FEAM vs. PZG
FEAM (5E Advanced Materials Inc) and PZG (Paramount Gold Nevada Corp.) are both stocks. Both are in the Basic Materials sector — FEAM in Specialty Chemicals, PZG in Gold. Over the past 3 years, FEAM returned -74.33%/yr vs 61.43%/yr for PZG. At a 0.15 correlation, their price movements are largely independent.
Performance
FEAM vs. PZG - Performance Comparison
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Returns By Period
In the year-to-date period, FEAM achieves a -44.26% return, which is significantly lower than PZG's -3.17% return.
FEAM
- 1D
- 1.80%
- 1M
- -14.57%
- YTD
- -44.26%
- 6M
- -55.50%
- 1Y
- -57.92%
- 3Y*
- -74.33%
- 5Y*
- —
- 10Y*
- —
PZG
- 1D
- 6.09%
- 1M
- -21.29%
- YTD
- -3.17%
- 6M
- 3.39%
- 1Y
- 106.78%
- 3Y*
- 61.43%
- 5Y*
- 3.05%
- 10Y*
- -2.68%
FEAM vs. PZG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FEAM 5E Advanced Materials Inc | -44.26% | -79.28% | -54.61% | -82.11% | -73.73% |
PZG Paramount Gold Nevada Corp. | -3.17% | 268.42% | -8.80% | 8.70% | -59.88% |
Correlation
The correlation between FEAM and PZG is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2022 | 0.15 |
Fundamentals
FEAM:
$59.35M
PZG:
$101.42M
FEAM:
-$1.76
PZG:
-$0.09
FEAM:
0.81
PZG:
2.87
FEAM:
$0.00
PZG:
$0.00
FEAM:
-$10.56M
PZG:
-$892.14K
FEAM:
-$22.23M
PZG:
-$11.01M
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Return for Risk
FEAM vs. PZG — Risk / Return Rank
FEAM
PZG
FEAM vs. PZG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 5E Advanced Materials Inc (FEAM) and Paramount Gold Nevada Corp. (PZG). 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.
| FEAM | PZG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.26 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 1.81 | -2.52 |
| Martin ratioReturn relative to average drawdown | -1.10 | 4.55 | -5.65 |
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Drawdowns
FEAM vs. PZG - Drawdown Comparison
The maximum FEAM drawdown since its inception was -99.84%, which is greater than PZG's maximum drawdown of -93.81%. Use the drawdown chart below to compare losses from any high point for FEAM and PZG.
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Drawdown Indicators
| FEAM | PZG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.84% | -93.81% | -6.03% |
Max Drawdown (1Y)Largest decline over 1 year | -82.66% | -59.18% | -23.48% |
Max Drawdown (3Y)Largest decline over 3 years | -98.85% | -59.18% | -39.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -74.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -90.14% | — |
Current DrawdownCurrent decline from peak | -99.78% | -72.40% | -27.38% |
Average DrawdownAverage peak-to-trough decline | -86.38% | -68.56% | -17.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.56% | 23.55% | +29.01% |
Volatility
FEAM vs. PZG - Volatility Comparison
5E Advanced Materials Inc (FEAM) has a higher volatility of 27.75% compared to Paramount Gold Nevada Corp. (PZG) at 20.02%. This indicates that FEAM's price experiences larger fluctuations and is considered to be riskier than PZG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEAM | PZG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.75% | 20.02% | +7.73% |
Volatility (6M)Calculated over the trailing 6-month period | 75.44% | 58.59% | +16.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 115.11% | 72.84% | +42.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 109.76% | 63.02% | +46.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 109.76% | 60.76% | +49.00% |
Dividends
FEAM vs. PZG - Dividend Comparison
Neither FEAM nor PZG has paid dividends to shareholders.
Financials
FEAM vs. PZG - Financials Comparison
This section allows you to compare key financial metrics between 5E Advanced Materials Inc and Paramount Gold Nevada 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FEAM and PZG have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FEAM has higher volatility (27.75%) compared to PZG (20.02%). In terms of maximum drawdown, FEAM dropped -99.84% vs PZG's -93.81%.
PZG currently has the higher Sharpe Ratio (1.47 vs -0.51), 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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