IESC vs. CCJ

In the year-to-date period, IESC achieves a 234.09% return, which is significantly higher than CCJ's 29.70% return. Over the past 10 years, IESC has outperformed CCJ with an annualized return of 43.21%, while CCJ has yielded a comparatively lower 12.34% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for IES Holdings, Inc. (IESC) 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 IESC Sharpe Ratio is 5.45, which is higher than the CCJ Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of IESC 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.

IESC has not paid dividends to shareholders, while CCJ's dividend yield for the trailing twelve months is around 0.16%.

The maximum IESC drawdown since its inception was -99.54%, which is greater than CCJ's maximum drawdown of -87.87%. Use the drawdown chart below to compare losses from any high point for IESC and CCJ. For additional features, visit the drawdowns tool.

IES Holdings, Inc. (IESC) has a higher volatility of 16.16% compared to Cameco Corporation (CCJ) at 11.39%. This indicates that IESC'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.

This section allows you to compare key financial metrics between IES Holdings, 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.