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XMH.TO vs. CCO.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XMH.TO and CCO.TO is 0.46, 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.


-0.50.00.51.00.5

Performance

XMH.TO vs. CCO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P U.S. Mid-Cap Index ETF (CAD-Hedged) (XMH.TO) and Cameco Corporation (CCO.TO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
2.19%
17.21%
XMH.TO
CCO.TO

Key characteristics

Sharpe Ratio

XMH.TO:

0.91

CCO.TO:

0.38

Sortino Ratio

XMH.TO:

1.37

CCO.TO:

0.80

Omega Ratio

XMH.TO:

1.17

CCO.TO:

1.11

Calmar Ratio

XMH.TO:

1.58

CCO.TO:

0.50

Martin Ratio

XMH.TO:

3.72

CCO.TO:

1.24

Ulcer Index

XMH.TO:

3.81%

CCO.TO:

13.69%

Daily Std Dev

XMH.TO:

15.58%

CCO.TO:

45.04%

Max Drawdown

XMH.TO:

-44.82%

CCO.TO:

-83.92%

Current Drawdown

XMH.TO:

-6.11%

CCO.TO:

-22.57%

Returns By Period

In the year-to-date period, XMH.TO achieves a 2.55% return, which is significantly higher than CCO.TO's -9.51% return.


XMH.TO

YTD

2.55%

1M

-0.14%

6M

5.99%

1Y

12.22%

5Y*

8.17%

10Y*

N/A

CCO.TO

YTD

-9.51%

1M

-6.05%

6M

21.56%

1Y

17.49%

5Y*

40.99%

10Y*

13.95%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

XMH.TO vs. CCO.TO — Risk-Adjusted Performance Rank

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

XMH.TO
The Risk-Adjusted Performance Rank of XMH.TO is 3737
Overall Rank
The Sharpe Ratio Rank of XMH.TO is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of XMH.TO is 3232
Sortino Ratio Rank
The Omega Ratio Rank of XMH.TO is 3030
Omega Ratio Rank
The Calmar Ratio Rank of XMH.TO is 5353
Calmar Ratio Rank
The Martin Ratio Rank of XMH.TO is 3737
Martin Ratio Rank

CCO.TO
The Risk-Adjusted Performance Rank of CCO.TO is 5858
Overall Rank
The Sharpe Ratio Rank of CCO.TO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of CCO.TO is 5353
Sortino Ratio Rank
The Omega Ratio Rank of CCO.TO is 5252
Omega Ratio Rank
The Calmar Ratio Rank of CCO.TO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of CCO.TO is 5959
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.

XMH.TO vs. CCO.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Mid-Cap Index ETF (CAD-Hedged) (XMH.TO) and Cameco Corporation (CCO.TO). 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 XMH.TO, currently valued at 0.50, compared to the broader market0.002.004.000.500.25
The chart of Sortino ratio for XMH.TO, currently valued at 0.81, compared to the broader market0.005.0010.000.810.65
The chart of Omega ratio for XMH.TO, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.09
The chart of Calmar ratio for XMH.TO, currently valued at 0.67, compared to the broader market0.005.0010.0015.0020.000.670.35
The chart of Martin ratio for XMH.TO, currently valued at 1.82, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.820.84
XMH.TO
CCO.TO

The current XMH.TO Sharpe Ratio is 0.91, which is higher than the CCO.TO Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of XMH.TO and CCO.TO, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.50
0.25
XMH.TO
CCO.TO

Dividends

XMH.TO vs. CCO.TO - Dividend Comparison

XMH.TO's dividend yield for the trailing twelve months is around 1.00%, more than CCO.TO's 0.16% yield.


TTM20242023202220212020201920182017201620152014
XMH.TO
iShares S&P U.S. Mid-Cap Index ETF (CAD-Hedged)
1.00%1.03%1.16%1.30%0.91%1.02%1.35%1.39%0.88%1.52%0.63%0.00%
CCO.TO
Cameco Corporation
0.16%0.15%0.16%0.29%0.22%0.35%1.21%0.39%2.76%2.28%1.82%1.84%

Drawdowns

XMH.TO vs. CCO.TO - Drawdown Comparison

The maximum XMH.TO drawdown since its inception was -44.82%, smaller than the maximum CCO.TO drawdown of -83.92%. Use the drawdown chart below to compare losses from any high point for XMH.TO and CCO.TO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.45%
-22.89%
XMH.TO
CCO.TO

Volatility

XMH.TO vs. CCO.TO - Volatility Comparison

The current volatility for iShares S&P U.S. Mid-Cap Index ETF (CAD-Hedged) (XMH.TO) is 4.17%, while Cameco Corporation (CCO.TO) has a volatility of 20.88%. This indicates that XMH.TO experiences smaller price fluctuations and is considered to be less risky than CCO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
4.17%
20.88%
XMH.TO
CCO.TO
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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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