CCJ vs. VGT
CCJ (Cameco Corporation) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, CCJ returned 25.74%/yr vs 25.19%/yr for VGT. At a 0.42 correlation, their price movements are largely independent.
Performance
CCJ vs. VGT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CCJ achieves a 10.35% return, which is significantly lower than VGT's 24.03% return. Both investments have delivered pretty close results over the past 10 years, with CCJ having a 25.74% annualized return and VGT not far behind at 25.19%.
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%
VGT
- 1D
- 0.58%
- 1M
- 2.90%
- YTD
- 24.03%
- 6M
- 24.13%
- 1Y
- 47.99%
- 3Y*
- 29.84%
- 5Y*
- 20.35%
- 10Y*
- 25.19%
CCJ vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCJ Cameco Corporation | 10.35% | 78.38% | 19.47% | 90.49% | 4.35% | 63.19% | 51.47% | -21.08% | 23.58% | -8.20% |
VGT Vanguard Information Technology ETF | 24.03% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between CCJ and VGT is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.42 |
The correlation between CCJ and VGT shifts across timeframes, from 0.39 (10 years) to 0.54 (1 year), reflecting how their relationship changes across market environments.
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. VGT — Risk / Return Rank
CCJ
VGT
CCJ vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCJ) and Vanguard Information Technology ETF (VGT). 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 | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.36 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.94 | -1.11 |
| Martin ratioReturn relative to average drawdown | 4.43 | 9.11 | -4.68 |
Loading charts...
Drawdowns
CCJ vs. VGT - Drawdown Comparison
The maximum CCJ drawdown since its inception was -87.53%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for CCJ and VGT.
Loading charts...
Drawdown Indicators
| CCJ | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.53% | -54.63% | -32.90% |
Max Drawdown (1Y)Largest decline over 1 year | -29.13% | -16.40% | -12.73% |
Max Drawdown (3Y)Largest decline over 3 years | -40.01% | -27.23% | -12.78% |
Max Drawdown (5Y)Largest decline over 5 years | -40.01% | -35.07% | -4.94% |
Max Drawdown (10Y)Largest decline over 10 years | -57.22% | -35.07% | -22.15% |
Current DrawdownCurrent decline from peak | -24.71% | -7.18% | -17.53% |
Average DrawdownAverage peak-to-trough decline | -46.07% | -7.95% | -38.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.99% | 5.28% | +6.71% |
Volatility
CCJ vs. VGT - Volatility Comparison
Cameco Corporation (CCJ) has a higher volatility of 17.90% compared to Vanguard Information Technology ETF (VGT) at 10.00%. This indicates that CCJ's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CCJ | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.90% | 10.00% | +7.90% |
Volatility (6M)Calculated over the trailing 6-month period | 39.91% | 18.00% | +21.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.17% | 22.00% | +33.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.01% | 25.40% | +24.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.75% | 24.72% | +22.03% |
Dividends
CCJ vs. VGT - Dividend Comparison
CCJ's dividend yield for the trailing twelve months is around 0.17%, less than VGT's 0.33% yield.
| 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% |
VGT Vanguard Information Technology ETF | 0.33% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
CCJ and VGT have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCJ has higher volatility (17.90%) compared to VGT (10.00%). In terms of maximum drawdown, CCJ dropped -87.53% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (2.19 vs 0.96), 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.
Find the right allocation for CCJ and VGT
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