PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DNN vs. UROY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DNN and UROY is 0.70, 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.


-0.50.00.51.00.7

Performance

DNN vs. UROY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Denison Mines Corp. (DNN) and Uranium Royalty Corp (UROY). 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%JulyAugustSeptemberOctoberNovemberDecember
-3.96%
-11.81%
DNN
UROY

Key characteristics

Sharpe Ratio

DNN:

0.26

UROY:

-0.34

Sortino Ratio

DNN:

0.79

UROY:

-0.15

Omega Ratio

DNN:

1.09

UROY:

0.98

Calmar Ratio

DNN:

0.16

UROY:

-0.29

Martin Ratio

DNN:

0.82

UROY:

-0.64

Ulcer Index

DNN:

17.32%

UROY:

30.88%

Daily Std Dev

DNN:

55.24%

UROY:

57.85%

Max Drawdown

DNN:

-98.41%

UROY:

-68.17%

Current Drawdown

DNN:

-84.61%

UROY:

-63.84%

Fundamentals

Market Cap

DNN:

$1.81B

UROY:

$323.20M

EPS

DNN:

-$0.02

UROY:

$0.05

Total Revenue (TTM)

DNN:

-$2.64M

UROY:

$38.29M

Gross Profit (TTM)

DNN:

-$24.97M

UROY:

$12.95M

EBITDA (TTM)

DNN:

-$67.62M

UROY:

$4.66M

Returns By Period

In the year-to-date period, DNN achieves a 9.60% return, which is significantly higher than UROY's -22.59% return.


DNN

YTD

9.60%

1M

-18.14%

6M

-7.18%

1Y

14.12%

5Y*

37.62%

10Y*

6.88%

UROY

YTD

-22.59%

1M

-24.55%

6M

-13.99%

1Y

-19.62%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

DNN vs. UROY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Denison Mines Corp. (DNN) and Uranium Royalty Corp (UROY). 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 0.26, compared to the broader market-4.00-2.000.002.000.26-0.34
The chart of Sortino ratio for DNN, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.000.79-0.15
The chart of Omega ratio for DNN, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.98
The chart of Calmar ratio for DNN, currently valued at 0.35, compared to the broader market0.002.004.006.000.35-0.29
The chart of Martin ratio for DNN, currently valued at 0.81, compared to the broader market0.0010.0020.000.81-0.64
DNN
UROY

The current DNN Sharpe Ratio is 0.26, which is higher than the UROY Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of DNN and UROY, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.26
-0.34
DNN
UROY

Dividends

DNN vs. UROY - Dividend Comparison

Neither DNN nor UROY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DNN vs. UROY - Drawdown Comparison

The maximum DNN drawdown since its inception was -98.41%, which is greater than UROY's maximum drawdown of -68.17%. Use the drawdown chart below to compare losses from any high point for DNN and UROY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.83%
-63.84%
DNN
UROY

Volatility

DNN vs. UROY - Volatility Comparison

The current volatility for Denison Mines Corp. (DNN) is 12.38%, while Uranium Royalty Corp (UROY) has a volatility of 15.72%. This indicates that DNN experiences smaller price fluctuations and is considered to be less risky than UROY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.38%
15.72%
DNN
UROY

Financials

DNN vs. UROY - Financials Comparison

This section allows you to compare key financial metrics between Denison Mines Corp. and Uranium Royalty Corp. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab