FM.TO vs. GWO.TO
Compare and contrast key facts about First Quantum Minerals Ltd. (FM.TO) and Great-West Lifeco Inc. (GWO.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FM.TO or GWO.TO.
Key characteristics
| FM.TO | GWO.TO | |
|---|---|---|
| YTD Return | 74.01% | 15.99% |
| 1Y Return | 20.64% | 25.55% |
| 3Y Return (Ann) | -12.45% | 14.62% |
| 5Y Return (Ann) | 10.83% | 14.33% |
| 10Y Return (Ann) | 1.05% | 9.30% |
| Sharpe Ratio | 0.27 | 1.88 |
| Sortino Ratio | 0.85 | 2.60 |
| Omega Ratio | 1.10 | 1.34 |
| Calmar Ratio | 0.20 | 2.35 |
| Martin Ratio | 0.94 | 5.38 |
| Ulcer Index | 16.99% | 5.00% |
| Daily Std Dev | 58.70% | 14.33% |
| Max Drawdown | -90.98% | -67.52% |
| Current Drawdown | -57.49% | -0.35% |
Fundamentals
| FM.TO | GWO.TO | |
|---|---|---|
| Market Cap | CA$15.75B | CA$45.55B |
| EPS | -CA$3.08 | CA$3.89 |
| PEG Ratio | -9.80 | 0.83 |
| Total Revenue (TTM) | CA$3.49B | CA$44.91B |
| Gross Profit (TTM) | CA$576.00M | CA$34.00B |
| EBITDA (TTM) | CA$720.00M | CA$409.00M |
Correlation
The correlation between FM.TO and GWO.TO is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FM.TO vs. GWO.TO - Performance Comparison
In the year-to-date period, FM.TO achieves a 74.01% return, which is significantly higher than GWO.TO's 15.99% return. Over the past 10 years, FM.TO has underperformed GWO.TO with an annualized return of 1.05%, while GWO.TO has yielded a comparatively higher 9.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FM.TO vs. GWO.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Quantum Minerals Ltd. (FM.TO) and Great-West Lifeco Inc. (GWO.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.
Dividends
FM.TO vs. GWO.TO - Dividend Comparison
FM.TO has not paid dividends to shareholders, while GWO.TO's dividend yield for the trailing twelve months is around 4.47%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FM.TO First Quantum Minerals Ltd. | 0.00% | 1.94% | 0.58% | 0.03% | 0.04% | 0.08% | 0.09% | 0.06% | 0.11% | 1.58% | 0.87% | 0.90% |
GWO.TO Great-West Lifeco Inc. | 4.47% | 4.74% | 6.26% | 4.75% | 5.77% | 4.97% | 5.52% | 4.18% | 3.94% | 3.78% | 3.66% | 3.76% |
Drawdowns
FM.TO vs. GWO.TO - Drawdown Comparison
The maximum FM.TO drawdown since its inception was -90.98%, which is greater than GWO.TO's maximum drawdown of -67.52%. Use the drawdown chart below to compare losses from any high point for FM.TO and GWO.TO. For additional features, visit the drawdowns tool.
Volatility
FM.TO vs. GWO.TO - Volatility Comparison
First Quantum Minerals Ltd. (FM.TO) has a higher volatility of 15.63% compared to Great-West Lifeco Inc. (GWO.TO) at 4.60%. This indicates that FM.TO's price experiences larger fluctuations and is considered to be riskier than GWO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FM.TO vs. GWO.TO - Financials Comparison
This section allows you to compare key financial metrics between First Quantum Minerals Ltd. and Great-West Lifeco 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.
Total Revenue: Total amount of money received from sales and other business activities