LEU vs. UEC
LEU (Centrus Energy Corp.) and UEC (Uranium Energy Corp.) are both stocks. Both operate in the Uranium industry within the Energy sector. Over the past 10 years, LEU returned 50.12%/yr vs 29.57%/yr for UEC. At a 0.32 correlation, their price movements are largely independent.
Performance
LEU vs. UEC - Performance Comparison
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Returns By Period
In the year-to-date period, LEU achieves a -24.34% return, which is significantly lower than UEC's -1.80% return. Over the past 10 years, LEU has outperformed UEC with an annualized return of 50.12%, while UEC has yielded a comparatively lower 29.57% annualized return.
LEU
- 1D
- -4.03%
- 1M
- 2.41%
- YTD
- -24.34%
- 6M
- -29.67%
- 1Y
- -3.35%
- 3Y*
- 78.00%
- 5Y*
- 46.24%
- 10Y*
- 50.12%
UEC
- 1D
- -4.50%
- 1M
- -11.90%
- YTD
- -1.80%
- 6M
- -8.09%
- 1Y
- 77.55%
- 3Y*
- 49.83%
- 5Y*
- 32.49%
- 10Y*
- 29.57%
LEU vs. UEC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LEU Centrus Energy Corp. | -24.34% | 264.45% | 22.42% | 67.52% | -34.92% | 115.78% | 236.19% | 307.10% | -57.86% | -37.15% |
UEC Uranium Energy Corp. | -1.80% | 74.59% | 4.53% | 64.95% | 15.82% | 90.34% | 91.47% | -26.46% | -29.38% | 58.04% |
Correlation
The correlation between LEU and UEC is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2007 | 0.32 |
Over the past year, LEU and UEC have become more correlated (0.64) than their long-term average of 0.32, meaning their price movements have been converging.
Fundamentals
LEU:
$4.12B
UEC:
$5.63B
LEU:
$2.89
UEC:
-$0.22
LEU:
8.50
UEC:
268.07
LEU:
5.32
UEC:
3.96
LEU:
$452.30M
UEC:
$20.20M
LEU:
$116.10M
UEC:
-$18.26M
LEU:
$70.50M
UEC:
-$114.96M
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Return for Risk
LEU vs. UEC — Risk / Return Rank
LEU
UEC
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LEU | UEC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.20 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.46 | -1.52 |
| Martin ratioReturn relative to average drawdown | -0.08 | 3.47 | -3.56 |
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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.
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Drawdown Indicators
| LEU | UEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -97.40% | -2.58% |
Max Drawdown (1Y)Largest decline over 1 year | -66.37% | -53.23% | -13.14% |
Max Drawdown (3Y)Largest decline over 3 years | -66.37% | -53.49% | -12.88% |
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 DrawdownCurrent decline from peak | -97.29% | -43.05% | -54.24% |
Average DrawdownAverage peak-to-trough decline | -74.00% | -62.06% | -11.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.50% | 22.41% | +17.09% |
Volatility
LEU vs. UEC - Volatility Comparison
The current volatility for Centrus Energy Corp. (LEU) is 28.61%, while Uranium Energy Corp. (UEC) has a volatility of 33.70%. 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.
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Volatility by Period
| LEU | UEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.61% | 33.70% | -5.09% |
Volatility (6M)Calculated over the trailing 6-month period | 67.06% | 60.40% | +6.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 92.63% | 79.63% | +13.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.66% | 74.84% | +11.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.50% | 73.95% | +8.55% |
Dividends
LEU vs. UEC - Dividend Comparison
Neither LEU nor UEC has paid dividends to shareholders.
Financials
LEU vs. UEC - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
LEU and UEC have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UEC has higher volatility (33.70%) compared to LEU (28.61%). In terms of maximum drawdown, LEU dropped -99.98% vs UEC's -97.40%.
UEC currently has the higher Sharpe Ratio (0.98 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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