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CAML.L vs. FCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CAML.L vs. FCX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Central Asia Metals plc (CAML.L) and Freeport-McMoRan Inc. (FCX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CAML.L is traded in GBp, while FCX is traded in USD. To make them comparable, the FCX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CAML.L achieves a -20.96% return, which is significantly lower than FCX's 40.25% return. Over the past 10 years, CAML.L has underperformed FCX with an annualized return of 6.34%, while FCX has yielded a comparatively higher 22.43% annualized return.


CAML.L

1D
0.00%
1M
-0.67%
YTD
-20.96%
6M
-10.91%
1Y
-6.24%
3Y*
-1.46%
5Y*
-4.67%
10Y*
6.34%

FCX

1D
-1.24%
1M
28.15%
YTD
40.25%
6M
58.54%
1Y
78.83%
3Y*
22.41%
5Y*
13.71%
10Y*
22.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAML.L vs. FCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAML.L
Central Asia Metals plc
-20.96%30.42%-4.92%-19.97%4.93%15.02%12.57%8.10%-24.46%44.65%
FCX
Freeport-McMoRan Inc.
40.25%25.76%-7.83%8.00%3.05%62.94%93.21%24.66%-41.85%31.31%

Correlation

The correlation between CAML.L and FCX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.44

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

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2010

0.23

The correlation between CAML.L and FCX shifts across timeframes, from 0.23 (all time) to 0.44 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CAML.L:

£266.43M

FCX:

$102.00B

EPS

CAML.L:

-£0.14

FCX:

$1.89

PS Ratio

CAML.L:

0.62

FCX:

3.86

PB Ratio

CAML.L:

0.94

FCX:

5.23

Total Revenue (TTM)

CAML.L:

£444.93M

FCX:

$26.42B

Gross Profit (TTM)

CAML.L:

£207.40M

FCX:

$7.35B

EBITDA (TTM)

CAML.L:

£205.70M

FCX:

$9.59B

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Return for Risk

CAML.L vs. FCX — Risk / Return Rank

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

CAML.L
CAML.L Risk / Return Rank: 3636
Overall Rank
CAML.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CAML.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
CAML.L Omega Ratio Rank: 3535
Omega Ratio Rank
CAML.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
CAML.L Martin Ratio Rank: 3737
Martin Ratio Rank

FCX
FCX Risk / Return Rank: 8080
Overall Rank
FCX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FCX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FCX Omega Ratio Rank: 7777
Omega Ratio Rank
FCX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FCX Martin Ratio Rank: 8383
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.

CAML.L vs. FCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Central Asia Metals plc (CAML.L) and Freeport-McMoRan Inc. (FCX). 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.


CAML.LFCXDifference

Sharpe ratio

Return per unit of total volatility

-0.18

1.74

-1.92

Sortino ratio

Return per unit of downside risk

0.05

2.06

-2.01

Omega ratio

Gain probability vs. loss probability

1.01

1.30

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.18

3.37

-3.55

Martin ratio

Return relative to average drawdown

-0.40

8.78

-9.18

CAML.L vs. FCX - Sharpe Ratio Comparison

The current CAML.L Sharpe Ratio is -0.18, which is lower than the FCX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of CAML.L and FCX, 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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Sharpe Ratios by Period


CAML.LFCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

1.74

-1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.33

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.48

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.14

+0.11

Drawdowns

CAML.L vs. FCX - Drawdown Comparison

The maximum CAML.L drawdown since its inception was -61.86%, smaller than the maximum FCX drawdown of -91.87%. Use the drawdown chart below to compare losses from any high point for CAML.L and FCX.


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Drawdown Indicators


CAML.LFCXDifference

Max Drawdown

Largest peak-to-trough decline

-61.86%

-91.87%

+30.01%

Max Drawdown (1Y)

Largest decline over 1 year

-40.62%

-23.53%

-17.09%

Max Drawdown (3Y)

Largest decline over 3 years

-40.62%

-47.11%

+6.49%

Max Drawdown (5Y)

Largest decline over 5 years

-42.66%

-47.11%

+4.45%

Max Drawdown (10Y)

Largest decline over 10 years

-61.86%

-67.79%

+5.93%

Current Drawdown

Current decline from peak

-38.47%

-1.24%

-37.23%

Average Drawdown

Average peak-to-trough decline

-18.80%

-39.67%

+20.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.61%

9.00%

+9.61%

Volatility

CAML.L vs. FCX - Volatility Comparison

The current volatility for Central Asia Metals plc (CAML.L) is 8.52%, while Freeport-McMoRan Inc. (FCX) has a volatility of 14.12%. This indicates that CAML.L experiences smaller price fluctuations and is considered to be less risky than FCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAML.LFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.52%

14.12%

-5.60%

Volatility (6M)

Calculated over the trailing 6-month period

36.96%

33.82%

+3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

41.98%

45.53%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.82%

42.14%

-7.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.44%

46.60%

-10.16%

Dividends

CAML.L vs. FCX - Dividend Comparison

CAML.L's dividend yield for the trailing twelve months is around 2.92%, more than FCX's 0.85% yield.


PositionTTM20252024202320222021202020192018201720162015
CAML.L
Central Asia Metals plc
8.08%7.18%11.46%10.51%8.87%6.18%2.50%6.59%7.59%5.39%5.94%7.82%
FCX
Freeport-McMoRan Inc.
0.85%1.18%1.58%1.41%0.99%0.54%0.19%1.52%1.45%0.00%0.00%8.46%

Financials

CAML.L vs. FCX - Financials Comparison

This section allows you to compare key financial metrics between Central Asia Metals plc and Freeport-McMoRan Inc.. 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


0.002.00B4.00B6.00B8.00B202120222023202420252026
131.03M
6.23B
(CAML.L) Total Revenue
(FCX) Total Revenue
Please note, different currencies. CAML.L values in GBp, FCX values in USD

CAML.L vs. FCX - Profitability Comparison

The chart below illustrates the profitability comparison between Central Asia Metals plc and Freeport-McMoRan Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%202120222023202420252026
49.0%
26.6%
Portfolio components
CAML.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Central Asia Metals plc reported a gross profit of 64.15M and revenue of 131.03M. Therefore, the gross margin over that period was 49.0%.

FCX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported a gross profit of 1.66B and revenue of 6.23B. Therefore, the gross margin over that period was 26.6%.

CAML.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Central Asia Metals plc reported an operating income of 46.18M and revenue of 131.03M, resulting in an operating margin of 35.2%.

FCX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported an operating income of 2.14B and revenue of 6.23B, resulting in an operating margin of 34.3%.

CAML.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Central Asia Metals plc reported a net income of -84.40M and revenue of 131.03M, resulting in a net margin of -64.4%.

FCX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported a net income of 881.00M and revenue of 6.23B, resulting in a net margin of 14.1%.


Frequently Asked Questions


CAML.L and FCX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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