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 | 80.00% | -1.59% |
1Y Return | -40.84% | 16.96% |
3Y Return (Ann) | -12.63% | 10.87% |
5Y Return (Ann) | 10.54% | 12.79% |
10Y Return (Ann) | -1.22% | 8.73% |
Sharpe Ratio | -0.59 | 1.23 |
Daily Std Dev | 64.97% | 14.12% |
Max Drawdown | -90.98% | -67.97% |
Current Drawdown | -56.13% | -4.14% |
Fundamentals
FM.TO | GWO.TO | |
---|---|---|
Market Cap | CA$15.20B | CA$40.37B |
EPS | -CA$2.33 | CA$3.51 |
PE Ratio | 12.33 | 12.33 |
PEG Ratio | -9.80 | 2.09 |
Revenue (TTM) | CA$5.93B | CA$32.17B |
Gross Profit (TTM) | CA$2.20B | CA$12.32B |
EBITDA (TTM) | CA$1.96B | CA$8.25B |
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 80.00% return, which is significantly higher than GWO.TO's -1.59% return. Over the past 10 years, FM.TO has underperformed GWO.TO with an annualized return of -1.22%, while GWO.TO has yielded a comparatively higher 8.73% 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's dividend yield for the trailing twelve months is around 0.41%, less than GWO.TO's 4.96% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
First Quantum Minerals Ltd. | 0.41% | 1.94% | 0.58% | 0.03% | 0.04% | 0.08% | 0.09% | 0.06% | 0.11% | 1.58% | 0.87% | 0.90% |
Great-West Lifeco Inc. | 4.96% | 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 -67.97%. 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 21.06% compared to Great-West Lifeco Inc. (GWO.TO) at 4.70%. 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