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

Performance

VOD vs. CCJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vodafone Group Plc (VOD) 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, VOD achieves a 19.76% return, which is significantly higher than CCJ's 10.35% return. Over the past 10 years, VOD has underperformed CCJ with an annualized return of -0.06%, while CCJ has yielded a comparatively higher 25.74% annualized return.


VOD

1D
1.77%
1M
2.00%
YTD
19.76%
6M
25.65%
1Y
61.62%
3Y*
27.46%
5Y*
4.14%
10Y*
-0.06%

CCJ

1D
2.01%
1M
-12.51%
YTD
10.35%
6M
10.35%
1Y
52.94%
3Y*
47.60%
5Y*
36.72%
10Y*
25.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOD vs. CCJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOD
Vodafone Group Plc
19.76%63.00%5.68%-4.59%-27.22%-3.57%-9.63%5.64%-34.92%38.22%
CCJ
Cameco Corporation
10.35%78.38%19.47%90.49%4.35%63.19%51.47%-21.08%23.58%-8.20%

Correlation

The correlation between VOD 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

0.14

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

0.19

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

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 14, 1996

0.23

The correlation between VOD and CCJ shifts across timeframes, from 0.14 (3 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

VOD:

$35.85B

CCJ:

$43.98B

EPS

VOD:

-€1.92

CCJ:

CA$1.49

PS Ratio

VOD:

0.41

CCJ:

17.37

PB Ratio

VOD:

0.61

CCJ:

8.68

Total Revenue (TTM)

VOD:

€78.20B

CCJ:

CA$3.54B

Gross Profit (TTM)

VOD:

€25.34B

CCJ:

CA$1.04B

EBITDA (TTM)

VOD:

€25.58B

CCJ:

CA$996.66M

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Return for Risk

VOD vs. CCJ — Risk / Return Rank

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

VOD
VOD Risk / Return Rank: 9292
Overall Rank
VOD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VOD Sortino Ratio Rank: 8989
Sortino Ratio Rank
VOD Omega Ratio Rank: 9191
Omega Ratio Rank
VOD Calmar Ratio Rank: 9595
Calmar Ratio Rank
VOD Martin Ratio Rank: 9393
Martin Ratio Rank

CCJ
CCJ Risk / Return Rank: 7272
Overall Rank
CCJ Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CCJ Sortino Ratio Rank: 7171
Sortino Ratio Rank
CCJ Omega Ratio Rank: 6969
Omega Ratio Rank
CCJ Calmar Ratio Rank: 7575
Calmar Ratio Rank
CCJ Martin Ratio Rank: 7575
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.

VOD vs. CCJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vodafone Group Plc (VOD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VODCCJDifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.43

1.20

+0.23

Calmar ratioReturn relative to maximum drawdown

6.16

1.83

+4.34

Martin ratioReturn relative to average drawdown

14.54

4.43

+10.11

VOD vs. CCJ - Sharpe Ratio Comparison

The current VOD Sharpe Ratio is 2.39, which is higher than the CCJ Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of VOD 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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Drawdowns

VOD vs. CCJ - Drawdown Comparison

The maximum VOD drawdown since its inception was -79.32%, smaller than the maximum CCJ drawdown of -87.53%. Use the drawdown chart below to compare losses from any high point for VOD and CCJ.


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Drawdown Indicators


VODCCJDifference

Max Drawdown

Largest peak-to-trough decline

-79.32%

-87.53%

+8.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-29.13%

+19.08%

Max Drawdown (3Y)

Largest decline over 3 years

-20.03%

-40.01%

+19.98%

Max Drawdown (5Y)

Largest decline over 5 years

-49.24%

-40.01%

-9.23%

Max Drawdown (10Y)

Largest decline over 10 years

-62.36%

-57.22%

-5.14%

Current Drawdown

Current decline from peak

-16.19%

-24.71%

+8.52%

Average Drawdown

Average peak-to-trough decline

-32.70%

-46.07%

+13.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

11.99%

-7.74%

Volatility

VOD vs. CCJ - Volatility Comparison

The current volatility for Vodafone Group Plc (VOD) is 7.37%, while Cameco Corporation (CCJ) has a volatility of 17.90%. This indicates that VOD 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


VODCCJDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

17.90%

-10.53%

Volatility (6M)

Calculated over the trailing 6-month period

19.67%

39.91%

-20.24%

Volatility (1Y)

Calculated over the trailing 1-year period

25.97%

55.17%

-29.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.00%

50.01%

-23.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.85%

46.75%

-18.90%

Dividends

VOD vs. CCJ - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 3.43%, more than CCJ's 0.17% yield.


PositionTTM20252024202320222021202020192018201720162015
CCJ
Cameco Corporation
0.17%0.19%0.22%0.20%0.39%0.29%0.46%0.67%0.53%4.33%3.82%3.24%
VOD
Vodafone Group Plc
3.43%3.86%8.58%11.15%9.27%7.04%6.11%4.92%8.99%5.33%12.26%6.77%

Financials

VOD vs. CCJ - Financials Comparison

This section allows you to compare key financial metrics between Vodafone Group Plc 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


0.005.00B10.00B15.00B20.00B20222023202420252026
21.14B
847.55M
(VOD) Total Revenue
(CCJ) Total Revenue
Please note, different currencies. VOD values in EUR, CCJ values in CAD

VOD vs. CCJ - Profitability Comparison

The chart below illustrates the profitability comparison between Vodafone Group Plc and Cameco Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%20222023202420252026
30.5%
34.3%
Portfolio components
VOD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vodafone Group Plc reported a gross profit of 6.44B and revenue of 21.14B. Therefore, the gross margin over that period was 30.5%.

CCJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cameco Corporation reported a gross profit of 291.00M and revenue of 847.55M. Therefore, the gross margin over that period was 34.3%.

VOD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vodafone Group Plc reported an operating income of 1.13B and revenue of 21.14B, resulting in an operating margin of 5.3%.

CCJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cameco Corporation reported an operating income of 154.28M and revenue of 847.55M, resulting in an operating margin of 18.2%.

VOD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vodafone Group Plc reported a net income of -1.24B and revenue of 21.14B, resulting in a net margin of -5.9%.

CCJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cameco Corporation reported a net income of 131.09M and revenue of 847.55M, resulting in a net margin of 15.5%.


Frequently Asked Questions


VOD 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.

CCJ has higher volatility (17.90%) compared to VOD (7.37%). In terms of maximum drawdown, VOD dropped -79.32% vs CCJ's -87.53%.

VOD currently has the higher Sharpe Ratio (2.39 vs 0.96), 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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