PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ASM vs. BZZUY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ASM and BZZUY is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

ASM vs. BZZUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avino Silver & Gold Mines Ltd. (ASM) and Buzzi Unicem SpA ADR (BZZUY). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-2.72%
-8.19%
ASM
BZZUY

Key characteristics

Sharpe Ratio

ASM:

1.28

BZZUY:

1.07

Sortino Ratio

ASM:

2.14

BZZUY:

1.76

Omega Ratio

ASM:

1.24

BZZUY:

1.22

Calmar Ratio

ASM:

0.98

BZZUY:

1.63

Martin Ratio

ASM:

6.28

BZZUY:

3.48

Ulcer Index

ASM:

13.81%

BZZUY:

8.32%

Daily Std Dev

ASM:

68.03%

BZZUY:

27.24%

Max Drawdown

ASM:

-94.10%

BZZUY:

-50.37%

Current Drawdown

ASM:

-75.87%

BZZUY:

-16.85%

Fundamentals

Market Cap

ASM:

$139.19M

BZZUY:

$7.15B

EPS

ASM:

$0.02

BZZUY:

$2.72

PE Ratio

ASM:

49.53

BZZUY:

7.10

PEG Ratio

ASM:

0.00

BZZUY:

0.00

Total Revenue (TTM)

ASM:

$54.12M

BZZUY:

$4.22B

Gross Profit (TTM)

ASM:

$14.74M

BZZUY:

$1.75B

EBITDA (TTM)

ASM:

$10.43M

BZZUY:

$855.74M

Returns By Period

In the year-to-date period, ASM achieves a 78.23% return, which is significantly higher than BZZUY's 22.35% return.


ASM

YTD

78.23%

1M

-14.32%

6M

-2.72%

1Y

89.20%

5Y*

13.00%

10Y*

-2.40%

BZZUY

YTD

22.35%

1M

-15.99%

6M

-8.19%

1Y

24.45%

5Y*

21.06%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ASM vs. BZZUY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avino Silver & Gold Mines Ltd. (ASM) and Buzzi Unicem SpA ADR (BZZUY). 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.


Sharpe ratio
The chart of Sharpe ratio for ASM, currently valued at 1.28, compared to the broader market-4.00-2.000.002.001.280.97
The chart of Sortino ratio for ASM, currently valued at 2.14, compared to the broader market-4.00-2.000.002.004.002.141.62
The chart of Omega ratio for ASM, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.21
The chart of Calmar ratio for ASM, currently valued at 1.14, compared to the broader market0.002.004.006.001.141.46
The chart of Martin ratio for ASM, currently valued at 6.28, compared to the broader market-5.000.005.0010.0015.0020.0025.006.283.09
ASM
BZZUY

The current ASM Sharpe Ratio is 1.28, which is comparable to the BZZUY Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of ASM and BZZUY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.28
0.97
ASM
BZZUY

Dividends

ASM vs. BZZUY - Dividend Comparison

ASM has not paid dividends to shareholders, while BZZUY's dividend yield for the trailing twelve months is around 1.75%.


TTM20232022202120202019201820172016201520142013
ASM
Avino Silver & Gold Mines Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BZZUY
Buzzi Unicem SpA ADR
1.75%1.60%2.20%5.61%0.68%0.56%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ASM vs. BZZUY - Drawdown Comparison

The maximum ASM drawdown since its inception was -94.10%, which is greater than BZZUY's maximum drawdown of -50.37%. Use the drawdown chart below to compare losses from any high point for ASM and BZZUY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.52%
-16.85%
ASM
BZZUY

Volatility

ASM vs. BZZUY - Volatility Comparison

Avino Silver & Gold Mines Ltd. (ASM) has a higher volatility of 17.67% compared to Buzzi Unicem SpA ADR (BZZUY) at 4.15%. This indicates that ASM's price experiences larger fluctuations and is considered to be riskier than BZZUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.67%
4.15%
ASM
BZZUY

Financials

ASM vs. BZZUY - Financials Comparison

This section allows you to compare key financial metrics between Avino Silver & Gold Mines Ltd. and Buzzi Unicem SpA ADR. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab