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NXE vs. CCJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NXE and CCJ is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

NXE vs. CCJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NexGen Energy Ltd. (NXE) and Cameco Corporation (CCJ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NXE:

-0.52

CCJ:

0.07

Sortino Ratio

NXE:

-0.32

CCJ:

0.41

Omega Ratio

NXE:

0.96

CCJ:

1.05

Calmar Ratio

NXE:

-0.45

CCJ:

0.07

Martin Ratio

NXE:

-0.88

CCJ:

0.14

Ulcer Index

NXE:

27.61%

CCJ:

20.05%

Daily Std Dev

NXE:

54.95%

CCJ:

47.62%

Max Drawdown

NXE:

-82.98%

CCJ:

-87.86%

Current Drawdown

NXE:

-38.51%

CCJ:

-16.14%

Fundamentals

Market Cap

NXE:

$3.11B

CCJ:

$22.42B

EPS

NXE:

-$0.12

CCJ:

$0.41

PEG Ratio

NXE:

0.00

CCJ:

3.33

PS Ratio

NXE:

0.00

CCJ:

6.81

PB Ratio

NXE:

3.94

CCJ:

4.82

Total Revenue (TTM)

NXE:

$0.00

CCJ:

$3.29B

Gross Profit (TTM)

NXE:

-$564.00K

CCJ:

$961.04M

EBITDA (TTM)

NXE:

-$78.52M

CCJ:

$800.16M

Returns By Period

In the year-to-date period, NXE achieves a -17.27% return, which is significantly lower than CCJ's -0.23% return.


NXE

YTD

-17.27%

1M

15.19%

6M

-26.02%

1Y

-31.66%

5Y*

32.56%

10Y*

N/A

CCJ

YTD

-0.23%

1M

24.50%

6M

-4.14%

1Y

-3.17%

5Y*

39.84%

10Y*

13.74%

*Annualized

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Risk-Adjusted Performance

NXE vs. CCJ — Risk-Adjusted Performance Rank

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

NXE
The Risk-Adjusted Performance Rank of NXE is 2525
Overall Rank
The Sharpe Ratio Rank of NXE is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of NXE is 2626
Sortino Ratio Rank
The Omega Ratio Rank of NXE is 2727
Omega Ratio Rank
The Calmar Ratio Rank of NXE is 2121
Calmar Ratio Rank
The Martin Ratio Rank of NXE is 3030
Martin Ratio Rank

CCJ
The Risk-Adjusted Performance Rank of CCJ is 5151
Overall Rank
The Sharpe Ratio Rank of CCJ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of CCJ is 4848
Sortino Ratio Rank
The Omega Ratio Rank of CCJ is 4848
Omega Ratio Rank
The Calmar Ratio Rank of CCJ is 5454
Calmar Ratio Rank
The Martin Ratio Rank of CCJ is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NXE vs. CCJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NexGen Energy Ltd. (NXE) 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.


The current NXE Sharpe Ratio is -0.52, which is lower than the CCJ Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of NXE and CCJ, 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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Dividends

NXE vs. CCJ - Dividend Comparison

NXE has not paid dividends to shareholders, while CCJ's dividend yield for the trailing twelve months is around 0.22%.


TTM20242023202220212020201920182017201620152014
NXE
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%
CCJ
Cameco Corporation
0.22%0.22%0.20%0.39%0.29%0.46%0.67%0.53%3.36%2.88%2.50%2.19%

Drawdowns

NXE vs. CCJ - Drawdown Comparison

The maximum NXE drawdown since its inception was -82.98%, smaller than the maximum CCJ drawdown of -87.86%. Use the drawdown chart below to compare losses from any high point for NXE and CCJ. For additional features, visit the drawdowns tool.


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Volatility

NXE vs. CCJ - Volatility Comparison

NexGen Energy Ltd. (NXE) has a higher volatility of 12.95% compared to Cameco Corporation (CCJ) at 10.78%. This indicates that NXE'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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Financials

NXE vs. CCJ - Financials Comparison

This section allows you to compare key financial metrics between NexGen Energy Ltd. and Cameco Corporation. 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B202120222023202420250
789.43M
(NXE) Total Revenue
(CCJ) Total Revenue
Values in USD except per share items