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CCJ vs. REMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CCJ and REMX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

CCJ vs. REMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cameco Corporation (CCJ) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
103.76%
-71.86%
CCJ
REMX

Key characteristics

Sharpe Ratio

CCJ:

0.18

REMX:

-0.37

Sortino Ratio

CCJ:

0.56

REMX:

-0.32

Omega Ratio

CCJ:

1.07

REMX:

0.97

Calmar Ratio

CCJ:

0.24

REMX:

-0.16

Martin Ratio

CCJ:

0.54

REMX:

-0.68

Ulcer Index

CCJ:

14.66%

REMX:

19.50%

Daily Std Dev

CCJ:

44.25%

REMX:

35.93%

Max Drawdown

CCJ:

-87.87%

REMX:

-90.21%

Current Drawdown

CCJ:

-15.55%

REMX:

-80.74%

Returns By Period

In the year-to-date period, CCJ achieves a 0.47% return, which is significantly lower than REMX's 9.82% return. Over the past 10 years, CCJ has outperformed REMX with an annualized return of 14.99%, while REMX has yielded a comparatively lower -1.83% annualized return.


CCJ

YTD

0.47%

1M

-2.42%

6M

10.94%

1Y

10.09%

5Y*

42.79%

10Y*

14.99%

REMX

YTD

9.82%

1M

8.22%

6M

2.22%

1Y

-13.38%

5Y*

2.18%

10Y*

-1.83%

*Annualized

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Risk-Adjusted Performance

CCJ vs. REMX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCJ
The Risk-Adjusted Performance Rank of CCJ is 5151
Overall Rank
The Sharpe Ratio Rank of CCJ is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of CCJ is 4747
Sortino Ratio Rank
The Omega Ratio Rank of CCJ is 4646
Omega Ratio Rank
The Calmar Ratio Rank of CCJ is 5757
Calmar Ratio Rank
The Martin Ratio Rank of CCJ is 5252
Martin Ratio Rank

REMX
The Risk-Adjusted Performance Rank of REMX is 44
Overall Rank
The Sharpe Ratio Rank of REMX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of REMX is 44
Sortino Ratio Rank
The Omega Ratio Rank of REMX is 44
Omega Ratio Rank
The Calmar Ratio Rank of REMX is 44
Calmar Ratio Rank
The Martin Ratio Rank of REMX is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CCJ vs. REMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCJ) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). 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 0.18, compared to the broader market-2.000.002.004.000.18-0.37
The chart of Sortino ratio for CCJ, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.56-0.32
The chart of Omega ratio for CCJ, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.97
The chart of Calmar ratio for CCJ, currently valued at 0.24, compared to the broader market0.002.004.006.000.24-0.16
The chart of Martin ratio for CCJ, currently valued at 0.54, compared to the broader market-10.000.0010.0020.0030.000.54-0.68
CCJ
REMX

The current CCJ Sharpe Ratio is 0.18, which is higher than the REMX Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of CCJ and REMX, 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-1.50-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.18
-0.37
CCJ
REMX

Dividends

CCJ vs. REMX - Dividend Comparison

CCJ's dividend yield for the trailing twelve months is around 0.22%, less than REMX's 2.33% yield.


TTM20242023202220212020201920182017201620152014
CCJ
Cameco Corporation
0.22%0.22%0.20%0.39%0.29%0.46%0.67%0.53%3.36%2.88%2.50%2.19%
REMX
VanEck Vectors Rare Earth/Strategic Metals ETF
2.33%2.56%0.00%1.56%5.25%0.81%1.60%12.43%2.89%2.23%4.77%1.53%

Drawdowns

CCJ vs. REMX - Drawdown Comparison

The maximum CCJ drawdown since its inception was -87.87%, roughly equal to the maximum REMX drawdown of -90.21%. Use the drawdown chart below to compare losses from any high point for CCJ and REMX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.55%
-80.74%
CCJ
REMX

Volatility

CCJ vs. REMX - Volatility Comparison

Cameco Corporation (CCJ) has a higher volatility of 10.83% compared to VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) at 6.78%. This indicates that CCJ's price experiences larger fluctuations and is considered to be riskier than REMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.83%
6.78%
CCJ
REMX
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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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