PortfoliosLab logoPortfoliosLab logo
CRS vs. CCO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CRS vs. CCO.TO - Performance Comparison

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

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, CRS achieves a 78.53% return, which is significantly higher than CCO.TO's 9.98% return. Over the past 10 years, CRS has outperformed CCO.TO with an annualized return of 35.01%, while CCO.TO has yielded a comparatively lower 25.52% annualized return.


CRS

1D
-0.17%
1M
37.31%
YTD
78.53%
6M
74.76%
1Y
126.36%
3Y*
121.69%
5Y*
68.28%
10Y*
35.01%

CCO.TO

1D
1.98%
1M
-6.40%
YTD
9.98%
6M
10.38%
1Y
51.89%
3Y*
47.76%
5Y*
36.56%
10Y*
25.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRS vs. CCO.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRS
Carpenter Technology Corporation
78.53%86.23%141.72%94.48%29.50%2.66%-39.44%42.12%-29.16%43.40%
CCO.TO
Cameco Corporation
9.98%78.52%19.50%91.06%5.05%62.26%52.26%-21.75%23.60%-8.47%

Correlation

The correlation between CRS and CCO.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.33

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

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.40

Fundamentals

Market Cap

CRS:

$28.24B

CCO.TO:

CA$61.44B

EPS

CRS:

$9.51

CCO.TO:

CA$1.49

PE Ratio

CRS:

59.07

CCO.TO:

94.41

PEG Ratio

CRS:

0.05

CCO.TO:

0.79

PS Ratio

CRS:

9.34

CCO.TO:

17.36

PB Ratio

CRS:

13.66

CCO.TO:

8.70

Total Revenue (TTM)

CRS:

$3.03B

CCO.TO:

CA$3.54B

Gross Profit (TTM)

CRS:

$900.50M

CCO.TO:

CA$1.13B

EBITDA (TTM)

CRS:

$745.50M

CCO.TO:

CA$818.74M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CRS vs. CCO.TO — Risk / Return Rank

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

CRS
CRS Risk / Return Rank: 9393
Overall Rank
CRS Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CRS Sortino Ratio Rank: 9393
Sortino Ratio Rank
CRS Omega Ratio Rank: 9292
Omega Ratio Rank
CRS Calmar Ratio Rank: 9595
Calmar Ratio Rank
CRS Martin Ratio Rank: 9494
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for Carpenter Technology Corporation (CRS) and Cameco Corporation (CCO.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.


CRSCCO.TODifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+1.68

Omega ratioGain probability vs. loss probability

1.44

1.20

+0.23

Calmar ratioReturn relative to maximum drawdown

6.68

1.86

+4.82

Martin ratioReturn relative to average drawdown

15.72

4.54

+11.18

CRS vs. CCO.TO - Sharpe Ratio Comparison

The current CRS Sharpe Ratio is 2.64, which is higher than the CCO.TO Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of CRS and CCO.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.


Loading charts...

Drawdowns

CRS vs. CCO.TO - Drawdown Comparison

The maximum CRS drawdown since its inception was -84.68%, roughly equal to the maximum CCO.TO drawdown of -87.72%. Use the drawdown chart below to compare losses from any high point for CRS and CCO.TO.


Loading charts...

Drawdown Indicators


CRSCCO.TODifference

Max Drawdown

Largest peak-to-trough decline

-84.68%

-87.72%

+3.04%

Max Drawdown (1Y)

Largest decline over 1 year

-19.08%

-28.99%

+9.91%

Max Drawdown (3Y)

Largest decline over 3 years

-28.74%

-40.43%

+11.69%

Max Drawdown (5Y)

Largest decline over 5 years

-41.86%

-40.43%

-1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

-56.56%

-18.14%

Current Drawdown

Current decline from peak

-0.17%

-24.48%

+24.31%

Average Drawdown

Average peak-to-trough decline

-27.23%

-51.22%

+23.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.09%

11.83%

-3.74%

Volatility

CRS vs. CCO.TO - Volatility Comparison

The current volatility for Carpenter Technology Corporation (CRS) is 12.83%, while Cameco Corporation (CCO.TO) has a volatility of 17.58%. This indicates that CRS experiences smaller price fluctuations and is considered to be less risky than CCO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CRSCCO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.83%

17.58%

-4.75%

Volatility (6M)

Calculated over the trailing 6-month period

33.92%

38.85%

-4.93%

Volatility (1Y)

Calculated over the trailing 1-year period

48.29%

54.34%

-6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.70%

48.56%

-1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.88%

45.66%

+3.22%

Dividends

CRS vs. CCO.TO - Dividend Comparison

CRS's dividend yield for the trailing twelve months is around 0.14%, less than CCO.TO's 0.17% 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%
CRS
Carpenter Technology Corporation
0.14%0.25%0.47%1.13%2.17%2.74%2.75%1.61%2.13%1.41%1.99%2.38%

Financials

CRS vs. CCO.TO - Financials Comparison

This section allows you to compare key financial metrics between Carpenter Technology Corporation 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


200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
811.50M
845.37M
(CRS) Total Revenue
(CCO.TO) Total Revenue
Please note, different currencies. CRS values in USD, CCO.TO values in CAD

CRS vs. CCO.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Carpenter Technology Corporation and Cameco Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%20222023202420252026
31.0%
34.3%
Portfolio components
CRS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Carpenter Technology Corporation reported a gross profit of 251.80M and revenue of 811.50M. Therefore, the gross margin over that period was 31.0%.

CCO.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cameco Corporation reported a gross profit of 290.25M and revenue of 845.37M. Therefore, the gross margin over that period was 34.3%.

CRS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Carpenter Technology Corporation reported an operating income of 186.50M and revenue of 811.50M, resulting in an operating margin of 23.0%.

CCO.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cameco Corporation reported an operating income of 153.89M and revenue of 845.37M, resulting in an operating margin of 18.2%.

CRS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Carpenter Technology Corporation reported a net income of 139.60M and revenue of 811.50M, resulting in a net margin of 17.2%.

CCO.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cameco Corporation reported a net income of 130.75M and revenue of 845.37M, resulting in a net margin of 15.5%.


Frequently Asked Questions


CRS and CCO.TO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for CRS and CCO.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer