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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.

-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-27.97%
-5.36%
EXK
NXE

Key characteristics

Sharpe Ratio

EXK:

1.41

NXE:

-0.09

Sortino Ratio

EXK:

2.19

NXE:

0.26

Omega Ratio

EXK:

1.26

NXE:

1.03

Calmar Ratio

EXK:

1.18

NXE:

-0.12

Martin Ratio

EXK:

5.23

NXE:

-0.25

Ulcer Index

EXK:

20.00%

NXE:

19.51%

Daily Std Dev

EXK:

74.13%

NXE:

53.40%

Max Drawdown

EXK:

-91.88%

NXE:

-82.98%

Current Drawdown

EXK:

-71.22%

NXE:

-24.44%

Fundamentals

Market Cap

EXK:

$939.07M

NXE:

$3.79B

EPS

EXK:

-$0.13

NXE:

$0.21

PEG Ratio

EXK:

0.00

NXE:

0.00

Total Revenue (TTM)

EXK:

$175.64M

NXE:

$0.00

Gross Profit (TTM)

EXK:

$24.48M

NXE:

-$1.08M

EBITDA (TTM)

EXK:

-$7.55M

NXE:

-$12.39M

Returns By Period

In the year-to-date period, EXK achieves a -2.19% return, which is significantly lower than NXE's 1.67% return.


EXK

YTD

-2.19%

1M

-8.67%

6M

-27.97%

1Y

90.43%

5Y*

10.07%

10Y*

2.83%

NXE

YTD

1.67%

1M

-10.53%

6M

-5.36%

1Y

-14.41%

5Y*

39.91%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

EXK vs. NXE — 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 8484
Overall Rank
The Sharpe Ratio Rank of EXK is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of EXK is 8585
Sortino Ratio Rank
The Omega Ratio Rank of EXK is 8282
Omega Ratio Rank
The Calmar Ratio Rank of EXK is 8484
Calmar Ratio Rank
The Martin Ratio Rank of EXK is 8484
Martin Ratio Rank

NXE
The Risk-Adjusted Performance Rank of NXE is 4343
Overall Rank
The Sharpe Ratio Rank of NXE is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of NXE is 4242
Sortino Ratio Rank
The Omega Ratio Rank of NXE is 4141
Omega Ratio Rank
The Calmar Ratio Rank of NXE is 4141
Calmar Ratio Rank
The Martin Ratio Rank of NXE is 4444
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. 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 1.41, compared to the broader market-2.000.002.001.41-0.09
The chart of Sortino ratio for EXK, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.002.190.26
The chart of Omega ratio for EXK, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.03
The chart of Calmar ratio for EXK, currently valued at 1.30, compared to the broader market0.002.004.006.001.30-0.12
The chart of Martin ratio for EXK, currently valued at 5.23, compared to the broader market0.0010.0020.005.23-0.25
EXK
NXE

The current EXK Sharpe Ratio is 1.41, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.41
-0.09
EXK
NXE

Dividends

EXK vs. NXE - Dividend Comparison

Neither EXK nor NXE has paid dividends to shareholders.


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%
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%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%AugustSeptemberOctoberNovemberDecember2025
-52.20%
-24.44%
EXK
NXE

Volatility

EXK vs. NXE - Volatility Comparison

Endeavour Silver Corp. (EXK) has a higher volatility of 20.70% compared to NexGen Energy Ltd. (NXE) at 13.99%. 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%AugustSeptemberOctoberNovemberDecember2025
20.70%
13.99%
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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