CCO.TO vs. BWXT

Last updated Apr 1, 2026

Compare and contrast key facts about Cameco Corporation (CCO.TO) and BWX Technologies, Inc. (BWXT).

Performance

CCO.TO vs. BWXT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Cameco Corporation (CCO.TO) and BWX Technologies, Inc. (BWXT). The values are adjusted to include any dividend payments, if applicable.

CCO.TO vs. BWXT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCO.TO Cameco Corporation	20.37%	70.37%	29.62%	86.52%	11.71%	62.18%	48.65%	-24.97%	34.00%	-14.67%
BWXT BWX Technologies, Inc.	20.08%	49.20%	59.11%	30.92%	32.09%	-20.13%	-3.21%	56.39%	-30.69%	43.81%

Different Trading Currencies

CCO.TO is traded in CAD, while BWXT is traded in USD. To make them comparable, the BWXT values have been converted to CAD using the latest available exchange rates.

Fundamentals

Market Cap CCO.TO : CA$65.88B BWXT : $18.78B
EPS CCO.TO : CA$1.35 BWXT : $3.59
PE Ratio CCO.TO : 111.74 BWXT : 56.90
PEG Ratio CCO.TO : 0.93 BWXT : 15.04
PS Ratio CCO.TO : 18.92 BWXT : 5.87
PB Ratio CCO.TO : 9.54 BWXT : 15.23
Total Revenue (TTM) CCO.TO : CA$3.48B BWXT : $3.20B
Gross Profit (TTM) CCO.TO : CA$1.17B BWXT : $1.58B
EBITDA (TTM) CCO.TO : CA$842.73M BWXT : $404.46M

Returns By Period

The year-to-date returns for both stocks are quite close, with CCO.TO having a 20.37% return and BWXT slightly lower at 20.08%. Over the past 10 years, CCO.TO has outperformed BWXT with an annualized return of 25.85%, while BWXT has yielded a comparatively lower 21.95% annualized return.

CCO.TO

• 1D: 5.68%
• 1M: -6.26%
• YTD: 20.37%
• 6M: 29.77%
• 1Y: 155.86%
• 3Y*: 62.61%
• 5Y*: 47.94%
• 10Y*: 25.85%

BWXT

• 1D: 6.61%
• 1M: 1.38%
• YTD: 20.08%
• 6M: 11.12%
• 1Y: 101.69%
• 3Y*: 50.85%
• 5Y*: 29.17%
• 10Y*: 21.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CCO.TO vs. BWXT — Risk / Return Rank

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

CCO.TO

CCO.TO Risk / Return Rank: 95
CCO.TO Sharpe Ratio Rank: 96
CCO.TO Sortino Ratio Rank: 95
CCO.TO Omega Ratio Rank: 92
CCO.TO Calmar Ratio Rank: 96
CCO.TO Martin Ratio Rank: 95

BWXT

BWXT Risk / Return Rank: 93
BWXT Sharpe Ratio Rank: 94
BWXT Sortino Ratio Rank: 91
BWXT Omega Ratio Rank: 92
BWXT Calmar Ratio Rank: 94
BWXT Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCO.TO vs. BWXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCO.TO) and BWX Technologies, Inc. (BWXT). 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	BWXT	Difference
Sharpe ratio Return per unit of total volatility	2.94	2.25	+0.69
Sortino ratio Return per unit of downside risk	3.49	2.79	+0.70
Omega ratio Gain probability vs. loss probability	1.43	1.40	+0.04
Calmar ratio Return relative to maximum drawdown	6.16	4.32	+1.84
Martin ratio Return relative to average drawdown	16.14	11.25	+4.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCO.TO vs. BWXT - Sharpe Ratio Comparison

The current CCO.TO Sharpe Ratio is 2.94, which is higher than the BWXT Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of CCO.TO and BWXT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CCO.TO	BWXT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.94	2.25	+0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.01	0.94	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.75	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.75	-0.38

Correlation

The correlation between CCO.TO and BWXT is 0.30, 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.

Dividends

CCO.TO vs. BWXT - Dividend Comparison

CCO.TO's dividend yield for the trailing twelve months is around 0.16%, less than BWXT's 0.50% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCO.TO Cameco Corporation	0.16%	0.19%	0.22%	0.21%	0.39%	0.29%	0.47%	0.69%	0.52%	3.45%	2.85%	2.34%
BWXT BWX Technologies, Inc.	0.50%	0.58%	0.86%	1.20%	1.52%	1.75%	1.26%	1.10%	1.67%	0.69%	0.91%	30.37%

Drawdowns

CCO.TO vs. BWXT - Drawdown Comparison

The maximum CCO.TO drawdown since its inception was -83.63%, which is greater than BWXT's maximum drawdown of -44.64%. Use the drawdown chart below to compare losses from any high point for CCO.TO and BWXT.

Drawdown Indicators

	CCO.TO	BWXT	Difference
Max Drawdown Largest peak-to-trough decline	-83.63%	-47.88%	-35.75%
Max Drawdown (1Y) Largest decline over 1 year	-24.86%	-22.01%	-2.85%
Max Drawdown (5Y) Largest decline over 5 years	-39.52%	-36.48%	-3.04%
Max Drawdown (10Y) Largest decline over 10 years	-52.84%	-47.74%	-5.10%
Current Drawdown Current decline from peak	-16.72%	-7.94%	-8.78%
Average Drawdown Average peak-to-trough decline	-39.18%	-13.20%	-25.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.48%	8.46%	+1.02%

Volatility

CCO.TO vs. BWXT - Volatility Comparison

The current volatility for Cameco Corporation (CCO.TO) is 17.06%, while BWX Technologies, Inc. (BWXT) has a volatility of 18.56%. This indicates that CCO.TO experiences smaller price fluctuations and is considered to be less risky than BWXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCO.TO	BWXT	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.06%	18.56%	-1.50%
Volatility (6M) Calculated over the trailing 6-month period	41.00%	34.09%	+6.91%
Volatility (1Y) Calculated over the trailing 1-year period	53.44%	45.49%	+7.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.84%	31.06%	+16.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.62%	29.38%	+15.24%

Financials