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

Correlation

The correlation between UROY and DNN is 0.70, 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.


-0.50.00.51.00.7

Performance

UROY vs. DNN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Uranium Royalty Corp (UROY) and Denison Mines Corp. (DNN). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-12.34%
-8.61%
UROY
DNN

Key characteristics

Sharpe Ratio

UROY:

-0.39

DNN:

0.12

Sortino Ratio

UROY:

-0.25

DNN:

0.60

Omega Ratio

UROY:

0.97

DNN:

1.07

Calmar Ratio

UROY:

-0.34

DNN:

0.08

Martin Ratio

UROY:

-0.74

DNN:

0.39

Ulcer Index

UROY:

30.65%

DNN:

17.28%

Daily Std Dev

UROY:

57.99%

DNN:

55.46%

Max Drawdown

UROY:

-68.17%

DNN:

-98.41%

Current Drawdown

UROY:

-63.15%

DNN:

-84.85%

Fundamentals

Market Cap

UROY:

$323.20M

DNN:

$1.81B

EPS

UROY:

$0.05

DNN:

-$0.02

Total Revenue (TTM)

UROY:

$38.29M

DNN:

-$2.64M

Gross Profit (TTM)

UROY:

$12.95M

DNN:

-$24.97M

EBITDA (TTM)

UROY:

$4.66M

DNN:

-$67.62M

Returns By Period

In the year-to-date period, UROY achieves a -21.11% return, which is significantly lower than DNN's 7.91% return.


UROY

YTD

-21.11%

1M

-21.40%

6M

-13.41%

1Y

-19.92%

5Y*

N/A

10Y*

N/A

DNN

YTD

7.91%

1M

-15.86%

6M

-9.48%

1Y

12.35%

5Y*

37.22%

10Y*

6.70%

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Risk-Adjusted Performance

UROY vs. DNN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Uranium Royalty Corp (UROY) 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 UROY, currently valued at -0.39, compared to the broader market-4.00-2.000.002.00-0.390.12
The chart of Sortino ratio for UROY, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.250.60
The chart of Omega ratio for UROY, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.07
The chart of Calmar ratio for UROY, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.340.17
The chart of Martin ratio for UROY, currently valued at -0.74, compared to the broader market0.0010.0020.00-0.740.39
UROY
DNN

The current UROY Sharpe Ratio is -0.39, which is lower than the DNN Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of UROY 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.39
0.12
UROY
DNN

Dividends

UROY vs. DNN - Dividend Comparison

Neither UROY nor DNN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UROY vs. DNN - Drawdown Comparison

The maximum UROY drawdown since its inception was -68.17%, smaller than the maximum DNN drawdown of -98.41%. Use the drawdown chart below to compare losses from any high point for UROY and DNN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-63.15%
-21.07%
UROY
DNN

Volatility

UROY vs. DNN - Volatility Comparison

Uranium Royalty Corp (UROY) has a higher volatility of 16.43% compared to Denison Mines Corp. (DNN) at 13.57%. This indicates that UROY's price experiences larger fluctuations and is considered to be riskier than DNN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
16.43%
13.57%
UROY
DNN

Financials

UROY vs. DNN - Financials Comparison

This section allows you to compare key financial metrics between Uranium Royalty Corp 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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