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USD=X vs. CCJ
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. CCJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Cameco Corporation (CCJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

CCJ

1D
1.93%
1M
-9.69%
YTD
15.25%
6M
16.00%
1Y
74.85%
3Y*
51.07%
5Y*
37.97%
10Y*
25.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. CCJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CCJ
Cameco Corporation
15.25%78.38%19.47%90.49%4.35%63.19%51.47%-21.08%23.58%-8.20%

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Return for Risk

USD=X vs. CCJ — Risk / Return Rank

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

USD=X

CCJ
CCJ Risk / Return Rank: 7979
Overall Rank
CCJ Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CCJ Sortino Ratio Rank: 7878
Sortino Ratio Rank
CCJ Omega Ratio Rank: 7575
Omega Ratio Rank
CCJ Calmar Ratio Rank: 8383
Calmar Ratio Rank
CCJ Martin Ratio Rank: 8181
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.

USD=X vs. CCJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. CCJ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XCCJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

Drawdowns

USD=X vs. CCJ - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum CCJ drawdown of -87.53%. Use the drawdown chart below to compare losses from any high point for USD=X and CCJ.


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Drawdown Indicators


USD=XCCJDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-87.53%

+87.53%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-25.69%

+25.69%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-40.01%

+40.01%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-40.01%

+40.01%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-57.22%

+57.22%

Current Drawdown

Current decline from peak

0.00%

-21.37%

+21.37%

Average Drawdown

Average peak-to-trough decline

0.00%

-46.09%

+46.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

11.54%

-11.54%

Volatility

USD=X vs. CCJ - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Cameco Corporation (CCJ) has a volatility of 15.98%. This indicates that USD=X 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.


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Volatility by Period


USD=XCCJDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

15.98%

-15.98%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

39.04%

-39.04%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

55.87%

-55.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

49.87%

-49.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

46.69%

-46.69%

Frequently Asked Questions


CCJ has higher volatility (15.98%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs CCJ's -87.53%.

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