Cameco Corp

10-Year Study

CCJ.US · Energy · US · Common Stock

Executive Summary: Cameco Corp has compounded at 27.6% annually over the last 10 years, with a maximum drawdown of 39.1% and an annualized volatility of 67.4%.

1Y CAGR
+119.8%
3Y CAGR
+65.4%
5Y CAGR
+44.4%
10Y CAGR
+27.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
39.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +90.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -21.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202634.9-4.0-8.310.7————————31.5%
2025-3.8-10.9-6.59.729.626.80.93.38.421.9-13.43.678.4%
202410.8-15.16.95.321.7-11.4-7.5-10.216.99.314.1-13.619.5%
202323.6-2.4-4.35.01.312.512.25.27.13.212.5-6.190.5%
2022-10.926.518.4-11.3-5.2-14.122.613.1-9.1-10.53.2-7.04.3%
2021-7.326.16.11.218.8-4.0-7.24.017.311.8-4.4-5.963.2%
2020-9.37.6-12.030.49.1-5.7-0.913.9-12.7-5.86.033.751.5%
20196.8-4.41.7-6.4-8.66.3-14.4-4.68.3-6.04.3-3.8-21.1%
2018-0.3-4.13.115.8-1.98.9-4.0-3.69.5-6.011.4-4.523.6%
201721.8-13.00.5-13.4-3.9-0.512.6-2.1-2.8-15.815.2-0.8-9.0%
2016———-2.6-7.0-5.0-12.9-3.6-6.3-10.019.414.7-16.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 67.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.2% of variance. Idiosyncratic stock-specific factors contribute 16.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019743.029255521948
2016-05-019057.68921197333
2016-06-018604.74968016335
2016-07-017498.75030712791
2016-08-017232.0361944945735
2016-09-016774.521515898635
2016-10-016093.926069016936
2016-11-017273.127790627728
2016-12-018344.728837827992
2017-01-0110161.994086199154
2017-02-018838.929415652086
2017-03-018882.478035059181
2017-04-017694.888544340799
2017-05-017398.012352896322
2017-06-017360.648654144321
2017-07-018290.843775682248
2017-08-018112.836675732236
2017-09-017885.434935481959
2017-10-016637.7754619627385
2017-11-017648.9676266002425
2017-12-017591.185217192386
2018-01-017566.445534572013
2018-02-017253.979954079083
2018-03-017476.044023079075
2018-04-018660.329241118709
2018-05-018495.878131645612
2018-06-019252.471850138527
2018-07-018882.3933101187
2018-08-018561.624685458659
2018-09-019375.831363478468
2018-10-018816.562031365174
2018-11-019819.112252073643
2018-12-019380.999584847792
2019-01-0110017.45333773903
2019-02-019579.34067051318
2019-03-019744.723754331564
2019-04-019124.791364834065
2019-05-018339.560616458668
2019-06-018868.58314482034
2019-07-017595.760363978345
2019-08-017248.557557888316
2019-09-017851.96858399207
2019-10-017380.813189978733
2019-11-017694.549644578874
2019-12-017403.43474908709
2020-01-016712.926484169145
2020-02-017220.428877648714
2020-03-016355.302510399987
2020-04-018285.16720467004
2020-05-019042.099822924874
2020-06-018526.379110218675
2020-07-018451.48226283371
2020-08-019624.414338848928
2020-09-018401.579272890562
2020-10-017910.852417626176
2020-11-018385.481534199223
2020-12-0111214.108397088854
2021-01-0110393.970973235391
2021-02-0113105.423243440173
2021-03-0113900.397359970857
2021-04-0114067.813842360776
2021-05-0116712.333409585783
2021-06-0116051.22469901465
2021-07-0114896.33903532183
2021-08-0115498.902812020773
2021-09-0118185.191774902778
2021-10-0120336.019113946575
2021-11-0119449.542061696702
2021-12-0118300.078794194647
2022-01-0116303.111947063857
2022-02-0120624.25336146202
2022-03-0124416.880597141382
2022-04-0121656.287861457782
2022-05-0120531.9879012785
2022-06-0117637.190859873423
2022-07-0121622.73678502741
2022-08-0124458.819442679345
2022-09-0122243.685873810675
2022-10-0119902.651043387643
2022-11-0120535.715798659654
2022-12-0119095.307085546774
2023-01-0123593.26945072821
2023-02-0123028.916622186076
2023-03-0122043.396114514235
2023-04-0123155.24150844284
2023-05-0123450.08430131578
2023-06-0126389.785561175646
2023-07-0129615.857119860375
2023-08-0131165.730456074354
2023-09-0133389.42124393158
2023-10-0134459.15834244127
2023-11-0138754.54337493328
2023-12-0136374.6197968296
2024-01-0140298.9943149565
2024-02-0134205.66132052292
2024-03-0136560.25214142287
2024-04-0138509.857746824935
2024-05-0146848.147489176394
2024-06-0141522.76135526015
2024-07-0138391.66645485431
2024-08-0134467.291936727415
2024-09-0140307.46680900457
2024-10-0144071.54173974194
2024-11-0150271.11980953834
2024-12-0143455.50669750655
2025-01-0141806.58990587059
2025-02-0137240.33923866169
2025-03-0134805.005549483605
2025-04-0138179.00685424769
2025-05-0149493.175406044276
2025-06-0162769.14995467217
2025-07-0163361.03838887053
2025-08-0165441.205127553396
2025-09-0170912.23343415602
2025-10-0186429.09793355869
2025-11-0174844.31792186666
2025-12-0177514.84804581925
2026-01-01104542.1040591719
2026-02-01100314.32952918351
2026-03-0192019.75785612012
2026-04-01101898.68591617314
Annual Return Matrix
YearAnnual Return
2017-0.09030175039597121
20180.23577535212839584
2019-0.2108053430633201
20200.51471698976906
20210.6318799628283682
20220.04345491078455899
20230.9048983938237642
20240.19466559211415113
20250.7837750365080198
20260.3145698983495464
Total Factor Risk
0.674030173244711
VTI.US Exposure
-0.01974738335005151
VEA.US Exposure
0.015358140794828026
VWO.US Exposure
0.013081354985925229
QQQ.US Exposure
0.07278561472259416
VTV.US Exposure
0.000554463014077236
IJR.US Exposure
0.04795353199147331
QUAL.US Exposure
-0.04532893418491547
SHV.US Exposure
0.49228405013219956
TLT.US Exposure
0.05154553591640416
LQD.US Exposure
0.05636789785854877
HYG.US Exposure
0.00571608609162895
GLD.US Exposure
0.03690668522482518
USO.US Exposure
0.0028736897794099867
VNQ.US Exposure
0.036702350285295324
BTC-USD.CC Exposure
0.011678807562071476
CPER.US Exposure
-0.006868059639508957
VIX.INDX Exposure
0.006408694738875939
UUP.US Exposure
0.02372205232034932
TIP.US Exposure
0.03849666233009254
Idiosyncratic Exposure
0.15950875942587658
Value Score
3.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
67.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →116.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.22%
Market Cap$49.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+26.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
10.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cameco Corp a high-risk investment?

Cameco Corp (CCJ.US) has an annualized volatility of 67.4% and experienced a maximum drawdown of 39.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CCJ.US?

Over the past 10 years, CCJ.US has generated a Compound Annual Growth Rate (CAGR) of 27.6%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Cameco Corp

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest