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

Correlation

The correlation between EXK and NXE is 0.26, 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

EXK vs. NXE - Performance Comparison

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

-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-0.27%
0.87%
EXK
NXE

Key characteristics

Sharpe Ratio

EXK:

1.21

NXE:

0.09

Sortino Ratio

EXK:

2.02

NXE:

0.51

Omega Ratio

EXK:

1.24

NXE:

1.07

Calmar Ratio

EXK:

1.01

NXE:

0.12

Martin Ratio

EXK:

4.61

NXE:

0.26

Ulcer Index

EXK:

19.37%

NXE:

18.82%

Daily Std Dev

EXK:

73.49%

NXE:

53.72%

Max Drawdown

EXK:

-91.88%

NXE:

-82.98%

Current Drawdown

EXK:

-70.18%

NXE:

-21.62%

Fundamentals

Market Cap

EXK:

$1.05B

NXE:

$4.18B

EPS

EXK:

-$0.13

NXE:

$0.21

PEG Ratio

EXK:

0.00

NXE:

0.00

Total Revenue (TTM)

EXK:

$238.38M

NXE:

$0.00

Gross Profit (TTM)

EXK:

$31.02M

NXE:

-$1.58M

EBITDA (TTM)

EXK:

$4.16M

NXE:

-$50.78M

Returns By Period

In the year-to-date period, EXK achieves a 88.32% return, which is significantly higher than NXE's -0.57% return.


EXK

YTD

88.32%

1M

-17.56%

6M

-0.27%

1Y

85.50%

5Y*

11.55%

10Y*

6.66%

NXE

YTD

-0.57%

1M

-16.45%

6M

0.87%

1Y

1.02%

5Y*

41.74%

10Y*

N/A

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

EXK vs. NXE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Endeavour Silver Corp. (EXK) and NexGen Energy Ltd. (NXE). 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 EXK, currently valued at 1.21, compared to the broader market-4.00-2.000.002.001.210.09
The chart of Sortino ratio for EXK, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.002.020.51
The chart of Omega ratio for EXK, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.07
The chart of Calmar ratio for EXK, currently valued at 1.11, compared to the broader market0.002.004.006.001.110.12
The chart of Martin ratio for EXK, currently valued at 4.61, compared to the broader market-5.000.005.0010.0015.0020.0025.004.610.26
EXK
NXE

The current EXK Sharpe Ratio is 1.21, which is higher than the NXE Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of EXK and NXE, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.21
0.09
EXK
NXE

Dividends

EXK vs. NXE - Dividend Comparison

Neither EXK nor NXE has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
EXK
Endeavour Silver Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.09%
NXE
NexGen Energy Ltd.
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. NXE - Drawdown Comparison

The maximum EXK drawdown since its inception was -91.88%, which is greater than NXE's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for EXK and NXE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-50.47%
-21.62%
EXK
NXE

Volatility

EXK vs. NXE - Volatility Comparison

Endeavour Silver Corp. (EXK) has a higher volatility of 15.49% compared to NexGen Energy Ltd. (NXE) at 12.07%. This indicates that EXK's price experiences larger fluctuations and is considered to be riskier than NXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.49%
12.07%
EXK
NXE

Financials

EXK vs. NXE - Financials Comparison

This section allows you to compare key financial metrics between Endeavour Silver Corp. and NexGen Energy Ltd.. 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
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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.

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