%

10Y*

N/A

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Risk-Adjusted Performance

CCJ vs. MTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCJ) and Metalla Royalty & Streaming Ltd. (MTA). 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.


Sharpe ratio
The chart of Sharpe ratio for CCJ, currently valued at 0.47, compared to the broader market-4.00-2.000.002.000.47-0.41
The chart of Sortino ratio for CCJ, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.96-0.31
The chart of Omega ratio for CCJ, currently valued at 1.12, compared to the broader market0.501.001.502.001.120.97
The chart of Calmar ratio for CCJ, currently valued at 0.63, compared to the broader market0.002.004.006.000.63-0.26
The chart of Martin ratio for CCJ, currently valued at 1.50, compared to the broader market0.0010.0020.001.50-1.44
CCJ
MTA

The current CCJ Sharpe Ratio is 0.47, which is higher than the MTA Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of CCJ and MTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.47
-0.41
CCJ
MTA

Dividends

CCJ vs. MTA - Dividend Comparison

CCJ's dividend yield for the trailing twelve months is around 0.22%, while MTA has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CCJ
Cameco Corporation
0.22%0.20%0.39%0.29%0.46%0.67%0.53%3.36%2.88%2.50%2.19%1.85%
MTA
Metalla Royalty & Streaming Ltd.
0.00%0.73%0.00%0.00%0.10%0.79%2.13%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CCJ vs. MTA - Drawdown Comparison

The maximum CCJ drawdown since its inception was -87.87%, which is greater than MTA's maximum drawdown of -81.73%. Use the drawdown chart below to compare losses from any high point for CCJ and MTA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.46%
-80.43%
CCJ
MTA

Volatility

CCJ vs. MTA - Volatility Comparison

Cameco Corporation (CCJ) has a higher volatility of 12.08% compared to Metalla Royalty & Streaming Ltd. (MTA) at 11.10%. This indicates that CCJ's price experiences larger fluctuations and is considered to be riskier than MTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.08%
11.10%
CCJ
MTA

Financials

CCJ vs. MTA - Financials Comparison

This section allows you to compare key financial metrics between Cameco Corporation and Metalla Royalty & Streaming Ltd.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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