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NXE.TO vs. GWO.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

NXE.TO vs. GWO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in NexGen Energy Ltd. (NXE.TO) and Great-West Lifeco Inc. (GWO.TO). The values are adjusted to include any dividend payments, if applicable.

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NXE.TO vs. GWO.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NXE.TO
NexGen Energy Ltd.
27.63%33.23%2.27%54.76%8.12%57.83%110.18%-30.71%-24.92%37.77%
GWO.TO
Great-West Lifeco Inc.
-2.13%48.38%14.28%47.70%-12.58%31.45%-2.64%24.53%-15.76%4.08%

Fundamentals

Market Cap

NXE.TO:

CA$9.86B

GWO.TO:

CA$60.28B

EPS

NXE.TO:

-CA$0.53

GWO.TO:

CA$4.45

PB Ratio

NXE.TO:

5.38

GWO.TO:

2.24

Total Revenue (TTM)

NXE.TO:

CA$0.00

GWO.TO:

CA$37.59B

Gross Profit (TTM)

NXE.TO:

-CA$2.20M

GWO.TO:

CA$15.46B

EBITDA (TTM)

NXE.TO:

-CA$253.06M

GWO.TO:

CA$5.64B

Returns By Period

In the year-to-date period, NXE.TO achieves a 27.63% return, which is significantly higher than GWO.TO's -2.13% return. Over the past 10 years, NXE.TO has outperformed GWO.TO with an annualized return of 23.65%, while GWO.TO has yielded a comparatively lower 11.79% annualized return.


NXE.TO

1D
-0.12%
1M
-11.18%
YTD
27.63%
6M
27.43%
1Y
146.11%
3Y*
45.90%
5Y*
27.58%
10Y*
23.65%

GWO.TO

1D
0.64%
1M
1.14%
YTD
-2.13%
6M
18.76%
1Y
19.96%
3Y*
28.30%
5Y*
20.24%
10Y*
11.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NXE.TO vs. GWO.TO — Risk / Return Rank

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

NXE.TO
NXE.TO Risk / Return Rank: 9393
Overall Rank
NXE.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
NXE.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
NXE.TO Omega Ratio Rank: 8888
Omega Ratio Rank
NXE.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
NXE.TO Martin Ratio Rank: 9696
Martin Ratio Rank

GWO.TO
GWO.TO Risk / Return Rank: 7171
Overall Rank
GWO.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
GWO.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
GWO.TO Omega Ratio Rank: 6969
Omega Ratio Rank
GWO.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
GWO.TO Martin Ratio Rank: 6969
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.

NXE.TO vs. GWO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NexGen Energy Ltd. (NXE.TO) and Great-West Lifeco Inc. (GWO.TO). 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.


NXE.TOGWO.TODifference

Sharpe ratio

Return per unit of total volatility

2.66

1.14

+1.52

Sortino ratio

Return per unit of downside risk

3.23

1.55

+1.68

Omega ratio

Gain probability vs. loss probability

1.38

1.21

+0.16

Calmar ratio

Return relative to maximum drawdown

6.70

1.67

+5.03

Martin ratio

Return relative to average drawdown

18.06

3.31

+14.75

NXE.TO vs. GWO.TO - Sharpe Ratio Comparison

The current NXE.TO Sharpe Ratio is 2.66, which is higher than the GWO.TO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of NXE.TO and GWO.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NXE.TOGWO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

1.14

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

1.25

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.57

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.54

-0.06

Correlation

The correlation between NXE.TO and GWO.TO is 0.14, 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

NXE.TO vs. GWO.TO - Dividend Comparison

NXE.TO has not paid dividends to shareholders, while GWO.TO's dividend yield for the trailing twelve months is around 3.81%.


TTM20252024202320222021202020192018201720162015
NXE.TO
NexGen Energy Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GWO.TO
Great-West Lifeco Inc.
3.81%3.60%4.66%4.74%6.26%4.75%5.77%4.97%5.52%4.18%3.94%3.78%

Drawdowns

NXE.TO vs. GWO.TO - Drawdown Comparison

The maximum NXE.TO drawdown since its inception was -81.00%, which is greater than GWO.TO's maximum drawdown of -67.51%. Use the drawdown chart below to compare losses from any high point for NXE.TO and GWO.TO.


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Drawdown Indicators


NXE.TOGWO.TODifference

Max Drawdown

Largest peak-to-trough decline

-81.00%

-67.51%

-13.49%

Max Drawdown (1Y)

Largest decline over 1 year

-22.39%

-12.82%

-9.57%

Max Drawdown (5Y)

Largest decline over 5 years

-53.54%

-27.64%

-25.90%

Max Drawdown (10Y)

Largest decline over 10 years

-81.00%

-44.96%

-36.04%

Current Drawdown

Current decline from peak

-14.44%

-2.91%

-11.53%

Average Drawdown

Average peak-to-trough decline

-27.68%

-10.98%

-16.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.30%

6.47%

+1.83%

Volatility

NXE.TO vs. GWO.TO - Volatility Comparison

NexGen Energy Ltd. (NXE.TO) has a higher volatility of 14.28% compared to Great-West Lifeco Inc. (GWO.TO) at 5.33%. This indicates that NXE.TO's price experiences larger fluctuations and is considered to be riskier than GWO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NXE.TOGWO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.28%

5.33%

+8.95%

Volatility (6M)

Calculated over the trailing 6-month period

40.96%

11.13%

+29.83%

Volatility (1Y)

Calculated over the trailing 1-year period

55.22%

17.63%

+37.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.04%

16.32%

+39.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.82%

20.71%

+38.11%

Financials

NXE.TO vs. GWO.TO - Financials Comparison

This section allows you to compare key financial metrics between NexGen Energy Ltd. and Great-West Lifeco Inc.. 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


-5.00B0.005.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
6.76B
(NXE.TO) Total Revenue
(GWO.TO) Total Revenue
Values in CAD except per share items