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EXK vs. MAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EXK and MAG is 0.21, 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.


Performance

EXK vs. MAG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

EXK:

0.03

MAG:

0.95

Sortino Ratio

EXK:

0.60

MAG:

1.38

Omega Ratio

EXK:

1.07

MAG:

1.17

Calmar Ratio

EXK:

0.01

MAG:

0.76

Martin Ratio

EXK:

0.03

MAG:

3.11

Ulcer Index

EXK:

25.79%

MAG:

12.50%

Daily Std Dev

EXK:

77.09%

MAG:

49.20%

Max Drawdown

EXK:

-91.88%

MAG:

-81.82%

Current Drawdown

EXK:

-72.99%

MAG:

-23.14%

Fundamentals

Market Cap

EXK:

$921.95M

MAG:

$1.86B

EPS

EXK:

-$0.13

MAG:

$0.88

PEG Ratio

EXK:

0.00

MAG:

0.00

PS Ratio

EXK:

4.24

MAG:

0.00

PB Ratio

EXK:

1.90

MAG:

2.66

Total Revenue (TTM)

EXK:

$154.13M

MAG:

$31.00

Gross Profit (TTM)

EXK:

$20.56M

MAG:

-$691.97K

EBITDA (TTM)

EXK:

-$3.70M

MAG:

$41.11M

Returns By Period

In the year-to-date period, EXK achieves a -8.20% return, which is significantly lower than MAG's 33.94% return. Over the past 10 years, EXK has underperformed MAG with an annualized return of 3.92%, while MAG has yielded a comparatively higher 9.26% annualized return.


EXK

YTD

-8.20%

1M

-14.72%

6M

-25.66%

1Y

2.44%

5Y*

18.06%

10Y*

3.92%

MAG

YTD

33.94%

1M

20.00%

6M

19.69%

1Y

46.43%

5Y*

9.71%

10Y*

9.26%

*Annualized

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Risk-Adjusted Performance

EXK vs. MAG — Risk-Adjusted Performance Rank

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

EXK
The Risk-Adjusted Performance Rank of EXK is 5252
Overall Rank
The Sharpe Ratio Rank of EXK is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of EXK is 5454
Sortino Ratio Rank
The Omega Ratio Rank of EXK is 5252
Omega Ratio Rank
The Calmar Ratio Rank of EXK is 5151
Calmar Ratio Rank
The Martin Ratio Rank of EXK is 5151
Martin Ratio Rank

MAG
The Risk-Adjusted Performance Rank of MAG is 7777
Overall Rank
The Sharpe Ratio Rank of MAG is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MAG is 7575
Sortino Ratio Rank
The Omega Ratio Rank of MAG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of MAG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of MAG is 7979
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.

EXK vs. MAG - Risk-Adjusted Performance Comparison

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


The current EXK Sharpe Ratio is 0.03, which is lower than the MAG Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of EXK and MAG, 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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Dividends

EXK vs. MAG - Dividend Comparison

EXK has not paid dividends to shareholders, while MAG's dividend yield for the trailing twelve months is around 1.00%.


TTM20242023202220212020201920182017201620152014
EXK
Endeavour Silver Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.09%
MAG
MAG Silver Corp.
1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EXK vs. MAG - Drawdown Comparison

The maximum EXK drawdown since its inception was -91.88%, which is greater than MAG's maximum drawdown of -81.82%. Use the drawdown chart below to compare losses from any high point for EXK and MAG. For additional features, visit the drawdowns tool.


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Volatility

EXK vs. MAG - Volatility Comparison

Endeavour Silver Corp. (EXK) has a higher volatility of 17.18% compared to MAG Silver Corp. (MAG) at 14.55%. This indicates that EXK's price experiences larger fluctuations and is considered to be riskier than MAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

EXK vs. MAG - Financials Comparison

This section allows you to compare key financial metrics between Endeavour Silver Corp. and MAG Silver Corp.. 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


0.0020.00M40.00M60.00M80.00M20212022202320242025
42.21M
0
(EXK) Total Revenue
(MAG) Total Revenue
Values in USD except per share items