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

Correlation

The correlation between NXE and DNN is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

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.

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
764.46%
159.96%
NXE
DNN

Key characteristics

Sharpe Ratio

NXE:

-0.85

DNN:

-0.71

Sortino Ratio

NXE:

-1.13

DNN:

-0.89

Omega Ratio

NXE:

0.86

DNN:

0.90

Calmar Ratio

NXE:

-0.96

DNN:

-0.46

Martin Ratio

NXE:

-1.83

DNN:

-1.74

Ulcer Index

NXE:

25.92%

DNN:

23.87%

Daily Std Dev

NXE:

55.99%

DNN:

58.40%

Max Drawdown

NXE:

-82.98%

DNN:

-98.41%

Current Drawdown

NXE:

-49.44%

DNN:

-90.16%

Fundamentals

Market Cap

NXE:

$2.56B

DNN:

$1.12B

EPS

NXE:

-$0.10

DNN:

-$0.07

PEG Ratio

NXE:

0.00

DNN:

0.00

Total Revenue (TTM)

NXE:

$0.00

DNN:

$3.19M

Gross Profit (TTM)

NXE:

-$564.00K

DNN:

-$11.70M

EBITDA (TTM)

NXE:

-$50.42M

DNN:

-$64.44M

Returns By Period

The year-to-date returns for both investments are quite close, with NXE having a -31.97% return and DNN slightly higher at -31.11%.


NXE

YTD

-31.97%

1M

-6.07%

6M

-33.28%

1Y

-49.04%

5Y*

36.80%

10Y*

N/A

DNN

YTD

-31.11%

1M

-12.06%

6M

-34.74%

1Y

-44.14%

5Y*

34.82%

10Y*

4.24%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

NXE vs. DNN — 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 99
Overall Rank
The Sharpe Ratio Rank of NXE is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of NXE is 1414
Sortino Ratio Rank
The Omega Ratio Rank of NXE is 1414
Omega Ratio Rank
The Calmar Ratio Rank of NXE is 22
Calmar Ratio Rank
The Martin Ratio Rank of NXE is 44
Martin Ratio Rank

DNN
The Risk-Adjusted Performance Rank of DNN is 1616
Overall Rank
The Sharpe Ratio Rank of DNN is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DNN is 1717
Sortino Ratio Rank
The Omega Ratio Rank of DNN is 1919
Omega Ratio Rank
The Calmar Ratio Rank of DNN is 2525
Calmar Ratio Rank
The Martin Ratio Rank of DNN is 44
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. 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 -0.85, compared to the broader market-2.00-1.000.001.002.003.00
NXE: -0.85
DNN: -0.71
The chart of Sortino ratio for NXE, currently valued at -1.13, compared to the broader market-6.00-4.00-2.000.002.004.00
NXE: -1.13
DNN: -0.89
The chart of Omega ratio for NXE, currently valued at 0.86, compared to the broader market0.501.001.502.00
NXE: 0.86
DNN: 0.90
The chart of Calmar ratio for NXE, currently valued at -0.96, compared to the broader market0.001.002.003.004.005.00
NXE: -0.96
DNN: -0.85
The chart of Martin ratio for NXE, currently valued at -1.83, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
NXE: -1.83
DNN: -1.74

The current NXE Sharpe Ratio is -0.85, which is comparable to the DNN Sharpe Ratio of -0.71. 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.85
-0.71
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 -98.41%. Use the drawdown chart below to compare losses from any high point for NXE and DNN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-49.44%
-48.76%
NXE
DNN

Volatility

NXE vs. DNN - Volatility Comparison

NexGen Energy Ltd. (NXE) and Denison Mines Corp. (DNN) have volatilities of 13.92% and 14.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
13.92%
14.37%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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