LEU vs. UEC

In the year-to-date period, LEU achieves a 43.75% return, which is significantly higher than UEC's -20.93% return. Over the past 10 years, LEU has outperformed UEC with an annualized return of 34.44%, while UEC has yielded a comparatively lower 7.30% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) and Uranium Energy Corp. (UEC). 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 LEU Sharpe Ratio is 1.21, which is higher than the UEC Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of LEU and UEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither LEU nor UEC has paid dividends to shareholders.

The maximum LEU drawdown since its inception was -99.98%, roughly equal to the maximum UEC drawdown of -97.40%. Use the drawdown chart below to compare losses from any high point for LEU and UEC. For additional features, visit the drawdowns tool.

Centrus Energy Corp. (LEU) has a higher volatility of 23.62% compared to Uranium Energy Corp. (UEC) at 15.63%. This indicates that LEU's price experiences larger fluctuations and is considered to be riskier than UEC 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 Centrus Energy Corp. and Uranium Energy 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.