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ABX.AX vs. FNV
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ABX.AX vs. FNV - Performance Comparison

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

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ABX.AX vs. FNV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABX.AX
ABx Group Limited
-8.22%78.05%-43.06%-37.39%17.35%8.89%-33.33%28.57%-12.50%-31.43%
FNV
Franco-Nevada Corporation
15.28%64.90%18.22%-17.90%6.19%18.11%11.57%49.61%-1.46%25.13%
Different Trading Currencies

ABX.AX is traded in AUD, while FNV is traded in USD. To make them comparable, the FNV values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ABX.AX achieves a -8.22% return, which is significantly lower than FNV's 15.28% return. Over the past 10 years, ABX.AX has underperformed FNV with an annualized return of -4.39%, while FNV has yielded a comparatively higher 17.50% annualized return.


ABX.AX

1D
3.08%
1M
0.00%
YTD
-8.22%
6M
4.69%
1Y
67.50%
3Y*
-15.23%
5Y*
-7.70%
10Y*
-4.39%

FNV

1D
0.00%
1M
-8.59%
YTD
15.28%
6M
6.75%
1Y
43.43%
3Y*
19.11%
5Y*
17.13%
10Y*
17.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ABX.AX vs. FNV — Risk / Return Rank

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

ABX.AX
ABX.AX Risk / Return Rank: 6969
Overall Rank
ABX.AX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ABX.AX Sortino Ratio Rank: 7777
Sortino Ratio Rank
ABX.AX Omega Ratio Rank: 7474
Omega Ratio Rank
ABX.AX Calmar Ratio Rank: 7070
Calmar Ratio Rank
ABX.AX Martin Ratio Rank: 6464
Martin Ratio Rank

FNV
FNV Risk / Return Rank: 8484
Overall Rank
FNV Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FNV Sortino Ratio Rank: 8080
Sortino Ratio Rank
FNV Omega Ratio Rank: 8282
Omega Ratio Rank
FNV Calmar Ratio Rank: 8686
Calmar Ratio Rank
FNV Martin Ratio Rank: 8585
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.

ABX.AX vs. FNV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABx Group Limited (ABX.AX) 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.


ABX.AXFNVDifference

Sharpe ratio

Return per unit of total volatility

0.55

1.32

-0.77

Sortino ratio

Return per unit of downside risk

1.93

1.76

+0.17

Omega ratio

Gain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratio

Return relative to maximum drawdown

1.45

2.18

-0.73

Martin ratio

Return relative to average drawdown

2.50

5.68

-3.18

ABX.AX vs. FNV - Sharpe Ratio Comparison

The current ABX.AX Sharpe Ratio is 0.55, which is lower than the FNV Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of ABX.AX and FNV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ABX.AXFNVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

1.32

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.65

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.63

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.56

-0.67

Correlation

The correlation between ABX.AX and FNV is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ABX.AX vs. FNV - Dividend Comparison

ABX.AX has not paid dividends to shareholders, while FNV's dividend yield for the trailing twelve months is around 0.62%.


TTM20252024202320222021202020192018201720162015
ABX.AX
ABx Group Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNV
Franco-Nevada Corporation
0.62%0.73%1.22%1.23%0.94%1.10%0.82%0.96%1.35%1.14%1.46%1.81%

Drawdowns

ABX.AX vs. FNV - Drawdown Comparison

The maximum ABX.AX drawdown since its inception was -96.19%, which is greater than FNV's maximum drawdown of -43.29%. Use the drawdown chart below to compare losses from any high point for ABX.AX and FNV.


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Drawdown Indicators


ABX.AXFNVDifference

Max Drawdown

Largest peak-to-trough decline

-96.19%

-58.76%

-37.43%

Max Drawdown (1Y)

Largest decline over 1 year

-46.67%

-20.62%

-26.05%

Max Drawdown (5Y)

Largest decline over 5 years

-84.00%

-37.12%

-46.88%

Max Drawdown (10Y)

Largest decline over 10 years

-87.20%

-37.12%

-50.08%

Current Drawdown

Current decline from peak

-92.02%

-8.87%

-83.15%

Average Drawdown

Average peak-to-trough decline

-74.16%

-13.95%

-60.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.01%

7.90%

+19.11%

Volatility

ABX.AX vs. FNV - Volatility Comparison

ABx Group Limited (ABX.AX) has a higher volatility of 27.51% compared to Franco-Nevada Corporation (FNV) at 11.13%. This indicates that ABX.AX'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


ABX.AXFNVDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.51%

11.13%

+16.38%

Volatility (6M)

Calculated over the trailing 6-month period

70.24%

27.15%

+43.09%

Volatility (1Y)

Calculated over the trailing 1-year period

121.75%

32.97%

+88.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.37%

26.40%

+59.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.90%

28.07%

+51.83%

Financials

ABX.AX vs. FNV - Financials Comparison

This section allows you to compare key financial metrics between ABx Group Limited 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


Please note, different currencies. ABX.AX values in AUD, FNV values in USD