FCX vs. CCJ

In the year-to-date period, FCX achieves a 1.57% return, which is significantly lower than CCJ's 24.34% return. Over the past 10 years, FCX has underperformed CCJ with an annualized return of 5.27%, while CCJ has yielded a comparatively higher 11.86% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Freeport-McMoRan Inc. (FCX) 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.

The current FCX Sharpe Ratio is 0.56, which is comparable to the CCJ Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FCX and CCJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FCX's dividend yield for the trailing twelve months is around 1.41%, more than CCJ's 0.16% yield.

The maximum FCX drawdown since its inception was -92.46%, which is greater than CCJ's maximum drawdown of -87.87%. Use the drawdown chart below to compare losses from any high point for FCX and CCJ. For additional features, visit the drawdowns tool.

The current volatility for Freeport-McMoRan Inc. (FCX) is 8.68%, while Cameco Corporation (CCJ) has a volatility of 10.77%. This indicates that FCX experiences smaller price fluctuations and is considered to be less risky than CCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Freeport-McMoRan Inc. 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.