PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CCJ vs. URA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CCJ and URA is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

CCJ vs. URA - Performance Comparison

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

-50.00%0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
87.40%
-59.91%
CCJ
URA

Key characteristics

Sharpe Ratio

CCJ:

0.18

URA:

-0.16

Sortino Ratio

CCJ:

0.56

URA:

0.01

Omega Ratio

CCJ:

1.07

URA:

1.00

Calmar Ratio

CCJ:

0.24

URA:

-0.08

Martin Ratio

CCJ:

0.54

URA:

-0.45

Ulcer Index

CCJ:

14.66%

URA:

13.08%

Daily Std Dev

CCJ:

44.25%

URA:

35.59%

Max Drawdown

CCJ:

-87.87%

URA:

-93.54%

Current Drawdown

CCJ:

-15.55%

URA:

-69.64%

Returns By Period

In the year-to-date period, CCJ achieves a 0.47% return, which is significantly lower than URA's 4.67% return. Over the past 10 years, CCJ has outperformed URA with an annualized return of 14.99%, while URA has yielded a comparatively lower 6.27% annualized return.


CCJ

YTD

0.47%

1M

-2.42%

6M

10.94%

1Y

10.09%

5Y*

42.79%

10Y*

14.99%

URA

YTD

4.67%

1M

3.56%

6M

2.09%

1Y

-6.39%

5Y*

24.87%

10Y*

6.27%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CCJ vs. URA — 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

URA
The Risk-Adjusted Performance Rank of URA is 66
Overall Rank
The Sharpe Ratio Rank of URA is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of URA is 66
Sortino Ratio Rank
The Omega Ratio Rank of URA is 66
Omega Ratio Rank
The Calmar Ratio Rank of URA is 55
Calmar Ratio Rank
The Martin Ratio Rank of URA is 55
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. URA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCJ) and Global X Uranium ETF (URA). 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-2.000.002.004.000.18-0.16
The chart of Sortino ratio for CCJ, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.560.01
The chart of Omega ratio for CCJ, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.00
The chart of Calmar ratio for CCJ, currently valued at 0.24, compared to the broader market0.002.004.006.000.24-0.08
The chart of Martin ratio for CCJ, currently valued at 0.54, compared to the broader market-10.000.0010.0020.000.54-0.45
CCJ
URA

The current CCJ Sharpe Ratio is 0.18, which is higher than the URA Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of CCJ and URA, 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 Ratio0.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.18
-0.16
CCJ
URA

Dividends

CCJ vs. URA - Dividend Comparison

CCJ's dividend yield for the trailing twelve months is around 0.22%, less than URA's 2.73% 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%
URA
Global X Uranium ETF
2.73%2.86%6.07%0.76%5.85%1.69%1.66%0.45%2.03%7.28%1.96%4.28%

Drawdowns

CCJ vs. URA - Drawdown Comparison

The maximum CCJ drawdown since its inception was -87.87%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for CCJ and URA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.55%
-69.64%
CCJ
URA

Volatility

CCJ vs. URA - Volatility Comparison

Cameco Corporation (CCJ) has a higher volatility of 10.83% compared to Global X Uranium ETF (URA) at 9.21%. This indicates that CCJ's price experiences larger fluctuations and is considered to be riskier than URA 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%
9.21%
CCJ
URA
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab