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CCO.TO vs. TEC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCO.TO vs. TEC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Cameco Corporation (CCO.TO) and TD Global Technology Leaders Index ETF (TEC.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CCO.TO having a 12.21% return and TEC.TO slightly higher at 12.77%.


CCO.TO

1D
2.17%
1M
-4.70%
YTD
12.21%
6M
11.96%
1Y
56.08%
3Y*
49.98%
5Y*
40.56%
10Y*
26.60%

TEC.TO

1D
0.39%
1M
0.89%
YTD
12.77%
6M
13.20%
1Y
35.38%
3Y*
28.56%
5Y*
18.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCO.TO vs. TEC.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CCO.TO
Cameco Corporation
12.21%70.37%29.62%86.52%11.71%62.18%48.65%-16.26%
TEC.TO
TD Global Technology Leaders Index ETF
12.77%15.45%45.60%53.28%-32.20%25.46%47.54%12.79%

Correlation

The correlation between CCO.TO and TEC.TO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (All Time)
Calculated using the full available price history since May 9, 2019

0.33

The correlation between CCO.TO and TEC.TO shifts across timeframes, from 0.33 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CCO.TO vs. TEC.TO — 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: 7575
Overall Rank
CCO.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CCO.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
CCO.TO Omega Ratio Rank: 7070
Omega Ratio Rank
CCO.TO Calmar Ratio Rank: 7777
Calmar Ratio Rank
CCO.TO Martin Ratio Rank: 7777
Martin Ratio Rank

TEC.TO
TEC.TO Risk / Return Rank: 5454
Overall Rank
TEC.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TEC.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
TEC.TO Omega Ratio Rank: 6262
Omega Ratio Rank
TEC.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
TEC.TO Martin Ratio Rank: 4040
Martin Ratio Rank
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. TEC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cameco Corporation (CCO.TO) and TD Global Technology Leaders Index ETF (TEC.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.

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.


CCO.TOTEC.TODifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.21

1.33

-0.11

Calmar ratioReturn relative to maximum drawdown

2.12

1.90

+0.21

Martin ratioReturn relative to average drawdown

5.02

5.59

-0.57

CCO.TO vs. TEC.TO - Sharpe Ratio Comparison

The current CCO.TO Sharpe Ratio is 1.06, which is lower than the TEC.TO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of CCO.TO and TEC.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CCO.TO vs. TEC.TO - Drawdown Comparison

The maximum CCO.TO drawdown since its inception was -83.63%, which is greater than TEC.TO's maximum drawdown of -35.31%. Use the drawdown chart below to compare losses from any high point for CCO.TO and TEC.TO.


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Drawdown Indicators


CCO.TOTEC.TODifference

Max Drawdown

Largest peak-to-trough decline

-83.63%

-35.31%

-48.32%

Max Drawdown (1Y)

Largest decline over 1 year

-27.09%

-17.52%

-9.57%

Max Drawdown (3Y)

Largest decline over 3 years

-39.52%

-25.01%

-14.51%

Max Drawdown (5Y)

Largest decline over 5 years

-39.52%

-35.31%

-4.21%

Max Drawdown (10Y)

Largest decline over 10 years

-52.84%

Current Drawdown

Current decline from peak

-22.37%

-5.07%

-17.30%

Average Drawdown

Average peak-to-trough decline

-48.40%

-8.03%

-40.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.38%

5.95%

+5.43%

Volatility

CCO.TO vs. TEC.TO - Volatility Comparison

Cameco Corporation (CCO.TO) has a higher volatility of 17.67% compared to TD Global Technology Leaders Index ETF (TEC.TO) at 7.15%. This indicates that CCO.TO's price experiences larger fluctuations and is considered to be riskier than TEC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCO.TOTEC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.67%

7.15%

+10.52%

Volatility (6M)

Calculated over the trailing 6-month period

38.63%

14.11%

+24.52%

Volatility (1Y)

Calculated over the trailing 1-year period

53.97%

17.72%

+36.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.05%

22.45%

+25.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.10%

23.83%

+21.27%

Dividends

CCO.TO vs. TEC.TO - Dividend Comparison

CCO.TO's dividend yield for the trailing twelve months is around 0.17%, more than TEC.TO's 0.10% yield.


PositionTTM20252024202320222021202020192018201720162015
CCO.TO
Cameco Corporation
0.17%0.19%0.22%0.21%0.39%0.29%0.47%0.69%0.52%3.45%2.85%2.34%
TEC.TO
TD Global Technology Leaders Index ETF
0.10%0.13%0.12%0.21%0.31%0.22%0.33%0.28%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CCO.TO and TEC.TO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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