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

Performance

NXE vs. DNN - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.36%
1.73%
NXE
DNN

Returns By Period

In the year-to-date period, NXE achieves a 24.71% return, which is significantly lower than DNN's 33.33% return.


NXE

YTD

24.71%

1M

10.51%

6M

15.32%

1Y

33.28%

5Y (annualized)

47.41%

10Y (annualized)

N/A

DNN

YTD

33.33%

1M

3.06%

6M

5.36%

1Y

27.57%

5Y (annualized)

39.74%

10Y (annualized)

7.71%

Fundamentals


NXEDNN
Market Cap$4.79B$2.04B
EPS$0.21-$0.02
PEG Ratio0.000.00
Total Revenue (TTM)$0.00-$2.64M
Gross Profit (TTM)-$1.58M-$24.97M
EBITDA (TTM)-$50.78M-$67.62M

Key characteristics


NXEDNN
Sharpe Ratio0.630.51
Sortino Ratio1.191.13
Omega Ratio1.161.13
Calmar Ratio0.850.33
Martin Ratio1.831.64
Ulcer Index18.52%17.21%
Daily Std Dev53.59%55.23%
Max Drawdown-82.98%-98.06%
Current Drawdown-0.91%-77.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.6

The correlation between NXE and DNN is 0.62, 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.

Risk-Adjusted Performance

NXE vs. DNN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NexGen Energy Ltd. (NXE) and Denison Mines Corp. (DNN). 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.


Sharpe ratio
The chart of Sharpe ratio for NXE, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.000.630.51
The chart of Sortino ratio for NXE, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.191.13
The chart of Omega ratio for NXE, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.13
The chart of Calmar ratio for NXE, currently valued at 0.85, compared to the broader market0.002.004.006.000.850.70
The chart of Martin ratio for NXE, currently valued at 1.83, compared to the broader market0.0010.0020.0030.001.831.64
NXE
DNN

The current NXE Sharpe Ratio is 0.63, which is comparable to the DNN Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of NXE and DNN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.63
0.51
NXE
DNN

Dividends

NXE vs. DNN - Dividend Comparison

Neither NXE nor DNN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NXE vs. DNN - Drawdown Comparison

The maximum NXE drawdown since its inception was -82.98%, smaller than the maximum DNN drawdown of -98.06%. Use the drawdown chart below to compare losses from any high point for NXE and DNN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.91%
-2.48%
NXE
DNN

Volatility

NXE vs. DNN - Volatility Comparison

The current volatility for NexGen Energy Ltd. (NXE) is 13.65%, while Denison Mines Corp. (DNN) has a volatility of 14.61%. This indicates that NXE experiences smaller price fluctuations and is considered to be less risky than DNN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
13.65%
14.61%
NXE
DNN

Financials

NXE vs. DNN - Financials Comparison

This section allows you to compare key financial metrics between NexGen Energy Ltd. and Denison Mines 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items