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FCX vs. MP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FCX and MP is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

FCX vs. MP - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
267.30%
144.10%
FCX
MP

Key characteristics

Sharpe Ratio

FCX:

-0.46

MP:

0.79

Sortino Ratio

FCX:

-0.41

MP:

1.62

Omega Ratio

FCX:

0.95

MP:

1.19

Calmar Ratio

FCX:

-0.45

MP:

0.66

Martin Ratio

FCX:

-0.94

MP:

3.03

Ulcer Index

FCX:

22.50%

MP:

17.76%

Daily Std Dev

FCX:

45.52%

MP:

68.31%

Max Drawdown

FCX:

-92.44%

MP:

-81.99%

Current Drawdown

FCX:

-30.94%

MP:

-58.10%

Fundamentals

Market Cap

FCX:

$52.29B

MP:

$4.25B

EPS

FCX:

$1.22

MP:

-$0.57

PS Ratio

FCX:

2.10

MP:

20.85

PB Ratio

FCX:

2.98

MP:

4.03

Total Revenue (TTM)

FCX:

$19.13B

MP:

$155.17M

Gross Profit (TTM)

FCX:

$5.70B

MP:

$14.23M

EBITDA (TTM)

FCX:

$7.11B

MP:

-$50.45M

Returns By Period

In the year-to-date period, FCX achieves a -1.10% return, which is significantly lower than MP's 56.47% return.


FCX

YTD

-1.10%

1M

-6.16%

6M

-19.19%

1Y

-24.98%

5Y*

35.09%

10Y*

6.13%

MP

YTD

56.47%

1M

-6.73%

6M

30.95%

1Y

52.56%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FCX vs. MP — Risk-Adjusted Performance Rank

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

FCX
The Risk-Adjusted Performance Rank of FCX is 2727
Overall Rank
The Sharpe Ratio Rank of FCX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FCX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FCX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FCX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of FCX is 3131
Martin Ratio Rank

MP
The Risk-Adjusted Performance Rank of MP is 7979
Overall Rank
The Sharpe Ratio Rank of MP is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of MP is 8181
Sortino Ratio Rank
The Omega Ratio Rank of MP is 7676
Omega Ratio Rank
The Calmar Ratio Rank of MP is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MP is 8080
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.

FCX vs. MP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Freeport-McMoRan Inc. (FCX) and MP Materials Corp. (MP). 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 chart of Sharpe ratio for FCX, currently valued at -0.46, compared to the broader market-2.00-1.000.001.002.003.00
FCX: -0.46
MP: 0.79
The chart of Sortino ratio for FCX, currently valued at -0.41, compared to the broader market-6.00-4.00-2.000.002.004.00
FCX: -0.41
MP: 1.62
The chart of Omega ratio for FCX, currently valued at 0.95, compared to the broader market0.501.001.502.00
FCX: 0.95
MP: 1.19
The chart of Calmar ratio for FCX, currently valued at -0.45, compared to the broader market0.001.002.003.004.005.00
FCX: -0.45
MP: 0.66
The chart of Martin ratio for FCX, currently valued at -0.94, compared to the broader market-5.000.005.0010.0015.0020.00
FCX: -0.94
MP: 3.03

The current FCX Sharpe Ratio is -0.46, which is lower than the MP Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FCX and MP, 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 Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.46
0.79
FCX
MP

Dividends

FCX vs. MP - Dividend Comparison

FCX's dividend yield for the trailing twelve months is around 1.61%, while MP has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FCX
Freeport-McMoRan Inc.
1.61%1.58%1.41%1.58%0.54%0.19%1.52%1.45%0.00%0.00%8.48%5.36%
MP
MP Materials Corp.
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

FCX vs. MP - Drawdown Comparison

The maximum FCX drawdown since its inception was -92.44%, which is greater than MP's maximum drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for FCX and MP. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-30.94%
-58.10%
FCX
MP

Volatility

FCX vs. MP - Volatility Comparison

The current volatility for Freeport-McMoRan Inc. (FCX) is 28.91%, while MP Materials Corp. (MP) has a volatility of 36.03%. This indicates that FCX experiences smaller price fluctuations and is considered to be less risky than MP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
28.91%
36.03%
FCX
MP

Financials

FCX vs. MP - Financials Comparison

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


Values in USD except per share items