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SMR vs. LEU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SMR and LEU is 0.33, 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.


-0.50.00.51.00.3

Performance

SMR vs. LEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuscale Power Corp (SMR) and Centrus Energy Corp. (LEU). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
96.52%
55.20%
SMR
LEU

Key characteristics

Sharpe Ratio

SMR:

3.81

LEU:

0.34

Sortino Ratio

SMR:

3.51

LEU:

1.11

Omega Ratio

SMR:

1.43

LEU:

1.14

Calmar Ratio

SMR:

5.73

LEU:

0.28

Martin Ratio

SMR:

16.85

LEU:

1.23

Ulcer Index

SMR:

29.72%

LEU:

22.74%

Daily Std Dev

SMR:

131.59%

LEU:

81.45%

Max Drawdown

SMR:

-87.47%

LEU:

-99.98%

Current Drawdown

SMR:

-34.56%

LEU:

-99.01%

Fundamentals

Market Cap

SMR:

$2.19B

LEU:

$1.18B

EPS

SMR:

-$0.95

LEU:

$4.82

Total Revenue (TTM)

SMR:

$7.38M

LEU:

$394.00M

Gross Profit (TTM)

SMR:

$1.66M

LEU:

$94.70M

EBITDA (TTM)

SMR:

-$195.90M

LEU:

$93.20M

Returns By Period

In the year-to-date period, SMR achieves a 500.91% return, which is significantly higher than LEU's 22.77% return.


SMR

YTD

500.91%

1M

-28.55%

6M

97.31%

1Y

502.74%

5Y*

N/A

10Y*

N/A

LEU

YTD

22.77%

1M

-11.10%

6M

52.69%

1Y

23.34%

5Y*

55.81%

10Y*

31.80%

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Risk-Adjusted Performance

SMR vs. LEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuscale Power Corp (SMR) and Centrus Energy Corp. (LEU). 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 SMR, currently valued at 3.81, compared to the broader market-4.00-2.000.002.003.810.34
The chart of Sortino ratio for SMR, currently valued at 3.51, compared to the broader market-4.00-2.000.002.004.003.511.11
The chart of Omega ratio for SMR, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.14
The chart of Calmar ratio for SMR, currently valued at 5.73, compared to the broader market0.002.004.006.005.730.68
The chart of Martin ratio for SMR, currently valued at 16.85, compared to the broader market-5.000.005.0010.0015.0020.0025.0016.851.23
SMR
LEU

The current SMR Sharpe Ratio is 3.81, which is higher than the LEU Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SMR and LEU, 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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
3.81
0.34
SMR
LEU

Dividends

SMR vs. LEU - Dividend Comparison

Neither SMR nor LEU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SMR vs. LEU - Drawdown Comparison

The maximum SMR drawdown since its inception was -87.47%, smaller than the maximum LEU drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for SMR and LEU. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.56%
-39.01%
SMR
LEU

Volatility

SMR vs. LEU - Volatility Comparison

Nuscale Power Corp (SMR) has a higher volatility of 28.35% compared to Centrus Energy Corp. (LEU) at 24.33%. This indicates that SMR's price experiences larger fluctuations and is considered to be riskier than LEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
28.35%
24.33%
SMR
LEU

Financials

SMR vs. LEU - Financials Comparison

This section allows you to compare key financial metrics between Nuscale Power Corp and Centrus Energy 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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