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AA vs. FNV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AA vs. FNV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alcoa Corporation (AA) and Franco-Nevada Corporation (FNV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AA achieves a 29.83% return, which is significantly higher than FNV's 1.43% return.


AA

1D
-0.30%
1M
0.64%
YTD
29.83%
6M
49.53%
1Y
140.52%
3Y*
24.73%
5Y*
14.08%
10Y*

FNV

1D
0.75%
1M
-12.83%
YTD
1.43%
6M
-2.28%
1Y
25.80%
3Y*
14.28%
5Y*
7.76%
10Y*
12.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AA vs. FNV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AA
Alcoa Corporation
29.83%42.46%12.43%-24.33%-23.12%159.05%7.16%-19.07%-50.66%91.84%
FNV
Franco-Nevada Corporation
1.43%77.81%7.41%-17.96%-0.39%11.57%22.31%48.92%-11.00%35.45%

Correlation

The correlation between AA and FNV is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2016

0.22

The correlation between AA and FNV shifts across timeframes, from 0.22 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AA:

$18.13B

FNV:

$40.47B

EPS

AA:

$3.92

FNV:

$7.10

PE Ratio

AA:

17.55

FNV:

29.51

PEG Ratio

AA:

0.05

FNV:

0.62

PS Ratio

AA:

1.42

FNV:

19.22

PB Ratio

AA:

2.66

FNV:

4.98

Total Revenue (TTM)

AA:

$12.66B

FNV:

$2.10B

Gross Profit (TTM)

AA:

$948.00M

FNV:

$1.61B

EBITDA (TTM)

AA:

$1.70B

FNV:

$1.96B

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Return for Risk

AA vs. FNV — Risk / Return Rank

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

AA
AA Risk / Return Rank: 9292
Overall Rank
AA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AA Sortino Ratio Rank: 9090
Sortino Ratio Rank
AA Omega Ratio Rank: 8787
Omega Ratio Rank
AA Calmar Ratio Rank: 9595
Calmar Ratio Rank
AA Martin Ratio Rank: 9696
Martin Ratio Rank

FNV
FNV Risk / Return Rank: 6363
Overall Rank
FNV Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FNV Sortino Ratio Rank: 5959
Sortino Ratio Rank
FNV Omega Ratio Rank: 6060
Omega Ratio Rank
FNV Calmar Ratio Rank: 6464
Calmar Ratio Rank
FNV Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AA vs. FNV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alcoa Corporation (AA) and Franco-Nevada Corporation (FNV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AAFNVDifference
Sharpe ratioReturn per unit of total volatility

+1.88

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.36

1.15

+0.21

Calmar ratioReturn relative to maximum drawdown

6.49

1.01

+5.49

Martin ratioReturn relative to average drawdown

20.55

2.50

+18.05

AA vs. FNV - Sharpe Ratio Comparison

The current AA Sharpe Ratio is 2.60, which is higher than the FNV Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of AA and FNV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AA vs. FNV - Drawdown Comparison

The maximum AA drawdown since its inception was -90.90%, which is greater than FNV's maximum drawdown of -58.76%. Use the drawdown chart below to compare losses from any high point for AA and FNV.


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Drawdown Indicators


AAFNVDifference

Max Drawdown

Largest peak-to-trough decline

-90.90%

-58.76%

-32.14%

Max Drawdown (1Y)

Largest decline over 1 year

-21.77%

-25.68%

+3.91%

Max Drawdown (3Y)

Largest decline over 3 years

-52.25%

-29.64%

-22.61%

Max Drawdown (5Y)

Largest decline over 5 years

-75.46%

-37.12%

-38.34%

Max Drawdown (10Y)

Largest decline over 10 years

-37.12%

Current Drawdown

Current decline from peak

-24.27%

-25.13%

+0.86%

Average Drawdown

Average peak-to-trough decline

-46.12%

-13.97%

-32.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.87%

10.33%

-3.46%

Volatility

AA vs. FNV - Volatility Comparison

Alcoa Corporation (AA) has a higher volatility of 21.35% compared to Franco-Nevada Corporation (FNV) at 11.92%. This indicates that AA's price experiences larger fluctuations and is considered to be riskier than FNV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAFNVDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.35%

11.92%

+9.43%

Volatility (6M)

Calculated over the trailing 6-month period

41.11%

29.98%

+11.13%

Volatility (1Y)

Calculated over the trailing 1-year period

54.44%

35.97%

+18.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.26%

30.32%

+25.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.66%

30.17%

+25.49%

Dividends

AA vs. FNV - Dividend Comparison

AA's dividend yield for the trailing twelve months is around 0.58%, less than FNV's 0.78% yield.


PositionTTM20252024202320222021202020192018201720162015
AA
Alcoa Corporation
0.58%0.75%1.06%1.18%0.88%0.17%0.00%0.00%0.00%0.00%0.32%0.00%
FNV
Franco-Nevada Corporation
0.78%0.73%1.22%1.23%0.94%1.10%0.82%0.96%1.35%1.14%1.46%1.81%

Financials

AA vs. FNV - Financials Comparison

This section allows you to compare key financial metrics between Alcoa Corporation and Franco-Nevada Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B20222023202420252026
3.19B
641.09M
(AA) Total Revenue
(FNV) Total Revenue
Values in USD except per share items

AA vs. FNV - Profitability Comparison

The chart below illustrates the profitability comparison between Alcoa Corporation and Franco-Nevada Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%202220232024202520260
80.9%
Portfolio components
AA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alcoa Corporation reported a gross profit of 0.00 and revenue of 3.19B. Therefore, the gross margin over that period was 0.0%.

FNV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Franco-Nevada Corporation reported a gross profit of 518.42M and revenue of 641.09M. Therefore, the gross margin over that period was 80.9%.

AA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alcoa Corporation reported an operating income of 0.00 and revenue of 3.19B, resulting in an operating margin of 0.0%.

FNV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Franco-Nevada Corporation reported an operating income of 503.23M and revenue of 641.09M, resulting in an operating margin of 78.5%.

AA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alcoa Corporation reported a net income of 425.00M and revenue of 3.19B, resulting in a net margin of 13.3%.

FNV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Franco-Nevada Corporation reported a net income of 462.11M and revenue of 641.09M, resulting in a net margin of 72.1%.


Frequently Asked Questions


AA and FNV have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AA has higher volatility (21.35%) compared to FNV (11.92%). In terms of maximum drawdown, AA dropped -90.90% vs FNV's -58.76%.

AA currently has the higher Sharpe Ratio (2.60 vs 0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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