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METU vs. CCJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

METU vs. CCJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily META Bull 2X ETF (METU) and Cameco Corporation (CCJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, METU achieves a -34.42% return, which is significantly lower than CCJ's 10.35% return.


METU

1D
-0.71%
1M
-16.47%
YTD
-34.42%
6M
-31.54%
1Y
-45.28%
3Y*
5Y*
10Y*

CCJ

1D
2.01%
1M
-6.09%
YTD
10.35%
6M
10.35%
1Y
51.75%
3Y*
47.60%
5Y*
36.72%
10Y*
25.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

METU vs. CCJ - Yearly Performance Comparison


2026 (YTD)20252024
METU
Direxion Daily META Bull 2X ETF
-34.42%-1.01%28.79%
CCJ
Cameco Corporation
10.35%78.38%-3.97%

Correlation

The correlation between METU and CCJ is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2024

0.32

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Return for Risk

METU vs. CCJ — Risk / Return Rank

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

METU
METU Risk / Return Rank: 44
Overall Rank
METU Sharpe Ratio Rank: 44
Sharpe Ratio Rank
METU Sortino Ratio Rank: 44
Sortino Ratio Rank
METU Omega Ratio Rank: 44
Omega Ratio Rank
METU Calmar Ratio Rank: 33
Calmar Ratio Rank
METU Martin Ratio Rank: 22
Martin Ratio Rank

CCJ
CCJ Risk / Return Rank: 7272
Overall Rank
CCJ Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CCJ Sortino Ratio Rank: 7171
Sortino Ratio Rank
CCJ Omega Ratio Rank: 6969
Omega Ratio Rank
CCJ Calmar Ratio Rank: 7575
Calmar Ratio Rank
CCJ Martin Ratio Rank: 7575
Martin Ratio Rank
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.

METU vs. CCJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily META Bull 2X ETF (METU) 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.

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.


METUCCJDifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-2.44

Omega ratioGain probability vs. loss probability

0.90

1.20

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.77

1.83

-2.59

Martin ratioReturn relative to average drawdown

-1.36

4.43

-5.79

METU vs. CCJ - Sharpe Ratio Comparison

The current METU Sharpe Ratio is -0.66, which is lower than the CCJ Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of METU and CCJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

METU vs. CCJ - Drawdown Comparison

The maximum METU drawdown since its inception was -61.85%, smaller than the maximum CCJ drawdown of -87.53%. Use the drawdown chart below to compare losses from any high point for METU and CCJ.


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Drawdown Indicators


METUCCJDifference

Max Drawdown

Largest peak-to-trough decline

-61.85%

-87.53%

+25.68%

Max Drawdown (1Y)

Largest decline over 1 year

-61.52%

-29.13%

-32.39%

Max Drawdown (3Y)

Largest decline over 3 years

-40.01%

Max Drawdown (5Y)

Largest decline over 5 years

-40.01%

Max Drawdown (10Y)

Largest decline over 10 years

-57.22%

Current Drawdown

Current decline from peak

-58.08%

-24.71%

-33.37%

Average Drawdown

Average peak-to-trough decline

-23.93%

-46.07%

+22.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.46%

11.99%

+22.47%

Volatility

METU vs. CCJ - Volatility Comparison

Direxion Daily META Bull 2X ETF (METU) has a higher volatility of 20.46% compared to Cameco Corporation (CCJ) at 17.90%. This indicates that METU'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.


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Volatility by Period


METUCCJDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.46%

17.90%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

54.04%

39.91%

+14.13%

Volatility (1Y)

Calculated over the trailing 1-year period

70.96%

55.17%

+15.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.35%

50.01%

+22.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.35%

46.75%

+25.60%

Dividends

METU vs. CCJ - Dividend Comparison

METU's dividend yield for the trailing twelve months is around 4.71%, more than CCJ's 0.17% yield.


PositionTTM20252024202320222021202020192018201720162015
CCJ
Cameco Corporation
0.17%0.19%0.22%0.20%0.39%0.29%0.46%0.67%0.53%4.33%3.82%3.24%
METU
Direxion Daily META Bull 2X ETF
4.71%3.00%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


METU and CCJ have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

METU has higher volatility (20.46%) compared to CCJ (17.90%). In terms of maximum drawdown, METU dropped -61.85% vs CCJ's -87.53%.

CCJ currently has the higher Sharpe Ratio (0.96 vs -0.66), 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.

Portfolio Optimizer

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