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LEU vs. SMR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


LEUSMR
YTD Return68.19%606.38%
1Y Return76.87%906.06%
Sharpe Ratio1.077.72
Sortino Ratio1.894.40
Omega Ratio1.251.55
Calmar Ratio0.8211.57
Martin Ratio3.9634.17
Ulcer Index20.48%29.62%
Daily Std Dev75.64%131.00%
Max Drawdown-99.98%-87.47%
Current Drawdown-98.65%-5.10%

Fundamentals


LEUSMR
Market Cap$1.50B$2.37B
EPS$4.82-$1.03
Total Revenue (TTM)$394.00M$6.91M
Gross Profit (TTM)$94.70M$1.48M
EBITDA (TTM)$40.70M-$155.32M

Correlation

-0.50.00.51.00.3

The correlation between LEU and SMR is 0.31, 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.

Performance

LEU vs. SMR - Performance Comparison

In the year-to-date period, LEU achieves a 68.19% return, which is significantly lower than SMR's 606.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
111.58%
216.19%
LEU
SMR

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Risk-Adjusted Performance

LEU vs. SMR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) and Nuscale Power Corp (SMR). 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.


LEU
Sharpe ratio
The chart of Sharpe ratio for LEU, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.07
Sortino ratio
The chart of Sortino ratio for LEU, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.006.001.89
Omega ratio
The chart of Omega ratio for LEU, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for LEU, currently valued at 1.97, compared to the broader market0.002.004.006.001.97
Martin ratio
The chart of Martin ratio for LEU, currently valued at 3.96, compared to the broader market0.0010.0020.0030.003.96
SMR
Sharpe ratio
The chart of Sharpe ratio for SMR, currently valued at 7.72, compared to the broader market-4.00-2.000.002.004.007.72
Sortino ratio
The chart of Sortino ratio for SMR, currently valued at 4.40, compared to the broader market-4.00-2.000.002.004.006.004.40
Omega ratio
The chart of Omega ratio for SMR, currently valued at 1.55, compared to the broader market0.501.001.502.001.55
Calmar ratio
The chart of Calmar ratio for SMR, currently valued at 11.57, compared to the broader market0.002.004.006.0011.57
Martin ratio
The chart of Martin ratio for SMR, currently valued at 34.17, compared to the broader market0.0010.0020.0030.0034.17

LEU vs. SMR - Sharpe Ratio Comparison

The current LEU Sharpe Ratio is 1.07, which is lower than the SMR Sharpe Ratio of 7.72. The chart below compares the historical Sharpe Ratios of LEU and SMR, 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 Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
1.07
7.72
LEU
SMR

Dividends

LEU vs. SMR - Dividend Comparison

Neither LEU nor SMR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LEU vs. SMR - Drawdown Comparison

The maximum LEU drawdown since its inception was -99.98%, which is greater than SMR's maximum drawdown of -87.47%. Use the drawdown chart below to compare losses from any high point for LEU and SMR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.45%
-5.10%
LEU
SMR

Volatility

LEU vs. SMR - Volatility Comparison

Centrus Energy Corp. (LEU) has a higher volatility of 51.83% compared to Nuscale Power Corp (SMR) at 44.65%. This indicates that LEU's price experiences larger fluctuations and is considered to be riskier than SMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
51.83%
44.65%
LEU
SMR

Financials

LEU vs. SMR - Financials Comparison

This section allows you to compare key financial metrics between Centrus Energy Corp. and Nuscale Power 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