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CCO.TO vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CCO.TOAMZN
YTD Return30.65%39.19%
1Y Return26.48%47.68%
3Y Return (Ann)30.51%6.07%
5Y Return (Ann)43.52%19.50%
10Y Return (Ann)14.44%29.40%
Sharpe Ratio0.561.67
Sortino Ratio1.052.33
Omega Ratio1.131.30
Calmar Ratio0.701.92
Martin Ratio1.717.67
Ulcer Index13.95%5.87%
Daily Std Dev42.47%26.92%
Max Drawdown-83.92%-94.40%
Current Drawdown-6.85%-1.22%

Fundamentals


CCO.TOAMZN
Market CapCA$33.02B$2.20T
EPSCA$0.27$4.72
PE Ratio281.0044.26
PEG Ratio1.941.73
Total Revenue (TTM)CA$2.80B$620.13B
Gross Profit (TTM)CA$593.42M$300.18B
EBITDA (TTM)CA$427.12M$111.68B

Correlation

-0.50.00.51.00.2

The correlation between CCO.TO and AMZN is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

CCO.TO vs. AMZN - Performance Comparison

In the year-to-date period, CCO.TO achieves a 30.65% return, which is significantly lower than AMZN's 39.19% return. Over the past 10 years, CCO.TO has underperformed AMZN with an annualized return of 14.44%, while AMZN has yielded a comparatively higher 29.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
6.56%
15.17%
CCO.TO
AMZN

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Risk-Adjusted Performance

CCO.TO vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCO.TO) and Amazon.com, Inc. (AMZN). 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.


CCO.TO
Sharpe ratio
The chart of Sharpe ratio for CCO.TO, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.43
Sortino ratio
The chart of Sortino ratio for CCO.TO, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.006.000.89
Omega ratio
The chart of Omega ratio for CCO.TO, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for CCO.TO, currently valued at 0.56, compared to the broader market0.002.004.006.000.56
Martin ratio
The chart of Martin ratio for CCO.TO, currently valued at 1.32, compared to the broader market0.0010.0020.0030.001.32
AMZN
Sharpe ratio
The chart of Sharpe ratio for AMZN, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.76
Sortino ratio
The chart of Sortino ratio for AMZN, currently valued at 2.43, compared to the broader market-4.00-2.000.002.004.006.002.43
Omega ratio
The chart of Omega ratio for AMZN, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for AMZN, currently valued at 2.08, compared to the broader market0.002.004.006.002.08
Martin ratio
The chart of Martin ratio for AMZN, currently valued at 7.98, compared to the broader market0.0010.0020.0030.007.98

CCO.TO vs. AMZN - Sharpe Ratio Comparison

The current CCO.TO Sharpe Ratio is 0.56, which is lower than the AMZN Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of CCO.TO and AMZN, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.43
1.76
CCO.TO
AMZN

Dividends

CCO.TO vs. AMZN - Dividend Comparison

CCO.TO's dividend yield for the trailing twelve months is around 0.12%, while AMZN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CCO.TO
Cameco Corporation
0.12%0.16%0.29%0.22%0.35%1.21%0.39%2.76%2.28%1.82%1.84%1.72%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CCO.TO vs. AMZN - Drawdown Comparison

The maximum CCO.TO drawdown since its inception was -83.92%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for CCO.TO and AMZN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.56%
-1.22%
CCO.TO
AMZN

Volatility

CCO.TO vs. AMZN - Volatility Comparison

Cameco Corporation (CCO.TO) has a higher volatility of 10.75% compared to Amazon.com, Inc. (AMZN) at 9.30%. This indicates that CCO.TO's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.75%
9.30%
CCO.TO
AMZN

Financials

CCO.TO vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Cameco Corporation and Amazon.com, Inc.. 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



Please note, different currencies. CCO.TO values in CAD, AMZN values in USD