DNN vs. PG

Last updated Jun 13, 2026

DNN (Denison Mines Corp) and PG (The Procter & Gamble Company) are both stocks. DNN operates in Uranium (Energy), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, DNN returned 18.94%/yr vs 8.96%/yr for PG. At a 0.10 correlation, their price movements are largely independent.

Performance

DNN vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Denison Mines Corp (DNN) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DNN achieves a 15.04% return, which is significantly higher than PG's 5.93% return. Over the past 10 years, DNN has outperformed PG with an annualized return of 18.94%, while PG has yielded a comparatively lower 8.96% annualized 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%

PG

• 1D: 0.86%
• 1M: 4.83%
• YTD: 5.93%
• 6M: 6.28%
• 1Y: -3.97%
• 3Y*: 3.69%
• 5Y*: 4.73%
• 10Y*: 8.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DNN vs. PG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DNN Denison Mines Corp	15.04%	47.78%	1.69%	53.91%	-16.06%	111.75%	54.05%	-9.48%	-15.64%	6.86%
PG The Procter & Gamble Company	5.93%	-12.26%	17.25%	-0.86%	-5.05%	20.52%	14.15%	39.70%	3.57%	12.69%

Correlation

The correlation between DNN and PG is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (3Y) Calculated over the trailing 3-year period	-0.04
Correlation (5Y) Calculated over the trailing 5-year period	-0.00
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Feb 9, 2005	0.10

The correlation between DNN and PG shifts across timeframes, from -0.10 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap DNN : $2.76B PG : $361.53B
EPS DNN : -CA$0.28 PG : $5.23
PS Ratio DNN : 888.52 PG : 4.20
PB Ratio DNN : 14.81 PG : 6.70
Total Revenue (TTM) DNN : CA$4.34M PG : $86.72B
Gross Profit (TTM) DNN : -CA$12.87M PG : $43.64B
EBITDA (TTM) DNN : -CA$155.36M PG : $22.63B

Return for Risk

DNN vs. PG — Risk / Return Rank

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

DNN

DNN Risk / Return Rank: 80
DNN Sharpe Ratio Rank: 83
DNN Sortino Ratio Rank: 79
DNN Omega Ratio Rank: 75
DNN Calmar Ratio Rank: 81
DNN Martin Ratio Rank: 82

PG

PG Risk / Return Rank: 28
PG Sharpe Ratio Rank: 30
PG Sortino Ratio Rank: 25
PG Omega Ratio Rank: 26
PG Calmar Ratio Rank: 31
PG Martin Ratio Rank: 31

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. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Denison Mines Corp (DNN) and The Procter & Gamble Company (PG). 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.

	DNN	PG	Difference
Sharpe ratio: Return per unit of total volatility	1.46	-0.30	+1.76
Sortino ratio: Return per unit of downside risk	2.09	-0.31	+2.40
Omega ratio: Gain probability vs. loss probability	1.25	0.97	+0.28
Calmar ratio: Return relative to maximum drawdown	2.54	-0.37	+2.90
Martin ratio: Return relative to average drawdown	6.49	-0.68	+7.17

DNN vs. PG - Sharpe Ratio Comparison

The current DNN Sharpe Ratio is 1.46, which is higher than the PG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of DNN and PG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DNN vs. PG - Drawdown Comparison

The maximum DNN drawdown since its inception was -98.96%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for DNN and PG.

Drawdown Indicators

	DNN	PG	Difference
Max Drawdown Largest peak-to-trough decline	-98.96%	-54.25%	-44.71%
Max Drawdown (1Y) Largest decline over 1 year	-35.24%	-15.52%	-19.72%
Max Drawdown (3Y) Largest decline over 3 years	-52.48%	-21.15%	-31.33%
Max Drawdown (5Y) Largest decline over 5 years	-55.66%	-23.77%	-31.89%
Max Drawdown (10Y) Largest decline over 10 years	-75.90%	-23.77%	-52.13%
Current Drawdown Current decline from peak	-84.13%	-13.29%	-70.84%
Average Drawdown Average peak-to-trough decline	-85.05%	-12.16%	-72.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.74%	8.80%	+4.94%

Volatility

DNN vs. PG - Volatility Comparison

Denison Mines Corp (DNN) has a higher volatility of 19.82% compared to The Procter & Gamble Company (PG) at 6.99%. This indicates that DNN's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DNN	PG	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.82%	6.99%	+12.83%
Volatility (6M) Calculated over the trailing 6-month period	46.75%	15.01%	+31.74%
Volatility (1Y) Calculated over the trailing 1-year period	61.29%	18.78%	+42.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.48%	17.82%	+45.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.30%	19.05%	+45.25%

Dividends

DNN vs. PG - Dividend Comparison

DNN has not paid dividends to shareholders, while PG's dividend yield for the trailing twelve months is around 2.85%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
PG The Procter & Gamble Company	2.85%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%

Financials

Frequently Asked Questions

Can I hold both DNN and PG in my portfolio?

DNN and PG have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DNN or PG?

DNN has higher volatility (19.82%) compared to PG (6.99%). In terms of maximum drawdown, DNN dropped -98.96% vs PG's -54.25%.

Which has better risk-adjusted returns?

DNN currently has the higher Sharpe Ratio (1.46 vs -0.30), 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.