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FDY.TO vs. SLAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FDY.TO vs. SLAB - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Faraday Copper Corp. (FDY.TO) and Silicon Laboratories Inc. (SLAB). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FDY.TO is traded in CAD, while SLAB is traded in USD. To make them comparable, the SLAB values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FDY.TO achieves a 130.77% return, which is significantly higher than SLAB's 68.81% return. Over the past 10 years, FDY.TO has outperformed SLAB with an annualized return of 89.80%, while SLAB has yielded a comparatively lower 16.73% annualized return.


FDY.TO

1D
-5.12%
1M
39.69%
YTD
130.77%
6M
190.32%
1Y
707.69%
3Y*
97.32%
5Y*
59.52%
10Y*
89.80%

SLAB

1D
0.00%
1M
2.40%
YTD
68.81%
6M
57.63%
1Y
76.37%
3Y*
15.64%
5Y*
13.16%
10Y*
16.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDY.TO vs. SLAB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDY.TO
Faraday Copper Corp.
130.77%268.92%17.46%16.67%-28.95%216.67%33.33%-10.00%-52.38%471.63%
SLAB
Silicon Laboratories Inc.
69.79%0.39%1.98%-4.65%-29.59%60.64%7.94%39.93%-3.18%27.20%

Correlation

The correlation between FDY.TO and SLAB is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.10

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

0.12

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

0.08

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2010

0.07

The correlation between FDY.TO and SLAB shifts across timeframes, from 0.01 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FDY.TO:

CA$1.65B

SLAB:

$7.22B

EPS

FDY.TO:

-CA$0.12

SLAB:

-$1.53

PB Ratio

FDY.TO:

10.66

SLAB:

6.58

Total Revenue (TTM)

FDY.TO:

CA$0.00

SLAB:

$820.55M

Gross Profit (TTM)

FDY.TO:

-CA$322.61K

SLAB:

$486.20M

EBITDA (TTM)

FDY.TO:

-CA$33.02M

SLAB:

-$19.56M

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Return for Risk

FDY.TO vs. SLAB — Risk / Return Rank

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

FDY.TO
FDY.TO Risk / Return Rank: 9999
Overall Rank
FDY.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
FDY.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
FDY.TO Omega Ratio Rank: 9898
Omega Ratio Rank
FDY.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
FDY.TO Martin Ratio Rank: 100100
Martin Ratio Rank

SLAB
SLAB Risk / Return Rank: 8484
Overall Rank
SLAB Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SLAB Sortino Ratio Rank: 8989
Sortino Ratio Rank
SLAB Omega Ratio Rank: 9090
Omega Ratio Rank
SLAB Calmar Ratio Rank: 8282
Calmar Ratio Rank
SLAB Martin Ratio Rank: 8282
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.

FDY.TO vs. SLAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Faraday Copper Corp. (FDY.TO) and Silicon Laboratories Inc. (SLAB). 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.


FDY.TOSLABDifference
Sharpe ratioReturn per unit of total volatility

+9.28

Sortino ratioReturn per unit of downside risk

+3.24

Omega ratioGain probability vs. loss probability

1.79

1.44

+0.35

Calmar ratioReturn relative to maximum drawdown

21.05

3.54

+17.51

Martin ratioReturn relative to average drawdown

74.64

8.88

+65.76

FDY.TO vs. SLAB - Sharpe Ratio Comparison

The current FDY.TO Sharpe Ratio is 10.58, which is higher than the SLAB Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FDY.TO and SLAB, 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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Sharpe Ratios by Period


FDY.TOSLABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.58

1.30

+9.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.28

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.38

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.32

+0.22

Drawdowns

FDY.TO vs. SLAB - Drawdown Comparison

The maximum FDY.TO drawdown since its inception was -99.00%, which is greater than SLAB's maximum drawdown of -54.59%. Use the drawdown chart below to compare losses from any high point for FDY.TO and SLAB.


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Drawdown Indicators


FDY.TOSLABDifference

Max Drawdown

Largest peak-to-trough decline

-99.00%

-54.59%

-44.41%

Max Drawdown (1Y)

Largest decline over 1 year

-33.95%

-21.69%

-12.26%

Max Drawdown (3Y)

Largest decline over 3 years

-47.75%

-45.34%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-63.00%

-54.59%

-8.41%

Max Drawdown (10Y)

Largest decline over 10 years

-81.48%

-54.59%

-26.89%

Current Drawdown

Current decline from peak

-5.12%

0.00%

-5.12%

Average Drawdown

Average peak-to-trough decline

-40.75%

-17.78%

-22.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.55%

8.63%

+0.92%

Volatility

FDY.TO vs. SLAB - Volatility Comparison

Faraday Copper Corp. (FDY.TO) has a higher volatility of 20.75% compared to Silicon Laboratories Inc. (SLAB) at 1.69%. This indicates that FDY.TO's price experiences larger fluctuations and is considered to be riskier than SLAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDY.TOSLABDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.75%

1.69%

+19.06%

Volatility (6M)

Calculated over the trailing 6-month period

53.83%

43.70%

+10.13%

Volatility (1Y)

Calculated over the trailing 1-year period

67.53%

59.14%

+8.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.25%

47.57%

+17.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

106.19%

43.96%

+62.23%

Dividends

FDY.TO vs. SLAB - Dividend Comparison

Neither FDY.TO nor SLAB has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FDY.TO
Faraday Copper Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%112.86%196.43%372.78%
SLAB
Silicon Laboratories Inc.
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

FDY.TO vs. SLAB - Financials Comparison

This section allows you to compare key financial metrics between Faraday Copper Corp. and Silicon Laboratories Inc.. 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


0.0050.00M100.00M150.00M200.00M250.00M202220232024202520260
213.50M
(FDY.TO) Total Revenue
(SLAB) Total Revenue
Please note, different currencies. FDY.TO values in CAD, SLAB values in USD

Frequently Asked Questions


FDY.TO and SLAB have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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