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EXK vs. FSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EXK vs. FSM - Performance Comparison

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

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Returns By Period

In the year-to-date period, EXK achieves a 4.79% return, which is significantly higher than FSM's 0.10% return. Over the past 10 years, EXK has outperformed FSM with an annualized return of 11.03%, while FSM has yielded a comparatively lower 4.67% annualized return.


EXK

1D
0.82%
1M
7.07%
YTD
4.79%
6M
6.60%
1Y
148.11%
3Y*
45.16%
5Y*
7.01%
10Y*
11.03%

FSM

1D
-0.61%
1M
3.59%
YTD
0.10%
6M
0.92%
1Y
49.70%
3Y*
41.31%
5Y*
8.08%
10Y*
4.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXK vs. FSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXK
Endeavour Silver Corp.
4.79%156.83%85.79%-39.20%-23.22%-16.27%109.13%12.09%-10.04%-32.10%
FSM
Fortuna Silver Mines Inc.
0.10%128.67%11.14%2.93%-3.85%-52.67%101.96%12.09%-30.27%-7.61%

Correlation

The correlation between EXK and FSM is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.79

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

0.82

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

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 9, 2007

0.72

The correlation between EXK and FSM shifts across timeframes, from 0.72 (all time) to 0.82 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EXK:

$3.22B

FSM:

$3.27B

EPS

EXK:

-$0.07

FSM:

$1.06

PS Ratio

EXK:

4.84

FSM:

2.87

PB Ratio

EXK:

5.00

FSM:

1.84

Total Revenue (TTM)

EXK:

$608.35M

FSM:

$1.10B

Gross Profit (TTM)

EXK:

$142.61M

FSM:

$598.05M

EBITDA (TTM)

EXK:

$88.85M

FSM:

$743.42M

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Return for Risk

EXK vs. FSM — Risk / Return Rank

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

EXK
EXK Risk / Return Rank: 8484
Overall Rank
EXK Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EXK Sortino Ratio Rank: 8181
Sortino Ratio Rank
EXK Omega Ratio Rank: 8080
Omega Ratio Rank
EXK Calmar Ratio Rank: 8888
Calmar Ratio Rank
EXK Martin Ratio Rank: 8686
Martin Ratio Rank

FSM
FSM Risk / Return Rank: 6868
Overall Rank
FSM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FSM Sortino Ratio Rank: 6363
Sortino Ratio Rank
FSM Omega Ratio Rank: 6363
Omega Ratio Rank
FSM Calmar Ratio Rank: 7272
Calmar Ratio Rank
FSM Martin Ratio Rank: 7373
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.

EXK vs. FSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Endeavour Silver Corp. (EXK) 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.


EXKFSMDifference

Sharpe ratio

Return per unit of total volatility

1.98

0.87

+1.11

Sortino ratio

Return per unit of downside risk

2.44

1.42

+1.03

Omega ratio

Gain probability vs. loss probability

1.31

1.19

+0.12

Calmar ratio

Return relative to maximum drawdown

4.15

1.82

+2.33

Martin ratio

Return relative to average drawdown

9.33

4.49

+4.83

EXK vs. FSM - Sharpe Ratio Comparison

The current EXK Sharpe Ratio is 1.98, which is higher than the FSM Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of EXK and FSM, 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


EXKFSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

0.87

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.14

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.08

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.14

-0.07

Drawdowns

EXK vs. FSM - Drawdown Comparison

The maximum EXK drawdown since its inception was -92.11%, roughly equal to the maximum FSM drawdown of -92.25%. Use the drawdown chart below to compare losses from any high point for EXK and FSM.


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Drawdown Indicators


EXKFSMDifference

Max Drawdown

Largest peak-to-trough decline

-92.11%

-92.25%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-41.64%

-37.26%

-4.38%

Max Drawdown (3Y)

Largest decline over 3 years

-62.24%

-37.26%

-24.98%

Max Drawdown (5Y)

Largest decline over 5 years

-80.64%

-69.44%

-11.20%

Max Drawdown (10Y)

Largest decline over 10 years

-81.13%

-81.07%

-0.06%

Current Drawdown

Current decline from peak

-30.24%

-28.11%

-2.13%

Average Drawdown

Average peak-to-trough decline

-58.21%

-45.18%

-13.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.53%

15.11%

+3.42%

Volatility

EXK vs. FSM - Volatility Comparison

Endeavour Silver Corp. (EXK) has a higher volatility of 23.82% compared to Fortuna Silver Mines Inc. (FSM) at 15.92%. This indicates that EXK's price experiences larger fluctuations and is considered to be riskier than FSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXKFSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.82%

15.92%

+7.90%

Volatility (6M)

Calculated over the trailing 6-month period

55.73%

44.06%

+11.67%

Volatility (1Y)

Calculated over the trailing 1-year period

75.69%

58.37%

+17.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.18%

57.32%

+10.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.09%

59.40%

+9.69%

Dividends

EXK vs. FSM - Dividend Comparison

Neither EXK nor FSM has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

EXK vs. FSM - Financials Comparison

This section allows you to compare key financial metrics between Endeavour Silver 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


0.00100.00M200.00M300.00M400.00M20222023202420252026
209.70M
342.47M
(EXK) Total Revenue
(FSM) Total Revenue
Values in USD except per share items

EXK vs. FSM - Profitability Comparison

The chart below illustrates the profitability comparison between Endeavour Silver Corp. and Fortuna Silver Mines Inc. 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%10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
44.5%
61.9%
Portfolio components
EXK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Endeavour Silver Corp. reported a gross profit of 93.30M and revenue of 209.70M. Therefore, the gross margin over that period was 44.5%.

FSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortuna Silver Mines Inc. reported a gross profit of 211.84M and revenue of 342.47M. Therefore, the gross margin over that period was 61.9%.

EXK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Endeavour Silver Corp. reported an operating income of 83.70M and revenue of 209.70M, resulting in an operating margin of 39.9%.

FSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortuna Silver Mines Inc. reported an operating income of 182.18M and revenue of 342.47M, resulting in an operating margin of 53.2%.

EXK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Endeavour Silver Corp. reported a net income of 64.90M and revenue of 209.70M, resulting in a net margin of 31.0%.

FSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortuna Silver Mines Inc. reported a net income of 111.01M and revenue of 342.47M, resulting in a net margin of 32.4%.


Frequently Asked Questions


EXK and FSM have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EXK has higher volatility (23.82%) compared to FSM (15.92%). In terms of maximum drawdown, EXK dropped -92.11% vs FSM's -92.25%.

EXK currently has the higher Sharpe Ratio (1.98 vs 0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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