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

Correlation

The correlation between NXE and DNN is 0.36, 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.


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.

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Key characteristics

Sharpe Ratio

NXE:

-0.52

DNN:

-0.53

Sortino Ratio

NXE:

-0.32

DNN:

-0.43

Omega Ratio

NXE:

0.96

DNN:

0.95

Calmar Ratio

NXE:

-0.45

DNN:

-0.33

Martin Ratio

NXE:

-0.88

DNN:

-1.08

Ulcer Index

NXE:

27.61%

DNN:

27.99%

Daily Std Dev

NXE:

54.95%

DNN:

60.88%

Max Drawdown

NXE:

-82.98%

DNN:

-98.41%

Current Drawdown

NXE:

-38.51%

DNN:

-88.66%

Fundamentals

Market Cap

NXE:

$3.11B

DNN:

$1.34B

EPS

NXE:

-$0.12

DNN:

-$0.07

PEG Ratio

NXE:

0.00

DNN:

0.00

PS Ratio

NXE:

0.00

DNN:

293.47

PB Ratio

NXE:

3.94

DNN:

3.18

Total Revenue (TTM)

NXE:

$0.00

DNN:

$3.19M

Gross Profit (TTM)

NXE:

-$564.00K

DNN:

-$11.70M

EBITDA (TTM)

NXE:

-$78.52M

DNN:

-$64.44M

Returns By Period

In the year-to-date period, NXE achieves a -17.27% return, which is significantly higher than DNN's -20.56% return.


NXE

YTD

-17.27%

1M

15.19%

6M

-26.02%

1Y

-31.66%

5Y*

32.56%

10Y*

N/A

DNN

YTD

-20.56%

1M

3.62%

6M

-31.58%

1Y

-36.16%

5Y*

27.76%

10Y*

5.42%

*Annualized

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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 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

DNN
The Risk-Adjusted Performance Rank of DNN is 2424
Overall Rank
The Sharpe Ratio Rank of DNN is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of DNN is 2424
Sortino Ratio Rank
The Omega Ratio Rank of DNN is 2525
Omega Ratio Rank
The Calmar Ratio Rank of DNN is 2929
Calmar Ratio Rank
The Martin Ratio Rank of DNN is 2222
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.


The current NXE Sharpe Ratio is -0.52, which is comparable to the DNN Sharpe Ratio of -0.53. 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.


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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.


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Volatility

NXE vs. DNN - Volatility Comparison

The current volatility for NexGen Energy Ltd. (NXE) is 12.95%, while Denison Mines Corp (DNN) has a volatility of 16.02%. 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.


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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


-5.00M0.005.00M10.00M202120222023202420250
1.17M
(NXE) Total Revenue
(DNN) Total Revenue
Values in USD except per share items