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PZG vs. CCJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PZG vs. CCJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paramount Gold Nevada Corp. (PZG) and Cameco Corporation (CCJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PZG achieves a 3.97% return, which is significantly lower than CCJ's 25.22% return. Over the past 10 years, PZG has underperformed CCJ with an annualized return of -0.89%, while CCJ has yielded a comparatively higher 26.89% annualized return.


PZG

1D
-5.76%
1M
-5.07%
YTD
3.97%
6M
12.93%
1Y
124.39%
3Y*
65.31%
5Y*
4.52%
10Y*
-0.89%

CCJ

1D
-4.94%
1M
-3.13%
YTD
25.22%
6M
28.07%
1Y
92.33%
3Y*
56.47%
5Y*
40.19%
10Y*
26.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PZG vs. CCJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PZG
Paramount Gold Nevada Corp.
3.97%268.42%-8.80%8.70%-50.62%-40.29%51.28%-6.82%-36.15%-26.97%
CCJ
Cameco Corporation
25.22%78.38%19.47%90.49%4.35%63.19%51.47%-21.08%23.58%-8.20%

Correlation

The correlation between PZG and CCJ is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since May 9, 2006

0.17

The correlation between PZG and CCJ shifts across timeframes, from 0.11 (10 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PZG:

$108.90M

CCJ:

$49.91B

EPS

PZG:

-$0.09

CCJ:

$1.49

PB Ratio

PZG:

3.08

CCJ:

7.05

Total Revenue (TTM)

PZG:

$0.00

CCJ:

$3.54B

Gross Profit (TTM)

PZG:

-$892.14K

CCJ:

$1.04B

EBITDA (TTM)

PZG:

-$11.01M

CCJ:

$996.66M

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Return for Risk

PZG vs. CCJ — Risk / Return Rank

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

PZG
PZG Risk / Return Rank: 8080
Overall Rank
PZG Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PZG Sortino Ratio Rank: 8383
Sortino Ratio Rank
PZG Omega Ratio Rank: 7878
Omega Ratio Rank
PZG Calmar Ratio Rank: 7878
Calmar Ratio Rank
PZG Martin Ratio Rank: 7878
Martin Ratio Rank

CCJ
CCJ Risk / Return Rank: 8282
Overall Rank
CCJ Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CCJ Sortino Ratio Rank: 8282
Sortino Ratio Rank
CCJ Omega Ratio Rank: 7878
Omega Ratio Rank
CCJ Calmar Ratio Rank: 8585
Calmar Ratio Rank
CCJ Martin Ratio Rank: 8383
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.

PZG vs. CCJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Paramount Gold Nevada Corp. (PZG) 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.


PZGCCJDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.29

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

2.44

3.61

-1.17

Martin ratioReturn relative to average drawdown

5.77

8.18

-2.41

PZG vs. CCJ - Sharpe Ratio Comparison

The current PZG Sharpe Ratio is 1.75, which is comparable to the CCJ Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of PZG and CCJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PZGCCJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.69

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.81

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.58

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.24

-0.32

Drawdowns

PZG vs. CCJ - Drawdown Comparison

The maximum PZG drawdown since its inception was -93.81%, which is greater than CCJ's maximum drawdown of -87.53%. Use the drawdown chart below to compare losses from any high point for PZG and CCJ.


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Drawdown Indicators


PZGCCJDifference

Max Drawdown

Largest peak-to-trough decline

-93.81%

-87.53%

-6.28%

Max Drawdown (1Y)

Largest decline over 1 year

-51.31%

-25.69%

-25.62%

Max Drawdown (3Y)

Largest decline over 3 years

-51.31%

-40.01%

-11.30%

Max Drawdown (5Y)

Largest decline over 5 years

-74.05%

-40.01%

-34.04%

Max Drawdown (10Y)

Largest decline over 10 years

-90.14%

-57.22%

-32.92%

Current Drawdown

Current decline from peak

-70.36%

-14.56%

-55.80%

Average Drawdown

Average peak-to-trough decline

-68.57%

-46.10%

-22.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.65%

11.33%

+10.32%

Volatility

PZG vs. CCJ - Volatility Comparison

Paramount Gold Nevada Corp. (PZG) and Cameco Corporation (CCJ) have volatilities of 16.41% and 15.87%, 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.


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Volatility by Period


PZGCCJDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.41%

15.87%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

57.14%

38.06%

+19.08%

Volatility (1Y)

Calculated over the trailing 1-year period

71.66%

54.94%

+16.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.66%

49.69%

+12.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.65%

46.60%

+14.05%

Dividends

PZG vs. CCJ - Dividend Comparison

PZG has not paid dividends to shareholders, while CCJ's dividend yield for the trailing twelve months is around 0.15%.


PositionTTM20252024202320222021202020192018201720162015
CCJ
Cameco Corporation
0.15%0.19%0.22%0.20%0.39%0.29%0.46%0.67%0.53%4.33%3.82%3.24%
PZG
Paramount Gold Nevada Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

PZG vs. CCJ - Financials Comparison

This section allows you to compare key financial metrics between Paramount Gold Nevada Corp. 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B202220232024202520260
847.55M
(PZG) Total Revenue
(CCJ) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PZG and CCJ have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PZG has higher volatility (16.41%) compared to CCJ (15.87%). In terms of maximum drawdown, PZG dropped -93.81% vs CCJ's -87.53%.

PZG currently has the higher Sharpe Ratio (1.75 vs 1.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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