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FCX vs. TECK-B.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FCX and TECK-B.TO is 0.40, 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. TECK-B.TO - Performance Comparison

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

300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
467.40%
346.95%
FCX
TECK-B.TO

Key characteristics

Sharpe Ratio

FCX:

-0.46

TECK-B.TO:

-0.47

Sortino Ratio

FCX:

-0.41

TECK-B.TO:

-0.44

Omega Ratio

FCX:

0.95

TECK-B.TO:

0.94

Calmar Ratio

FCX:

-0.45

TECK-B.TO:

-0.46

Martin Ratio

FCX:

-0.94

TECK-B.TO:

-1.27

Ulcer Index

FCX:

22.50%

TECK-B.TO:

15.53%

Daily Std Dev

FCX:

45.52%

TECK-B.TO:

41.63%

Max Drawdown

FCX:

-92.44%

TECK-B.TO:

-93.35%

Current Drawdown

FCX:

-30.94%

TECK-B.TO:

-31.80%

Fundamentals

Market Cap

FCX:

$52.29B

TECK-B.TO:

CA$24.98B

EPS

FCX:

$1.22

TECK-B.TO:

CA$0.07

PE Ratio

FCX:

30.61

TECK-B.TO:

705.14

PEG Ratio

FCX:

3.83

TECK-B.TO:

1.15

PS Ratio

FCX:

2.10

TECK-B.TO:

2.76

PB Ratio

FCX:

2.98

TECK-B.TO:

0.95

Total Revenue (TTM)

FCX:

$19.13B

TECK-B.TO:

CA$11.81B

Gross Profit (TTM)

FCX:

$5.70B

TECK-B.TO:

CA$2.64B

EBITDA (TTM)

FCX:

$7.11B

TECK-B.TO:

CA$1.58B

Returns By Period

In the year-to-date period, FCX achieves a -1.10% return, which is significantly higher than TECK-B.TO's -15.17% return. Over the past 10 years, FCX has underperformed TECK-B.TO with an annualized return of 6.13%, while TECK-B.TO has yielded a comparatively higher 11.78% annualized return.


FCX

YTD

-1.10%

1M

-6.16%

6M

-19.19%

1Y

-24.98%

5Y*

35.09%

10Y*

6.13%

TECK-B.TO

YTD

-15.17%

1M

-12.26%

6M

-24.76%

1Y

-27.47%

5Y*

39.30%

10Y*

11.78%

*Annualized

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Risk-Adjusted Performance

FCX vs. TECK-B.TO — 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

TECK-B.TO
The Risk-Adjusted Performance Rank of TECK-B.TO is 2323
Overall Rank
The Sharpe Ratio Rank of TECK-B.TO is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of TECK-B.TO is 2525
Sortino Ratio Rank
The Omega Ratio Rank of TECK-B.TO is 2626
Omega Ratio Rank
The Calmar Ratio Rank of TECK-B.TO is 2222
Calmar Ratio Rank
The Martin Ratio Rank of TECK-B.TO is 1717
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. TECK-B.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Freeport-McMoRan Inc. (FCX) and Teck Resources Limited (TECK-B.TO). 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 -0.54, compared to the broader market-2.00-1.000.001.002.003.00
FCX: -0.54
TECK-B.TO: -0.60
The chart of Sortino ratio for FCX, currently valued at -0.55, compared to the broader market-6.00-4.00-2.000.002.004.00
FCX: -0.55
TECK-B.TO: -0.66
The chart of Omega ratio for FCX, currently valued at 0.93, compared to the broader market0.501.001.502.00
FCX: 0.93
TECK-B.TO: 0.92
The chart of Calmar ratio for FCX, currently valued at -0.52, compared to the broader market0.001.002.003.004.005.00
FCX: -0.52
TECK-B.TO: -0.56
The chart of Martin ratio for FCX, currently valued at -1.06, compared to the broader market-5.000.005.0010.0015.0020.00
FCX: -1.06
TECK-B.TO: -1.44

The current FCX Sharpe Ratio is -0.46, which is comparable to the TECK-B.TO Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of FCX and TECK-B.TO, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.54
-0.60
FCX
TECK-B.TO

Dividends

FCX vs. TECK-B.TO - Dividend Comparison

FCX's dividend yield for the trailing twelve months is around 1.61%, more than TECK-B.TO's 1.48% yield.


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%
TECK-B.TO
Teck Resources Limited
1.48%1.25%1.30%1.52%0.44%0.69%0.67%0.52%0.47%0.28%2.91%5.07%

Drawdowns

FCX vs. TECK-B.TO - Drawdown Comparison

The maximum FCX drawdown since its inception was -92.44%, roughly equal to the maximum TECK-B.TO drawdown of -93.35%. Use the drawdown chart below to compare losses from any high point for FCX and TECK-B.TO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.94%
-33.14%
FCX
TECK-B.TO

Volatility

FCX vs. TECK-B.TO - Volatility Comparison

Freeport-McMoRan Inc. (FCX) has a higher volatility of 28.91% compared to Teck Resources Limited (TECK-B.TO) at 26.03%. This indicates that FCX's price experiences larger fluctuations and is considered to be riskier than TECK-B.TO 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%NovemberDecember2025FebruaryMarchApril
28.91%
26.03%
FCX
TECK-B.TO

Financials

FCX vs. TECK-B.TO - Financials Comparison

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


Please note, different currencies. FCX values in USD, TECK-B.TO values in CAD