NexGen Energy Ltd. (NYSE: NXE), an SEC filer in Miscellaneous Metal Ores, closed at $10.40, -7.1%, on 2026-08-28, with a market cap of $7.4B as of 2026-08-27. Institutional ownership, earnings history and filed financials are on the tabs below.
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 54.27% | Sharpe | 0.70 |
| Sortino | 1.04 |
| Beta | 1.14 | Correlation | 0.34 |
| Up capture | 153.68% | Down capture | 140.76% |
Relative Value shows 1.40 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −54.28% | Ulcer Index | 21.77 |
| MTD | 13.66% | QTD | 10.76% |
| YTD | 13.04% | Window (ann., 3.0y) | 25.85% |
| Skewness | 0.11 | Excess Kurtosis | 2.12 |
| Omega (θ=0) | 1.13 | Tail Ratio | 1.04 |
| Gain/Pain | 0.13 | Hit Rate | 49.87% |
| Win/Loss | 1.08 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.24% | -9.07% | -5.47% | -7.80% |
| CVaR (ES) | -7.36% | -11.18% | -6.90% | -8.96% |
| VaR (Cornish-Fisher) | — | — | -5.22% | -9.20% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -54.28% | 2024-11-22 | 2025-04-08 | 2025-09-22 | 91 | 114 |
| -39.73% | 2024-04-03 | 2024-09-06 | 2024-11-22 | 108 | 55 |
| -37.28% | 2026-01-28 | 2026-07-20 | ongoing | 115 | — |
| -22.70% | 2025-10-30 | 2025-11-21 | 2025-12-04 | 16 | 8 |
| -17.21% | 2024-02-01 | 2024-02-23 | 2024-04-01 | 15 | 25 |
| -17.17% | 2025-12-04 | 2025-12-17 | 2026-01-02 | 9 | 10 |
| -13.79% | 2023-09-25 | 2023-10-16 | 2023-11-17 | 15 | 24 |
| -13.19% | 2025-10-14 | 2025-10-21 | 2025-10-28 | 5 | 5 |
| -6.76% | 2024-01-12 | 2024-01-25 | 2024-02-01 | 8 | 5 |
| -6.36% | 2023-11-27 | 2023-11-29 | 2023-12-08 | 2 | 7 |
Worst depth first · lengths in trading days.
