LEU vs. UEC

Last updated Apr 1, 2026

Compare and contrast key facts about Centrus Energy Corp. (LEU) and Uranium Energy Corp. (UEC).

Performance

LEU vs. UEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Centrus Energy Corp. (LEU) and Uranium Energy Corp. (UEC). The values are adjusted to include any dividend payments, if applicable.

LEU vs. UEC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LEU Centrus Energy Corp.	-28.49%	264.45%	22.42%	67.52%	-34.92%	115.78%	236.19%	307.10%	-57.86%	-37.15%
UEC Uranium Energy Corp.	15.58%	74.59%	4.53%	64.95%	15.82%	90.34%	91.47%	-26.46%	-29.38%	58.04%

Fundamentals

Market Cap LEU : $3.91B UEC : $6.54B
EPS LEU : $3.92 UEC : -$0.18
PS Ratio LEU : 7.69 UEC : 305.37
PB Ratio LEU : 5.11 UEC : 4.63
Total Revenue (TTM) LEU : $448.70M UEC : $20.20M
Gross Profit (TTM) LEU : $117.50M UEC : $5.72M
EBITDA (TTM) LEU : $94.20M UEC : -$104.07M

Returns By Period

In the year-to-date period, LEU achieves a -28.49% return, which is significantly lower than UEC's 15.58% return. Over the past 10 years, LEU has outperformed UEC with an annualized return of 44.32%, while UEC has yielded a comparatively lower 33.12% annualized return.

LEU

• 1D: 3.01%
• 1M: -14.31%
• YTD: -28.49%
• 6M: -44.02%
• 1Y: 179.04%
• 3Y*: 75.34%
• 5Y*: 48.51%
• 10Y*: 44.32%

UEC

• 1D: 7.83%
• 1M: -11.94%
• YTD: 15.58%
• 6M: 1.20%
• 1Y: 182.43%
• 3Y*: 67.36%
• 5Y*: 33.28%
• 10Y*: 33.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LEU vs. UEC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LEU

LEU Risk / Return Rank: 85
LEU Sharpe Ratio Rank: 90
LEU Sortino Ratio Rank: 86
LEU Omega Ratio Rank: 83
LEU Calmar Ratio Rank: 84
LEU Martin Ratio Rank: 80

UEC

UEC Risk / Return Rank: 91
UEC Sharpe Ratio Rank: 94
UEC Sortino Ratio Rank: 91
UEC Omega Ratio Rank: 86
UEC Calmar Ratio Rank: 92
UEC Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LEU vs. UEC - Risk-Adjusted Trends Comparison

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.

	LEU	UEC	Difference
Sharpe ratio Return per unit of total volatility	1.92	2.41	-0.49
Sortino ratio Return per unit of downside risk	2.46	2.93	-0.47
Omega ratio Gain probability vs. loss probability	1.30	1.33	-0.03
Calmar ratio Return relative to maximum drawdown	2.64	4.29	-1.65
Martin ratio Return relative to average drawdown	5.57	10.42	-4.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LEU vs. UEC - Sharpe Ratio Comparison

The current LEU Sharpe Ratio is 1.92, which is comparable to the UEC Sharpe Ratio of 2.41. 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.

Sharpe Ratios by Period

	LEU	UEC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.92	2.41	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.45	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.45	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	-0.10	0.04	-0.14

Correlation

The correlation between LEU and UEC 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.

Dividends

LEU vs. UEC - Dividend Comparison

Neither LEU nor UEC has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

LEU vs. UEC - Drawdown Comparison

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.

Drawdown Indicators

	LEU	UEC	Difference
Max Drawdown Largest peak-to-trough decline	-99.98%	-97.40%	-2.58%
Max Drawdown (1Y) Largest decline over 1 year	-61.35%	-39.97%	-21.38%
Max Drawdown (5Y) Largest decline over 5 years	-78.23%	-63.76%	-14.47%
Max Drawdown (10Y) Largest decline over 10 years	-83.84%	-80.59%	-3.25%
Current Drawdown Current decline from peak	-97.44%	-32.97%	-64.47%
Average Drawdown Average peak-to-trough decline	-73.82%	-62.42%	-11.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.08%	16.47%	+12.61%

Volatility

LEU vs. UEC - Volatility Comparison

The current volatility for Centrus Energy Corp. (LEU) is 18.99%, while Uranium Energy Corp. (UEC) has a volatility of 23.02%. This indicates that LEU experiences smaller price fluctuations and is considered to be less risky than UEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LEU	UEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.99%	23.02%	-4.03%
Volatility (6M) Calculated over the trailing 6-month period	67.98%	56.81%	+11.17%
Volatility (1Y) Calculated over the trailing 1-year period	93.93%	76.25%	+17.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	85.22%	74.64%	+10.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	82.31%	73.48%	+8.83%

Financials