CCJ vs. QS
CCJ (Cameco Corporation) and QS (QuantumScape Corporation) are both stocks. CCJ operates in Uranium (Energy), while QS operates in Auto Parts (Consumer Cyclical). Over the past 5 years, CCJ returned 36.72%/yr vs -23.97%/yr for QS. At a 0.33 correlation, their price movements are largely independent.
Performance
CCJ vs. QS - Performance Comparison
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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*
- —
CCJ vs. QS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
CCJ:
$43.98B
QS:
$4.33B
CCJ:
CA$1.49
QS:
-$0.72
CCJ:
8.68
QS:
3.90
CCJ:
CA$3.54B
QS:
$0.00
CCJ:
CA$1.04B
QS:
-$49.03M
CCJ:
CA$996.66M
QS:
-$378.92M
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Return for Risk
CCJ vs. QS — Risk / Return Rank
CCJ
QS
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.
| CCJ | QS | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| CCJ | QS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -24.71% | -94.62% | +69.91% |
Average DrawdownAverage peak-to-trough decline | -46.07% | -85.52% | +39.45% |
Ulcer IndexDepth 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.
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Volatility by Period
| CCJ | QS | Difference | |
|---|---|---|---|
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.
| 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% |
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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