PortfoliosLab logoPortfoliosLab logo
CCJ vs. QS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CCJ vs. QS - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CCJ achieves a 10.35% return, which is significantly higher than QS's -31.96% 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%

QS

1D
-1.94%
1M
-18.13%
YTD
-31.96%
6M
-39.92%
1Y
57.91%
3Y*
-1.86%
5Y*
-23.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCJ vs. QS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CCJ
Cameco Corporation
10.35%78.38%19.47%90.49%4.35%63.19%29.25%
QS
QuantumScape Corporation
-31.96%100.77%-25.32%22.57%-74.45%-73.72%757.36%

Correlation

The correlation between CCJ and QS is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.34

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

0.36

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2020

0.33

The correlation between CCJ and QS shifts across timeframes, from 0.33 (all time) to 0.48 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CCJ:

$43.98B

QS:

$4.33B

EPS

CCJ:

CA$1.49

QS:

-$0.72

PB Ratio

CCJ:

8.68

QS:

3.90

Total Revenue (TTM)

CCJ:

CA$3.54B

QS:

$0.00

Gross Profit (TTM)

CCJ:

CA$1.04B

QS:

-$49.03M

EBITDA (TTM)

CCJ:

CA$996.66M

QS:

-$378.92M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CCJ vs. QS — 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

QS
QS Risk / Return Rank: 6363
Overall Rank
QS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QS Sortino Ratio Rank: 7070
Sortino Ratio Rank
QS Omega Ratio Rank: 6767
Omega Ratio Rank
QS Calmar Ratio Rank: 6161
Calmar Ratio Rank
QS Martin Ratio Rank: 5757
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. QS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCJ) and QuantumScape Corporation (QS). 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.


CCJQSDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratioReturn relative to maximum drawdown

1.83

0.86

+0.97

Martin ratioReturn relative to average drawdown

4.43

1.33

+3.10

CCJ vs. QS - Sharpe Ratio Comparison

The current CCJ Sharpe Ratio is 0.96, which is higher than the QS Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of CCJ and QS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CCJ vs. QS - Drawdown Comparison

The maximum CCJ drawdown since its inception was -87.53%, smaller than the maximum QS drawdown of -97.36%. Use the drawdown chart below to compare losses from any high point for CCJ and QS.


Loading charts...

Drawdown Indicators


CCJQSDifference

Max Drawdown

Largest peak-to-trough decline

-87.53%

-97.36%

+9.83%

Max Drawdown (1Y)

Largest decline over 1 year

-29.13%

-67.68%

+38.55%

Max Drawdown (3Y)

Largest decline over 3 years

-40.01%

-73.93%

+33.92%

Max Drawdown (5Y)

Largest decline over 5 years

-40.01%

-91.45%

+51.44%

Max Drawdown (10Y)

Largest decline over 10 years

-57.22%

Current Drawdown

Current decline from peak

-24.71%

-94.62%

+69.91%

Average Drawdown

Average peak-to-trough decline

-46.07%

-85.52%

+39.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.99%

43.64%

-31.65%

Volatility

CCJ vs. QS - Volatility Comparison

The current volatility for Cameco Corporation (CCJ) is 17.90%, while QuantumScape Corporation (QS) has a volatility of 25.60%. This indicates that CCJ experiences smaller price fluctuations and is considered to be less risky than QS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CCJQSDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.90%

25.60%

-7.70%

Volatility (6M)

Calculated over the trailing 6-month period

39.91%

48.92%

-9.01%

Volatility (1Y)

Calculated over the trailing 1-year period

55.17%

103.22%

-48.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.01%

85.76%

-35.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.75%

105.87%

-59.12%

Dividends

CCJ vs. QS - Dividend Comparison

CCJ's dividend yield for the trailing twelve months is around 0.17%, while QS 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%
QS
QuantumScape Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

CCJ vs. QS - Financials Comparison

This section allows you to compare key financial metrics between Cameco Corporation and QuantumScape Corporation. 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
847.55M
0
(CCJ) Total Revenue
(QS) Total Revenue
Please note, different currencies. CCJ values in CAD, QS values in USD

Frequently Asked Questions


CCJ and QS have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QS has higher volatility (25.60%) compared to CCJ (17.90%). In terms of maximum drawdown, CCJ dropped -87.53% vs QS's -97.36%.

CCJ currently has the higher Sharpe Ratio (0.96 vs 0.56), 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.

Portfolio Optimizer

Find the right allocation for CCJ and QS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer