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BRWM.L vs. FSV.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BRWM.L vs. FSV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Blackrock World Mining Trust plc (BRWM.L) and Fidelity Special Values (FSV.L). The values are adjusted to include any dividend payments, if applicable.

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BRWM.L vs. FSV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRWM.L
Blackrock World Mining Trust plc
10.52%74.19%-12.62%-10.48%26.00%17.51%46.41%19.43%-10.72%24.34%
FSV.L
Fidelity Special Values
-3.95%37.21%15.72%3.44%-4.97%26.66%-9.74%25.12%-9.15%13.94%

Fundamentals

Total Revenue (TTM)

BRWM.L:

£600.50M

FSV.L:

£409.98M

Gross Profit (TTM)

BRWM.L:

£584.93M

FSV.L:

£254.11M

EBITDA (TTM)

BRWM.L:

£508.86M

FSV.L:

£165.36M

Returns By Period

In the year-to-date period, BRWM.L achieves a 10.52% return, which is significantly higher than FSV.L's -3.95% return. Over the past 10 years, BRWM.L has outperformed FSV.L with an annualized return of 21.50%, while FSV.L has yielded a comparatively lower 10.84% annualized return.


BRWM.L

1D
3.28%
1M
-13.73%
YTD
10.52%
6M
31.72%
1Y
92.63%
3Y*
14.97%
5Y*
14.94%
10Y*
21.50%

FSV.L

1D
1.52%
1M
-12.72%
YTD
-3.95%
6M
3.40%
1Y
27.91%
3Y*
17.26%
5Y*
11.28%
10Y*
10.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BRWM.L vs. FSV.L — Risk / Return Rank

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

BRWM.L
BRWM.L Risk / Return Rank: 9393
Overall Rank
BRWM.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BRWM.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
BRWM.L Omega Ratio Rank: 9292
Omega Ratio Rank
BRWM.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
BRWM.L Martin Ratio Rank: 9595
Martin Ratio Rank

FSV.L
FSV.L Risk / Return Rank: 8585
Overall Rank
FSV.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSV.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
FSV.L Omega Ratio Rank: 8787
Omega Ratio Rank
FSV.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
FSV.L Martin Ratio Rank: 8686
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.

BRWM.L vs. FSV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock World Mining Trust plc (BRWM.L) and Fidelity Special Values (FSV.L). 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.


BRWM.LFSV.LDifference

Sharpe ratio

Return per unit of total volatility

2.69

1.80

+0.90

Sortino ratio

Return per unit of downside risk

3.05

2.37

+0.67

Omega ratio

Gain probability vs. loss probability

1.43

1.35

+0.08

Calmar ratio

Return relative to maximum drawdown

4.27

1.93

+2.34

Martin ratio

Return relative to average drawdown

15.98

8.20

+7.78

BRWM.L vs. FSV.L - Sharpe Ratio Comparison

The current BRWM.L Sharpe Ratio is 2.69, which is higher than the FSV.L Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of BRWM.L and FSV.L, 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


BRWM.LFSV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

1.80

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.65

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.49

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.57

-0.55

Correlation

The correlation between BRWM.L and FSV.L is 0.39, 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.


Dividends

BRWM.L vs. FSV.L - Dividend Comparison

BRWM.L's dividend yield for the trailing twelve months is around 2.72%, more than FSV.L's 2.54% yield.


TTM20252024202320222021202020192018201720162015
BRWM.L
Blackrock World Mining Trust plc
2.72%2.86%6.96%6.81%6.24%4.04%4.21%5.48%4.58%4.53%5.35%11.60%
FSV.L
Fidelity Special Values
2.54%2.44%3.05%3.15%2.78%2.21%2.38%2.61%2.19%1.80%1.62%1.67%

Drawdowns

BRWM.L vs. FSV.L - Drawdown Comparison

The maximum BRWM.L drawdown since its inception was -77.41%, which is greater than FSV.L's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for BRWM.L and FSV.L.


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Drawdown Indicators


BRWM.LFSV.LDifference

Max Drawdown

Largest peak-to-trough decline

-77.41%

-51.87%

-25.54%

Max Drawdown (1Y)

Largest decline over 1 year

-21.31%

-14.02%

-7.29%

Max Drawdown (5Y)

Largest decline over 5 years

-39.58%

-25.22%

-14.36%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

-51.87%

+9.88%

Current Drawdown

Current decline from peak

-14.72%

-12.72%

-2.00%

Average Drawdown

Average peak-to-trough decline

-25.46%

-8.51%

-16.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

3.31%

+2.39%

Volatility

BRWM.L vs. FSV.L - Volatility Comparison

Blackrock World Mining Trust plc (BRWM.L) has a higher volatility of 17.71% compared to Fidelity Special Values (FSV.L) at 7.80%. This indicates that BRWM.L's price experiences larger fluctuations and is considered to be riskier than FSV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRWM.LFSV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.71%

7.80%

+9.91%

Volatility (6M)

Calculated over the trailing 6-month period

29.26%

11.04%

+18.22%

Volatility (1Y)

Calculated over the trailing 1-year period

34.35%

15.56%

+18.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.02%

17.27%

+11.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.14%

21.96%

+6.18%

Financials

BRWM.L vs. FSV.L - Financials Comparison

This section allows you to compare key financial metrics between Blackrock World Mining Trust plc and Fidelity Special Values. 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


0.00200.00M400.00M600.00M20212022202320242025
622.31M
146.83M
(BRWM.L) Total Revenue
(FSV.L) Total Revenue
Values in GBp except per share items

BRWM.L vs. FSV.L - Profitability Comparison

The chart below illustrates the profitability comparison between Blackrock World Mining Trust plc and Fidelity Special Values 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%100.0%20212022202320242025
99.0%
0
Portfolio components
BRWM.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Blackrock World Mining Trust plc reported a gross profit of 615.93M and revenue of 622.31M. Therefore, the gross margin over that period was 99.0%.

FSV.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Fidelity Special Values reported a gross profit of 0.00 and revenue of 146.83M. Therefore, the gross margin over that period was 0.0%.

BRWM.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Blackrock World Mining Trust plc reported an operating income of 615.34M and revenue of 622.31M, resulting in an operating margin of 98.9%.

FSV.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Fidelity Special Values reported an operating income of 142.74M and revenue of 146.83M, resulting in an operating margin of 97.2%.

BRWM.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Blackrock World Mining Trust plc reported a net income of 610.90M and revenue of 622.31M, resulting in a net margin of 98.2%.

FSV.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Fidelity Special Values reported a net income of 138.91M and revenue of 146.83M, resulting in a net margin of 94.6%.