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

Key characteristics


DNNCCJ
YTD Return19.21%12.34%
1Y Return104.85%80.89%
3Y Return (Ann)22.10%38.26%
5Y Return (Ann)32.07%35.40%
10Y Return (Ann)4.97%10.30%
Sharpe Ratio2.262.10
Daily Std Dev46.44%38.25%
Max Drawdown-98.06%-87.86%
Current Drawdown-79.51%-4.23%

Fundamentals


DNNCCJ
Market Cap$1.81B$21.43B
EPS$0.07$0.61
PE Ratio29.0080.90
PEG Ratio0.003.33
Revenue (TTM)$1.86M$2.59B
Gross Profit (TTM)$5.32M$629.11M
EBITDA (TTM)-$36.44M$502.90M

Correlation

-0.50.00.51.00.6

The correlation between DNN and CCJ is 0.58, 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

DNN vs. CCJ - Performance Comparison

In the year-to-date period, DNN achieves a 19.21% return, which is significantly higher than CCJ's 12.34% return. Over the past 10 years, DNN has underperformed CCJ with an annualized return of 4.97%, while CCJ has yielded a comparatively higher 10.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%December2024FebruaryMarchAprilMay
-73.70%
30.77%
DNN
CCJ

Compare stocks, funds, or ETFs

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


Denison Mines Corp.

Cameco Corporation

Risk-Adjusted Performance

DNN vs. CCJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Denison Mines Corp. (DNN) 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.


DNN
Sharpe ratio
The chart of Sharpe ratio for DNN, currently valued at 2.26, compared to the broader market-2.00-1.000.001.002.003.004.002.26
Sortino ratio
The chart of Sortino ratio for DNN, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.006.002.85
Omega ratio
The chart of Omega ratio for DNN, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for DNN, currently valued at 1.17, compared to the broader market0.002.004.006.001.17
Martin ratio
The chart of Martin ratio for DNN, currently valued at 14.27, compared to the broader market-10.000.0010.0020.0030.0014.27
CCJ
Sharpe ratio
The chart of Sharpe ratio for CCJ, currently valued at 2.10, compared to the broader market-2.00-1.000.001.002.003.004.002.10
Sortino ratio
The chart of Sortino ratio for CCJ, currently valued at 2.75, compared to the broader market-4.00-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for CCJ, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for CCJ, currently valued at 1.98, compared to the broader market0.002.004.006.001.98
Martin ratio
The chart of Martin ratio for CCJ, currently valued at 10.31, compared to the broader market-10.000.0010.0020.0030.0010.31

DNN vs. CCJ - Sharpe Ratio Comparison

The current DNN Sharpe Ratio is 2.26, which roughly equals the CCJ Sharpe Ratio of 2.10. The chart below compares the 12-month rolling Sharpe Ratio of DNN and CCJ.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
2.26
2.10
DNN
CCJ

Dividends

DNN vs. CCJ - Dividend Comparison

DNN has not paid dividends to shareholders, while CCJ's dividend yield for the trailing twelve months is around 0.18%.


TTM20232022202120202019201820172016201520142013
DNN
Denison Mines Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CCJ
Cameco Corporation
0.18%0.20%0.39%0.29%0.46%0.68%0.53%3.37%2.88%2.49%2.19%1.85%

Drawdowns

DNN vs. CCJ - Drawdown Comparison

The maximum DNN drawdown since its inception was -98.06%, which is greater than CCJ's maximum drawdown of -87.86%. Use the drawdown chart below to compare losses from any high point for DNN and CCJ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-79.51%
-4.23%
DNN
CCJ

Volatility

DNN vs. CCJ - Volatility Comparison

Denison Mines Corp. (DNN) has a higher volatility of 13.87% compared to Cameco Corporation (CCJ) at 11.84%. This indicates that DNN's price experiences larger fluctuations and is considered to be riskier than CCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%December2024FebruaryMarchAprilMay
13.87%
11.84%
DNN
CCJ

Financials

DNN vs. CCJ - Financials Comparison

This section allows you to compare key financial metrics between Denison Mines Corp. 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