PortfoliosLab logoPortfoliosLab logo
DNN vs. ATAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DNN vs. ATAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Denison Mines Corp (DNN) and Atai Life Sciences N.V. (ATAI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DNN achieves a 15.04% return, which is significantly higher than ATAI's -4.16% return.


DNN

1D
2.00%
1M
-12.32%
YTD
15.04%
6M
17.24%
1Y
85.45%
3Y*
36.24%
5Y*
16.76%
10Y*
18.94%

ATAI

1D
3.16%
1M
-2.97%
YTD
-4.16%
6M
-8.62%
1Y
85.78%
3Y*
29.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DNN vs. ATAI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DNN
Denison Mines Corp
15.04%47.78%1.69%53.91%-16.06%-1.44%
ATAI
Atai Life Sciences N.V.
-4.16%207.52%-5.67%-46.99%-65.14%-63.67%

Correlation

The correlation between DNN and ATAI is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2021

0.26

Fundamentals

Market Cap

DNN:

$2.76B

ATAI:

$1.40B

EPS

DNN:

-CA$0.28

ATAI:

-$2.67

PS Ratio

DNN:

888.52

ATAI:

279.18

PB Ratio

DNN:

14.81

ATAI:

7.05

Total Revenue (TTM)

DNN:

CA$4.34M

ATAI:

$3.49M

Gross Profit (TTM)

DNN:

-CA$12.87M

ATAI:

$3.49M

EBITDA (TTM)

DNN:

-CA$155.36M

ATAI:

-$663.38M

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

DNN vs. ATAI — Risk / Return Rank

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

DNN
DNN Risk / Return Rank: 8080
Overall Rank
DNN Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DNN Sortino Ratio Rank: 7979
Sortino Ratio Rank
DNN Omega Ratio Rank: 7575
Omega Ratio Rank
DNN Calmar Ratio Rank: 8181
Calmar Ratio Rank
DNN Martin Ratio Rank: 8282
Martin Ratio Rank

ATAI
ATAI Risk / Return Rank: 7272
Overall Rank
ATAI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ATAI Sortino Ratio Rank: 7575
Sortino Ratio Rank
ATAI Omega Ratio Rank: 7373
Omega Ratio Rank
ATAI Calmar Ratio Rank: 7373
Calmar Ratio Rank
ATAI Martin Ratio Rank: 6767
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.

DNN vs. ATAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Denison Mines Corp (DNN) and Atai Life Sciences N.V. (ATAI). 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.


DNNATAIDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.25

1.23

+0.01

Calmar ratioReturn relative to maximum drawdown

2.54

1.67

+0.87

Martin ratioReturn relative to average drawdown

6.49

2.66

+3.83

DNN vs. ATAI - Sharpe Ratio Comparison

The current DNN Sharpe Ratio is 1.46, which is higher than the ATAI Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of DNN and ATAI, 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

DNN vs. ATAI - Drawdown Comparison

The maximum DNN drawdown since its inception was -98.96%, roughly equal to the maximum ATAI drawdown of -95.05%. Use the drawdown chart below to compare losses from any high point for DNN and ATAI.


Loading charts...

Drawdown Indicators


DNNATAIDifference

Max Drawdown

Largest peak-to-trough decline

-98.96%

-95.05%

-3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-35.24%

-48.06%

+12.82%

Max Drawdown (3Y)

Largest decline over 3 years

-52.48%

-59.23%

+6.75%

Max Drawdown (5Y)

Largest decline over 5 years

-55.66%

Max Drawdown (10Y)

Largest decline over 10 years

-75.90%

Current Drawdown

Current decline from peak

-84.13%

-81.33%

-2.80%

Average Drawdown

Average peak-to-trough decline

-85.05%

-80.78%

-4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.74%

30.10%

-16.36%

Volatility

DNN vs. ATAI - Volatility Comparison

Denison Mines Corp (DNN) and Atai Life Sciences N.V. (ATAI) have volatilities of 19.82% and 20.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DNNATAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.82%

20.22%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

46.75%

50.17%

-3.42%

Volatility (1Y)

Calculated over the trailing 1-year period

61.29%

81.21%

-19.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.48%

83.71%

-20.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.30%

83.71%

-19.41%

Dividends

DNN vs. ATAI - Dividend Comparison

Neither DNN nor ATAI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

DNN vs. ATAI - Financials Comparison

This section allows you to compare key financial metrics between Denison Mines Corp and Atai Life Sciences N.V.. 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


-5.00M0.005.00M10.00M15.00M20.00M20222023202420252026
795.13K
954.00K
(DNN) Total Revenue
(ATAI) Total Revenue
Please note, different currencies. DNN values in CAD, ATAI values in USD

Frequently Asked Questions


DNN and ATAI have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ATAI has higher volatility (20.22%) compared to DNN (19.82%). In terms of maximum drawdown, DNN dropped -98.96% vs ATAI's -95.05%.

DNN currently has the higher Sharpe Ratio (1.46 vs 0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DNN and ATAI

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