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CRH vs. CCJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRH and CCJ is 0.27, 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.


-0.50.00.51.00.3

Performance

CRH vs. CCJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CRH plc (CRH) and Cameco Corporation (CCJ). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
27.69%
5.56%
CRH
CCJ

Key characteristics

Sharpe Ratio

CRH:

1.48

CCJ:

0.50

Sortino Ratio

CRH:

2.14

CCJ:

0.98

Omega Ratio

CRH:

1.25

CCJ:

1.12

Calmar Ratio

CRH:

2.34

CCJ:

0.66

Martin Ratio

CRH:

6.59

CCJ:

1.56

Ulcer Index

CRH:

6.03%

CCJ:

14.14%

Daily Std Dev

CRH:

26.95%

CCJ:

44.51%

Max Drawdown

CRH:

-65.58%

CCJ:

-87.87%

Current Drawdown

CRH:

-8.83%

CCJ:

-13.08%

Fundamentals

Market Cap

CRH:

$65.93B

CCJ:

$23.28B

EPS

CRH:

$4.99

CCJ:

$0.18

PE Ratio

CRH:

19.49

CCJ:

296.78

PEG Ratio

CRH:

1.93

CCJ:

3.33

Total Revenue (TTM)

CRH:

$25.59B

CCJ:

$2.80B

Gross Profit (TTM)

CRH:

$8.86B

CCJ:

$592.87M

EBITDA (TTM)

CRH:

$4.23B

CCJ:

$545.85M

Returns By Period

In the year-to-date period, CRH achieves a 37.98% return, which is significantly higher than CCJ's 23.53% return. Over the past 10 years, CRH has outperformed CCJ with an annualized return of 17.58%, while CCJ has yielded a comparatively lower 13.85% annualized return.


CRH

YTD

37.98%

1M

-7.06%

6M

27.69%

1Y

39.78%

5Y*

22.14%

10Y*

17.58%

CCJ

YTD

23.53%

1M

-11.42%

6M

5.56%

1Y

22.06%

5Y*

43.68%

10Y*

13.85%

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Risk-Adjusted Performance

CRH vs. CCJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CRH plc (CRH) and Cameco Corporation (CCJ). 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.


Sharpe ratio
The chart of Sharpe ratio for CRH, currently valued at 1.48, compared to the broader market-4.00-2.000.002.001.480.50
The chart of Sortino ratio for CRH, currently valued at 2.14, compared to the broader market-4.00-2.000.002.004.002.140.98
The chart of Omega ratio for CRH, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.12
The chart of Calmar ratio for CRH, currently valued at 2.34, compared to the broader market0.002.004.006.002.340.66
The chart of Martin ratio for CRH, currently valued at 6.59, compared to the broader market-5.000.005.0010.0015.0020.0025.006.591.56
CRH
CCJ

The current CRH Sharpe Ratio is 1.48, which is higher than the CCJ Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of CRH and CCJ, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.48
0.50
CRH
CCJ

Dividends

CRH vs. CCJ - Dividend Comparison

CRH's dividend yield for the trailing twelve months is around 1.11%, more than CCJ's 0.21% yield.


TTM20232022202120202019201820172016201520142013
CRH
CRH plc
1.11%3.41%3.07%2.20%2.17%2.02%3.15%1.99%2.02%2.40%3.54%3.22%
CCJ
Cameco Corporation
0.21%0.20%0.39%0.29%0.46%0.67%0.53%3.36%2.88%2.50%2.19%1.85%

Drawdowns

CRH vs. CCJ - Drawdown Comparison

The maximum CRH drawdown since its inception was -65.58%, smaller than the maximum CCJ drawdown of -87.87%. Use the drawdown chart below to compare losses from any high point for CRH and CCJ. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.83%
-13.08%
CRH
CCJ

Volatility

CRH vs. CCJ - Volatility Comparison

The current volatility for CRH plc (CRH) is 5.51%, while Cameco Corporation (CCJ) has a volatility of 10.47%. This indicates that CRH experiences smaller price fluctuations and is considered to be less risky than CCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.51%
10.47%
CRH
CCJ

Financials

CRH vs. CCJ - Financials Comparison

This section allows you to compare key financial metrics between CRH plc and Cameco Corporation. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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