Cameco Corp

10-Year Study

CCO.TO · Energy · CA · Common Stock

Executive Summary: Cameco Corp has compounded at 28.2% annually over the last 10 years, with a maximum drawdown of 37.0% and an annualized volatility of 68.1%.

1Y CAGR
+119.6%
3Y CAGR
+66.0%
5Y CAGR
+48.7%
10Y CAGR
+28.2%

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 →
37.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.80
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +86.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -25.0%
% 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.
202634.0-4.2-6.39.0————————31.3%
2025-2.8-11.4-7.05.029.125.92.92.19.922.7-13.51.670.4%
202412.4-14.36.67.120.4-11.0-6.6-12.517.512.615.5-11.929.6%
202321.30.2-5.15.31.49.811.77.97.85.310.1-8.386.5%
2022-10.426.116.8-8.9-6.6-12.721.916.1-4.2-11.91.8-6.311.7%
2021-6.725.54.4-0.915.00.0-6.65.018.19.3-0.7-7.462.2%
2020-7.58.8-7.629.08.1-7.0-2.210.9-11.0-5.93.231.348.6%
20192.8-4.13.1-6.2-7.72.9-13.7-3.67.7-6.53.6-4.6-25.0%
2018-2.50.03.415.5-0.810.3-4.9-3.68.6-4.312.4-1.834.0%
201718.0-11.30.8-11.1-4.9-4.48.1-2.0-3.0-13.015.5-3.2-14.7%
2016———-5.8-2.7-6.5-12.1-3.0-6.5-7.819.714.4-13.8%

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 68.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.7% of variance. Idiosyncratic stock-specific factors contribute 15.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019418.115828502794
2016-05-019166.144446185179
2016-06-018573.554754817484
2016-07-017540.406809755078
2016-08-017310.825630581231
2016-09-016833.516110501854
2016-10-016297.130398454227
2016-11-017534.597106898533
2016-12-018620.815708392083
2017-01-0110174.29108569638
2017-02-019026.058802026215
2017-03-019099.104391874249
2017-04-018091.545250404721
2017-05-017695.897958117917
2017-06-017359.196302678991
2017-07-017957.399864222674
2017-08-017801.582328058906
2017-09-017570.303932320225
2017-10-016583.959997911117
2017-11-017601.767716329835
2017-12-017356.519922711369
2018-01-017172.76359078803
2018-02-017172.76359078803
2018-03-017419.904433651887
2018-04-018566.76588855815
2018-05-018497.049454279597
2018-06-019371.507650530055
2018-07-018908.950859052693
2018-08-018592.093581910282
2018-09-019333.450832941668
2018-10-018934.278552404825
2018-11-0110042.169303880097
2018-12-019857.499086114156
2019-01-0110137.670374432084
2019-02-019723.810642853414
2019-03-0110029.440179643845
2019-04-019411.78390516476
2019-05-018685.832158337249
2019-06-018940.545198182672
2019-07-017717.896495900569
2019-08-017437.725207582642
2019-09-018010.796908454749
2019-10-017488.641704527651
2019-11-017754.90887252598
2019-12-017396.012846623844
2020-01-016838.411927515796
2020-02-017440.858530471564
2020-03-016876.860410465299
2020-04-018870.110710742076
2020-05-019587.902762546348
2020-06-018921.353595488015
2020-07-018729.111180740507
2020-08-019684.056608700193
2020-09-018620.162932790223
2020-10-018113.804898428117
2020-11-018376.02485769492
2020-12-0110993.916131390673
2021-01-0110258.825526137134
2021-02-0112876.716799832888
2021-03-0113437.712152070604
2021-04-0113321.648650060053
2021-05-0115314.1156196146
2021-06-0115320.512820512819
2021-07-0114308.18841714972
2021-08-0115030.354065486448
2021-09-0117744.986683377723
2021-10-0119389.263146900623
2021-11-0119258.446916288056
2021-12-0117829.78223405922
2022-01-0115974.398140895086
2022-02-0120150.595331348894
2022-03-0123538.109039636536
2022-04-0121443.547965951228
2022-05-0120034.270719097603
2022-06-0117493.60279910178
2022-07-0121320.69559768134
2022-08-0124747.049454279593
2022-09-0123699.73627865685
2022-10-0120887.578985847824
2022-11-0121266.972165648338
2022-12-0119917.097498563893
2023-01-0124161.379184291607
2023-02-0124206.812366181002
2023-03-0122967.256775810747
2023-04-0124174.369418768605
2023-05-0124524.77936184657
2023-06-0126926.014413285287
2023-07-0130086.55804480652
2023-08-0132448.82239281425
2023-09-0134973.301477883964
2023-10-0136816.41338973314
2023-11-0140516.93299911222
2023-12-0137148.610893519246
2024-01-0141739.38586871377
2024-02-0135763.61689905478
2024-03-0138130.51595383571
2024-04-0140842.01524883806
2024-05-0149178.22079481957
2024-06-0143768.147161731686
2024-07-0140861.53323933365
2024-08-0135757.08914303619
2024-09-0142012.507180531626
2024-10-0147312.00062666458
2024-11-0154629.22345814403
2024-12-0148153.2325447804
2025-01-0146824.11614183509
2025-02-0141501.31860671576
2025-03-0138595.55329260014
2025-04-0140543.56624366807
2025-05-0152342.419969711205
2025-06-0165887.38315316726
2025-07-0167776.77685518825
2025-08-0169216.60400020888
2025-09-0176096.53245600293
2025-10-0193387.7095409682
2025-11-0180754.86970598985
2025-12-0182040.83764165231
2026-01-01109933.93910909185
2026-02-01105344.92662802235
2026-03-0198751.8930492454
2026-04-01107681.86328267795
Annual Return Matrix
YearAnnual Return
2017-0.14665616670705106
20180.339967700716973
2019-0.24970697110768225
20200.48646525626428705
20210.6217862698761416
20220.11706902737810188
20230.8651618739225342
20240.2962323862608003
20250.7037451756817759
20260.31253978357733936
Total Factor Risk
0.6807300684716787
VTI.US Exposure
-0.012253927243671345
VEA.US Exposure
0.014246599339489666
VWO.US Exposure
0.012519170870264775
QQQ.US Exposure
0.05787241539672905
VTV.US Exposure
-0.006958330739493508
IJR.US Exposure
0.04139600795355168
QUAL.US Exposure
-0.033672978593004915
SHV.US Exposure
0.5173893359736162
TLT.US Exposure
0.05436672408004298
LQD.US Exposure
0.04550020778200961
HYG.US Exposure
0.006040177442622139
GLD.US Exposure
0.029825864616111884
USO.US Exposure
0.0013865279664203695
VNQ.US Exposure
0.028649846075491626
BTC-USD.CC Exposure
0.011274216831775196
CPER.US Exposure
-0.005555596576974181
VIX.INDX Exposure
0.002549692318682838
UUP.US Exposure
0.04756757723519339
TIP.US Exposure
0.03601714096375726
Idiosyncratic Exposure
0.1518393283073852
Value Score
4.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
68.1%

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 →113.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.15%
Market Cap$67.0B
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 →
+25.9%
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 →
9.2% 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 (CCO.TO) has an annualized volatility of 68.1% and experienced a maximum drawdown of 37.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CCO.TO?

Over the past 10 years, CCO.TO has generated a Compound Annual Growth Rate (CAGR) of 28.2%. 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.

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