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

Correlation

The correlation between DNN and RYCEY is 0.21, 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.


-0.50.00.51.00.2

Performance

DNN vs. RYCEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Denison Mines Corp. (DNN) and Rolls-Royce Holdings plc (RYCEY). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-4.62%
23.60%
DNN
RYCEY

Key characteristics

Sharpe Ratio

DNN:

-0.12

RYCEY:

2.94

Sortino Ratio

DNN:

0.23

RYCEY:

3.65

Omega Ratio

DNN:

1.03

RYCEY:

1.44

Calmar Ratio

DNN:

-0.08

RYCEY:

1.75

Martin Ratio

DNN:

-0.39

RYCEY:

22.60

Ulcer Index

DNN:

18.08%

RYCEY:

4.05%

Daily Std Dev

DNN:

56.27%

RYCEY:

31.12%

Max Drawdown

DNN:

-98.41%

RYCEY:

-91.66%

Current Drawdown

DNN:

-85.24%

RYCEY:

-9.76%

Fundamentals

Market Cap

DNN:

$1.74B

RYCEY:

$58.92B

EPS

DNN:

-$0.02

RYCEY:

$0.34

PEG Ratio

DNN:

0.00

RYCEY:

0.54

Total Revenue (TTM)

DNN:

$2.85M

RYCEY:

$8.86B

Gross Profit (TTM)

DNN:

-$23.68M

RYCEY:

$2.11B

EBITDA (TTM)

DNN:

-$53.97M

RYCEY:

$1.26B

Returns By Period

In the year-to-date period, DNN achieves a 3.33% return, which is significantly higher than RYCEY's -0.62% return. Over the past 10 years, DNN has outperformed RYCEY with an annualized return of 7.55%, while RYCEY has yielded a comparatively lower 3.52% annualized return.


DNN

YTD

3.33%

1M

-8.37%

6M

-4.62%

1Y

-7.46%

5Y*

36.39%

10Y*

7.55%

RYCEY

YTD

-0.62%

1M

-4.20%

6M

26.93%

1Y

89.54%

5Y*

13.78%

10Y*

3.52%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DNN vs. RYCEY — Risk-Adjusted Performance Rank

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

DNN
The Risk-Adjusted Performance Rank of DNN is 4040
Overall Rank
The Sharpe Ratio Rank of DNN is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of DNN is 3939
Sortino Ratio Rank
The Omega Ratio Rank of DNN is 3939
Omega Ratio Rank
The Calmar Ratio Rank of DNN is 4242
Calmar Ratio Rank
The Martin Ratio Rank of DNN is 4040
Martin Ratio Rank

RYCEY
The Risk-Adjusted Performance Rank of RYCEY is 9595
Overall Rank
The Sharpe Ratio Rank of RYCEY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of RYCEY is 9595
Sortino Ratio Rank
The Omega Ratio Rank of RYCEY is 9393
Omega Ratio Rank
The Calmar Ratio Rank of RYCEY is 8989
Calmar Ratio Rank
The Martin Ratio Rank of RYCEY is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DNN vs. RYCEY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Denison Mines Corp. (DNN) and Rolls-Royce Holdings plc (RYCEY). 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 DNN, currently valued at -0.12, compared to the broader market-2.000.002.00-0.122.94
The chart of Sortino ratio for DNN, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.233.65
The chart of Omega ratio for DNN, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.44
The chart of Calmar ratio for DNN, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.081.75
The chart of Martin ratio for DNN, currently valued at -0.39, compared to the broader market-10.000.0010.0020.0030.00-0.3922.60
DNN
RYCEY

The current DNN Sharpe Ratio is -0.12, which is lower than the RYCEY Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of DNN and RYCEY, 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 Ratio0.002.004.006.00AugustSeptemberOctoberNovemberDecember2025
-0.12
2.94
DNN
RYCEY

Dividends

DNN vs. RYCEY - Dividend Comparison

Neither DNN nor RYCEY has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%
RYCEY
Rolls-Royce Holdings plc
0.00%0.00%0.00%0.00%0.00%128.87%1.68%1.50%1.29%1.96%4.08%2.74%

Drawdowns

DNN vs. RYCEY - Drawdown Comparison

The maximum DNN drawdown since its inception was -98.41%, which is greater than RYCEY's maximum drawdown of -91.66%. Use the drawdown chart below to compare losses from any high point for DNN and RYCEY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-85.24%
-9.76%
DNN
RYCEY

Volatility

DNN vs. RYCEY - Volatility Comparison

Denison Mines Corp. (DNN) has a higher volatility of 19.16% compared to Rolls-Royce Holdings plc (RYCEY) at 6.49%. This indicates that DNN's price experiences larger fluctuations and is considered to be riskier than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
19.16%
6.49%
DNN
RYCEY

Financials

DNN vs. RYCEY - Financials Comparison

This section allows you to compare key financial metrics between Denison Mines Corp. and Rolls-Royce Holdings plc. 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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