CCJ·Cameco Corporation

Realized volatility (21d)

26.0% 10th pct

Below its peak

-35.0%

vs 200-day average

-17.4%

Up days (1y)

49%

Cameco Corporation is currently running 26.0% annualised volatility over the last 21 sessions. Measured against CCJ's own 13 years of daily returns rather than a market-wide average, that is the 10th percentile — unusually subdued by its own history, against a typical reading of 40.7%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

CCJ is trading -35.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -36.0%, and the deepest was -44.5% in 2016. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits -17.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 8th percentile — a narrower gap than it typically runs. Over the past year CCJ closed higher on 49% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, CCJ finished the month higher 6 of 13 times, with a median return of -1.5% and an average of +0.5%. Its strongest month historically has been November at +4.3% on average, its weakest June at -1.7%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: CCJ has opened more than 2% away from the prior close in 233 of 3,267 sessions (7.1% of the time), with the largest gaps running +8.3% and -7.7%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against CCJ's own 13-year history, not a peer group or index.