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

Correlation

The correlation between CHRD and FSM is 0.28, 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.


-0.50.00.51.00.3

Performance

CHRD vs. FSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chord Energy Corp (CHRD) and Fortuna Silver Mines Inc. (FSM). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-25.99%
-15.33%
CHRD
FSM

Key characteristics

Sharpe Ratio

CHRD:

-0.45

FSM:

0.37

Sortino Ratio

CHRD:

-0.44

FSM:

0.91

Omega Ratio

CHRD:

0.94

FSM:

1.11

Calmar Ratio

CHRD:

-0.29

FSM:

0.28

Martin Ratio

CHRD:

-0.57

FSM:

1.02

Ulcer Index

CHRD:

19.56%

FSM:

19.59%

Daily Std Dev

CHRD:

25.07%

FSM:

53.63%

Max Drawdown

CHRD:

-38.74%

FSM:

-92.25%

Current Drawdown

CHRD:

-29.92%

FSM:

-55.45%

Fundamentals

Market Cap

CHRD:

$7.72B

FSM:

$1.34B

EPS

CHRD:

$19.31

FSM:

$0.07

PE Ratio

CHRD:

6.54

FSM:

60.71

Total Revenue (TTM)

CHRD:

$3.80B

FSM:

$762.18M

Gross Profit (TTM)

CHRD:

$985.56M

FSM:

$236.83M

EBITDA (TTM)

CHRD:

$1.64B

FSM:

$251.25M

Returns By Period

In the year-to-date period, CHRD achieves a 8.03% return, which is significantly higher than FSM's -0.93% return.


CHRD

YTD

8.03%

1M

13.24%

6M

-25.99%

1Y

-10.79%

5Y*

N/A

10Y*

N/A

FSM

YTD

-0.93%

1M

-1.85%

6M

-15.34%

1Y

35.78%

5Y*

1.90%

10Y*

-1.87%

*Annualized

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

CHRD vs. FSM — Risk-Adjusted Performance Rank

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

CHRD
The Risk-Adjusted Performance Rank of CHRD is 2626
Overall Rank
The Sharpe Ratio Rank of CHRD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of CHRD is 2121
Sortino Ratio Rank
The Omega Ratio Rank of CHRD is 2222
Omega Ratio Rank
The Calmar Ratio Rank of CHRD is 2929
Calmar Ratio Rank
The Martin Ratio Rank of CHRD is 3535
Martin Ratio Rank

FSM
The Risk-Adjusted Performance Rank of FSM is 5858
Overall Rank
The Sharpe Ratio Rank of FSM is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FSM is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FSM is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FSM is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FSM is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHRD vs. FSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chord Energy Corp (CHRD) and Fortuna Silver Mines Inc. (FSM). 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 CHRD, currently valued at -0.45, compared to the broader market-2.000.002.004.00-0.450.37
The chart of Sortino ratio for CHRD, currently valued at -0.44, compared to the broader market-4.00-2.000.002.004.006.00-0.440.91
The chart of Omega ratio for CHRD, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.11
The chart of Calmar ratio for CHRD, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.290.28
The chart of Martin ratio for CHRD, currently valued at -0.57, compared to the broader market-10.000.0010.0020.00-0.571.02
CHRD
FSM

The current CHRD Sharpe Ratio is -0.45, which is lower than the FSM Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of CHRD and FSM, 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 Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.45
0.37
CHRD
FSM

Dividends

CHRD vs. FSM - Dividend Comparison

CHRD's dividend yield for the trailing twelve months is around 8.04%, while FSM has not paid dividends to shareholders.


TTM2024202320222021
CHRD
Chord Energy Corp
8.04%8.68%9.28%19.76%4.46%
FSM
Fortuna Silver Mines Inc.
0.00%0.00%0.00%0.00%0.00%

Drawdowns

CHRD vs. FSM - Drawdown Comparison

The maximum CHRD drawdown since its inception was -38.74%, smaller than the maximum FSM drawdown of -92.25%. Use the drawdown chart below to compare losses from any high point for CHRD and FSM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-29.92%
-55.45%
CHRD
FSM

Volatility

CHRD vs. FSM - Volatility Comparison

The current volatility for Chord Energy Corp (CHRD) is 6.01%, while Fortuna Silver Mines Inc. (FSM) has a volatility of 14.33%. This indicates that CHRD experiences smaller price fluctuations and is considered to be less risky than FSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
6.01%
14.33%
CHRD
FSM

Financials

CHRD vs. FSM - Financials Comparison

This section allows you to compare key financial metrics between Chord Energy Corp and Fortuna Silver Mines 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


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 © 2025 PortfoliosLab