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REMX vs. CCJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REMX and CCJ is 0.42, 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.


-0.50.00.51.00.4

Performance

REMX vs. CCJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) and Cameco Corporation (CCJ). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-0.99%
4.83%
REMX
CCJ

Key characteristics

Sharpe Ratio

REMX:

-0.54

CCJ:

-0.01

Sortino Ratio

REMX:

-0.60

CCJ:

0.30

Omega Ratio

REMX:

0.94

CCJ:

1.04

Calmar Ratio

REMX:

-0.23

CCJ:

-0.01

Martin Ratio

REMX:

-1.00

CCJ:

-0.02

Ulcer Index

REMX:

19.47%

CCJ:

14.60%

Daily Std Dev

REMX:

36.22%

CCJ:

44.14%

Max Drawdown

REMX:

-90.21%

CCJ:

-87.87%

Current Drawdown

REMX:

-80.85%

CCJ:

-18.76%

Returns By Period

In the year-to-date period, REMX achieves a 9.18% return, which is significantly higher than CCJ's -3.35% return. Over the past 10 years, REMX has underperformed CCJ with an annualized return of -1.77%, while CCJ has yielded a comparatively higher 14.52% annualized return.


REMX

YTD

9.18%

1M

3.82%

6M

-1.00%

1Y

-16.22%

5Y*

2.07%

10Y*

-1.77%

CCJ

YTD

-3.35%

1M

-8.34%

6M

4.84%

1Y

1.65%

5Y*

41.76%

10Y*

14.52%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

REMX vs. CCJ — Risk-Adjusted Performance Rank

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

REMX
The Risk-Adjusted Performance Rank of REMX is 44
Overall Rank
The Sharpe Ratio Rank of REMX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of REMX is 33
Sortino Ratio Rank
The Omega Ratio Rank of REMX is 44
Omega Ratio Rank
The Calmar Ratio Rank of REMX is 44
Calmar Ratio Rank
The Martin Ratio Rank of REMX is 44
Martin Ratio Rank

CCJ
The Risk-Adjusted Performance Rank of CCJ is 4646
Overall Rank
The Sharpe Ratio Rank of CCJ is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of CCJ is 4343
Sortino Ratio Rank
The Omega Ratio Rank of CCJ is 4242
Omega Ratio Rank
The Calmar Ratio Rank of CCJ is 4747
Calmar Ratio Rank
The Martin Ratio Rank of CCJ is 4848
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.

REMX vs. CCJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) 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.


Sharpe ratio
The chart of Sharpe ratio for REMX, currently valued at -0.54, compared to the broader market0.002.004.00-0.54-0.01
The chart of Sortino ratio for REMX, currently valued at -0.60, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.600.30
The chart of Omega ratio for REMX, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.000.941.04
The chart of Calmar ratio for REMX, currently valued at -0.23, compared to the broader market0.005.0010.0015.00-0.23-0.01
The chart of Martin ratio for REMX, currently valued at -1.00, compared to the broader market0.0020.0040.0060.0080.00100.00-1.00-0.02
REMX
CCJ

The current REMX Sharpe Ratio is -0.54, which is lower than the CCJ Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of REMX 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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.54
-0.01
REMX
CCJ

Dividends

REMX vs. CCJ - Dividend Comparison

REMX's dividend yield for the trailing twelve months is around 2.34%, more than CCJ's 0.23% yield.


TTM20242023202220212020201920182017201620152014
REMX
VanEck Vectors Rare Earth/Strategic Metals ETF
2.34%2.56%0.00%1.56%5.25%0.81%1.60%12.43%2.89%2.23%4.77%1.53%
CCJ
Cameco Corporation
0.23%0.22%0.20%0.39%0.29%0.46%0.67%0.53%3.36%2.88%2.50%2.19%

Drawdowns

REMX vs. CCJ - Drawdown Comparison

The maximum REMX drawdown since its inception was -90.21%, roughly equal to the maximum CCJ drawdown of -87.87%. Use the drawdown chart below to compare losses from any high point for REMX and CCJ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-80.85%
-18.76%
REMX
CCJ

Volatility

REMX vs. CCJ - Volatility Comparison

The current volatility for VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) is 7.28%, while Cameco Corporation (CCJ) has a volatility of 10.14%. This indicates that REMX experiences smaller price fluctuations and is considered to be less risky than CCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.28%
10.14%
REMX
CCJ
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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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