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ASM vs. BZZUY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ASMBZZUY
YTD Return109.92%47.15%
1Y Return133.55%54.36%
3Y Return (Ann)1.57%42.19%
5Y Return (Ann)17.41%32.33%
Sharpe Ratio2.282.35
Sortino Ratio3.063.35
Omega Ratio1.361.44
Calmar Ratio1.713.69
Martin Ratio13.098.47
Ulcer Index11.55%7.92%
Daily Std Dev66.23%27.52%
Max Drawdown-94.10%-50.37%
Current Drawdown-71.58%0.00%

Fundamentals


ASMBZZUY
Market Cap$145.91M$8.09B
EPS$0.00$2.76
PE Ratio0.007.97
PEG Ratio0.000.00
Total Revenue (TTM)$39.06M$4.22B
Gross Profit (TTM)$8.50M$1.75B
EBITDA (TTM)$4.90M$1.17B

Correlation

-0.50.00.51.00.1

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.

Performance

ASM vs. BZZUY - Performance Comparison

In the year-to-date period, ASM achieves a 109.92% return, which is significantly higher than BZZUY's 47.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
22.22%
7.91%
ASM
BZZUY

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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.


ASM
Sharpe ratio
The chart of Sharpe ratio for ASM, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.002.28
Sortino ratio
The chart of Sortino ratio for ASM, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for ASM, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ASM, currently valued at 1.98, compared to the broader market0.002.004.006.001.98
Martin ratio
The chart of Martin ratio for ASM, currently valued at 13.09, compared to the broader market0.0010.0020.0030.0013.09
BZZUY
Sharpe ratio
The chart of Sharpe ratio for BZZUY, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.002.25
Sortino ratio
The chart of Sortino ratio for BZZUY, currently valued at 3.24, compared to the broader market-4.00-2.000.002.004.006.003.24
Omega ratio
The chart of Omega ratio for BZZUY, currently valued at 1.45, compared to the broader market0.501.001.502.001.45
Calmar ratio
The chart of Calmar ratio for BZZUY, currently valued at 3.36, compared to the broader market0.002.004.006.003.36
Martin ratio
The chart of Martin ratio for BZZUY, currently valued at 7.55, compared to the broader market0.0010.0020.0030.007.55

ASM vs. BZZUY - Sharpe Ratio Comparison

The current ASM Sharpe Ratio is 2.28, which is comparable to the BZZUY Sharpe Ratio of 2.35. 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.28
2.25
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 1.46%.


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
1.46%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%JuneJulyAugustSeptemberOctoberNovember
-40.54%
0
ASM
BZZUY

Volatility

ASM vs. BZZUY - Volatility Comparison

Avino Silver & Gold Mines Ltd. (ASM) has a higher volatility of 20.44% compared to Buzzi Unicem SpA ADR (BZZUY) at 10.36%. 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%25.00%JuneJulyAugustSeptemberOctoberNovember
20.44%
10.36%
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