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EEE.L vs. FRES.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EEE.L vs. FRES.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Empire Metals Limited (EEE.L) and Fresnillo plc (FRES.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EEE.L achieves a -9.49% return, which is significantly lower than FRES.L's -2.86% return. Over the past 10 years, EEE.L has underperformed FRES.L with an annualized return of 8.23%, while FRES.L has yielded a comparatively higher 13.70% annualized return.


EEE.L

1D
-0.56%
1M
13.50%
YTD
-9.49%
6M
-5.87%
1Y
199.15%
3Y*
150.34%
5Y*
67.22%
10Y*
8.23%

FRES.L

1D
-3.71%
1M
-2.67%
YTD
-2.86%
6M
19.06%
1Y
164.20%
3Y*
71.49%
5Y*
33.23%
10Y*
13.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEE.L vs. FRES.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EEE.L
Empire Metals Limited
-9.49%469.34%-26.34%463.64%43.48%-69.74%130.30%-72.95%-66.34%130.16%
FRES.L
Fresnillo plc
-2.86%468.22%6.13%-32.98%3.90%-18.79%78.92%-24.01%-38.26%18.98%

Correlation

The correlation between EEE.L and FRES.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.12

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

0.07

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

0.09

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2010

0.08

Fundamentals

Market Cap

EEE.L:

£246.55M

FRES.L:

£23.34B

EPS

EEE.L:

-£0.01

FRES.L:

£2.08

PB Ratio

EEE.L:

14.41

FRES.L:

5.04

Total Revenue (TTM)

EEE.L:

£0.00

FRES.L:

£8.03B

Gross Profit (TTM)

EEE.L:

-£113.72K

FRES.L:

£3.75B

EBITDA (TTM)

EEE.L:

-£7.61M

FRES.L:

£3.90B

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Return for Risk

EEE.L vs. FRES.L — Risk / Return Rank

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

EEE.L
EEE.L Risk / Return Rank: 8282
Overall Rank
EEE.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EEE.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
EEE.L Omega Ratio Rank: 8282
Omega Ratio Rank
EEE.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
EEE.L Martin Ratio Rank: 7474
Martin Ratio Rank

FRES.L
FRES.L Risk / Return Rank: 9191
Overall Rank
FRES.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FRES.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
FRES.L Omega Ratio Rank: 8888
Omega Ratio Rank
FRES.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
FRES.L Martin Ratio Rank: 9090
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.

EEE.L vs. FRES.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Empire Metals Limited (EEE.L) and Fresnillo plc (FRES.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.


EEE.LFRES.LDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.32

1.40

-0.08

Calmar ratioReturn relative to maximum drawdown

3.27

5.26

-1.99

Martin ratioReturn relative to average drawdown

4.84

12.45

-7.61

EEE.L vs. FRES.L - Sharpe Ratio Comparison

The current EEE.L Sharpe Ratio is 1.90, which is lower than the FRES.L Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of EEE.L and FRES.L, 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


EEE.LFRES.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

2.98

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.79

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.32

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.28

-0.43

Drawdowns

EEE.L vs. FRES.L - Drawdown Comparison

The maximum EEE.L drawdown since its inception was -99.91%, which is greater than FRES.L's maximum drawdown of -82.36%. Use the drawdown chart below to compare losses from any high point for EEE.L and FRES.L.


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Drawdown Indicators


EEE.LFRES.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.91%

-82.36%

-17.55%

Max Drawdown (1Y)

Largest decline over 1 year

-60.56%

-31.03%

-29.53%

Max Drawdown (3Y)

Largest decline over 3 years

-60.56%

-35.33%

-25.23%

Max Drawdown (5Y)

Largest decline over 5 years

-74.59%

-53.75%

-20.84%

Max Drawdown (10Y)

Largest decline over 10 years

-96.95%

-74.47%

-22.48%

Current Drawdown

Current decline from peak

-95.78%

-27.19%

-68.59%

Average Drawdown

Average peak-to-trough decline

-94.30%

-40.32%

-53.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.96%

13.14%

+27.82%

Volatility

EEE.L vs. FRES.L - Volatility Comparison

The current volatility for Empire Metals Limited (EEE.L) is 17.52%, while Fresnillo plc (FRES.L) has a volatility of 19.88%. This indicates that EEE.L experiences smaller price fluctuations and is considered to be less risky than FRES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEE.LFRES.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.52%

19.88%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

46.15%

42.16%

+3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

104.39%

54.69%

+49.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.37%

42.30%

+52.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.99%

43.35%

+65.64%

Dividends

EEE.L vs. FRES.L - Dividend Comparison

EEE.L has not paid dividends to shareholders, while FRES.L's dividend yield for the trailing twelve months is around 3.00%.


PositionTTM20252024202320222021202020192018201720162015
EEE.L
Empire Metals Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FRES.L
Fresnillo plc
3.00%2.00%1.35%1.98%2.44%2.66%1.00%2.35%3.49%1.74%0.74%0.47%

Financials

EEE.L vs. FRES.L - Financials Comparison

This section allows you to compare key financial metrics between Empire Metals Limited and Fresnillo plc. 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


0.00500.00M1.00B1.50B2.00B2.50B202120222023202420250
2.59B
(EEE.L) Total Revenue
(FRES.L) Total Revenue
Values in GBp except per share items

Frequently Asked Questions


EEE.L and FRES.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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