CCO.TO vs. CNQ.TO
Compare and contrast key facts about Cameco Corporation (CCO.TO) and Canadian Natural Resources Limited (CNQ.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CCO.TO or CNQ.TO.
Key characteristics
| CCO.TO | CNQ.TO | |
|---|---|---|
| YTD Return | 26.97% | 13.70% |
| 1Y Return | 23.80% | 12.11% |
| 3Y Return (Ann) | 28.55% | 29.09% |
| 5Y Return (Ann) | 43.31% | 26.91% |
| 10Y Return (Ann) | 14.20% | 11.69% |
| Sharpe Ratio | 0.58 | 0.53 |
| Sortino Ratio | 1.06 | 0.88 |
| Omega Ratio | 1.13 | 1.11 |
| Calmar Ratio | 0.72 | 0.65 |
| Martin Ratio | 1.76 | 1.36 |
| Ulcer Index | 13.93% | 10.11% |
| Daily Std Dev | 42.34% | 25.81% |
| Max Drawdown | -83.92% | -79.68% |
| Current Drawdown | -9.47% | -13.27% |
Fundamentals
| CCO.TO | CNQ.TO | |
|---|---|---|
| Market Cap | CA$31.57B | CA$100.80B |
| EPS | CA$0.26 | CA$3.52 |
| PE Ratio | 279.00 | 13.55 |
| PEG Ratio | 1.94 | 0.33 |
| Total Revenue (TTM) | CA$2.80B | CA$37.25B |
| Gross Profit (TTM) | CA$593.42M | CA$10.84B |
| EBITDA (TTM) | CA$427.12M | CA$12.66B |
Correlation
The correlation between CCO.TO and CNQ.TO is 0.40, 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.
Performance
CCO.TO vs. CNQ.TO - Performance Comparison
In the year-to-date period, CCO.TO achieves a 26.97% return, which is significantly higher than CNQ.TO's 13.70% return. Over the past 10 years, CCO.TO has outperformed CNQ.TO with an annualized return of 14.20%, while CNQ.TO has yielded a comparatively lower 11.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CCO.TO vs. CNQ.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCO.TO) and Canadian Natural Resources Limited (CNQ.TO). 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.
Dividends
CCO.TO vs. CNQ.TO - Dividend Comparison
CCO.TO's dividend yield for the trailing twelve months is around 0.12%, less than CNQ.TO's 4.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CNQ.TO Canadian Natural Resources Limited | 4.37% | 4.26% | 6.08% | 3.66% | 4.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CCO.TO vs. CNQ.TO - Drawdown Comparison
The maximum CCO.TO drawdown since its inception was -83.92%, which is greater than CNQ.TO's maximum drawdown of -79.68%. Use the drawdown chart below to compare losses from any high point for CCO.TO and CNQ.TO. For additional features, visit the drawdowns tool.
Volatility
CCO.TO vs. CNQ.TO - Volatility Comparison
Cameco Corporation (CCO.TO) has a higher volatility of 12.28% compared to Canadian Natural Resources Limited (CNQ.TO) at 7.25%. This indicates that CCO.TO's price experiences larger fluctuations and is considered to be riskier than CNQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CCO.TO vs. CNQ.TO - Financials Comparison
This section allows you to compare key financial metrics between Cameco Corporation and Canadian Natural Resources Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities