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FCX vs. LGO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FCX vs. LGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Freeport-McMoRan Inc. (FCX) and Largo Resources Ltd (LGO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCX achieves a 35.32% return, which is significantly higher than LGO's -14.64% return. Over the past 10 years, FCX has outperformed LGO with an annualized return of 22.12%, while LGO has yielded a comparatively lower -13.99% annualized return.


FCX

1D
3.12%
1M
1.86%
YTD
35.32%
6M
45.06%
1Y
68.06%
3Y*
21.38%
5Y*
12.26%
10Y*
22.12%

LGO

1D
0.00%
1M
-28.57%
YTD
-14.64%
6M
-20.00%
1Y
-38.46%
3Y*
-43.65%
5Y*
-44.87%
10Y*
-13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCX vs. LGO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCX
Freeport-McMoRan Inc.
35.32%35.41%-9.41%13.69%-7.91%61.41%99.06%29.59%-45.11%43.75%
LGO
Largo Resources Ltd
-14.64%-45.51%-25.54%-57.06%-41.90%-16.18%43.48%-62.79%93.41%179.30%

Correlation

The correlation between FCX and LGO is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.38

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

0.41

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.23

Over the past year, FCX and LGO have become more correlated (0.46) than their long-term average of 0.23, meaning their price movements have been converging.

Fundamentals

Market Cap

FCX:

$98.78B

LGO:

$62.42M

EPS

FCX:

$1.89

LGO:

-$1.00

PS Ratio

FCX:

3.74

LGO:

0.50

PB Ratio

FCX:

5.06

LGO:

0.48

Total Revenue (TTM)

FCX:

$26.42B

LGO:

$109.89M

Gross Profit (TTM)

FCX:

$7.35B

LGO:

-$22.75M

EBITDA (TTM)

FCX:

$9.59B

LGO:

-$16.54M

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Return for Risk

FCX vs. LGO — Risk / Return Rank

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

FCX
FCX Risk / Return Rank: 7979
Overall Rank
FCX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FCX Omega Ratio Rank: 7676
Omega Ratio Rank
FCX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FCX Martin Ratio Rank: 8282
Martin Ratio Rank

LGO
LGO Risk / Return Rank: 2727
Overall Rank
LGO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LGO Sortino Ratio Rank: 3030
Sortino Ratio Rank
LGO Omega Ratio Rank: 3030
Omega Ratio Rank
LGO Calmar Ratio Rank: 2323
Calmar Ratio Rank
LGO Martin Ratio Rank: 2525
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.

FCX vs. LGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Freeport-McMoRan Inc. (FCX) and Largo Resources Ltd (LGO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FCXLGODifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.25

0.99

+0.26

Calmar ratioReturn relative to maximum drawdown

2.75

-0.55

+3.30

Martin ratioReturn relative to average drawdown

6.85

-0.87

+7.72

FCX vs. LGO - Sharpe Ratio Comparison

The current FCX Sharpe Ratio is 1.40, which is higher than the LGO Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of FCX and LGO, 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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Drawdowns

FCX vs. LGO - Drawdown Comparison

The maximum FCX drawdown since its inception was -92.52%, smaller than the maximum LGO drawdown of -99.12%. Use the drawdown chart below to compare losses from any high point for FCX and LGO.


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Drawdown Indicators


FCXLGODifference

Max Drawdown

Largest peak-to-trough decline

-92.52%

-99.12%

+6.60%

Max Drawdown (1Y)

Largest decline over 1 year

-24.90%

-70.24%

+45.34%

Max Drawdown (3Y)

Largest decline over 3 years

-46.34%

-84.24%

+37.90%

Max Drawdown (5Y)

Largest decline over 5 years

-51.47%

-95.53%

+44.06%

Max Drawdown (10Y)

Largest decline over 10 years

-72.59%

-97.86%

+25.27%

Current Drawdown

Current decline from peak

-4.62%

-99.06%

+94.44%

Average Drawdown

Average peak-to-trough decline

-39.62%

-81.66%

+42.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.97%

44.43%

-34.46%

Volatility

FCX vs. LGO - Volatility Comparison

Freeport-McMoRan Inc. (FCX) has a higher volatility of 17.98% compared to Largo Resources Ltd (LGO) at 17.04%. This indicates that FCX's price experiences larger fluctuations and is considered to be riskier than LGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCXLGODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.98%

17.04%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

37.53%

59.45%

-21.92%

Volatility (1Y)

Calculated over the trailing 1-year period

48.88%

91.89%

-43.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.14%

70.91%

-25.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.65%

76.76%

-28.11%

Dividends

FCX vs. LGO - Dividend Comparison

FCX's dividend yield for the trailing twelve months is around 0.88%, while LGO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FCX
Freeport-McMoRan Inc.
0.88%1.18%1.58%1.41%0.99%0.54%0.19%1.52%1.45%0.00%0.00%8.46%
LGO
Largo Resources 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%

Financials

FCX vs. LGO - Financials Comparison

This section allows you to compare key financial metrics between Freeport-McMoRan Inc. and Largo Resources 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


0.002.00B4.00B6.00B8.00B20222023202420252026
6.23B
22.27M
(FCX) Total Revenue
(LGO) Total Revenue
Values in USD except per share items

FCX vs. LGO - Profitability Comparison

The chart below illustrates the profitability comparison between Freeport-McMoRan Inc. and Largo Resources Ltd over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-60.0%-40.0%-20.0%0.0%20.0%40.0%20222023202420252026
26.6%
-15.8%
Portfolio components
FCX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported a gross profit of 1.66B and revenue of 6.23B. Therefore, the gross margin over that period was 26.6%.

LGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Largo Resources Ltd reported a gross profit of -3.52M and revenue of 22.27M. Therefore, the gross margin over that period was -15.8%.

FCX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported an operating income of 2.14B and revenue of 6.23B, resulting in an operating margin of 34.3%.

LGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Largo Resources Ltd reported an operating income of -13.05M and revenue of 22.27M, resulting in an operating margin of -58.6%.

FCX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported a net income of 881.00M and revenue of 6.23B, resulting in a net margin of 14.1%.

LGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Largo Resources Ltd reported a net income of -17.28M and revenue of 22.27M, resulting in a net margin of -77.6%.


Frequently Asked Questions


FCX and LGO have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCX has higher volatility (17.98%) compared to LGO (17.04%). In terms of maximum drawdown, FCX dropped -92.52% vs LGO's -99.12%.

FCX currently has the higher Sharpe Ratio (1.40 vs -0.42), 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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