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FM.TO vs. LUN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FM.TO vs. LUN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in First Quantum Minerals Ltd. (FM.TO) and Lundin Mining Corporation (LUN.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FM.TO achieves a 17.91% return, which is significantly lower than LUN.TO's 28.54% return. Over the past 10 years, FM.TO has underperformed LUN.TO with an annualized return of 18.37%, while LUN.TO has yielded a comparatively higher 27.86% annualized return.


FM.TO

1D
2.77%
1M
16.58%
YTD
17.91%
6M
30.46%
1Y
107.01%
3Y*
12.63%
5Y*
8.57%
10Y*
18.37%

LUN.TO

1D
2.69%
1M
-9.84%
YTD
28.54%
6M
39.35%
1Y
171.40%
3Y*
58.49%
5Y*
28.07%
10Y*
27.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FM.TO vs. LUN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FM.TO
First Quantum Minerals Ltd.
17.91%98.60%70.78%-61.41%-5.96%32.52%73.68%19.40%-37.27%32.00%
LUN.TO
Lundin Mining Corporation
28.54%141.86%17.72%35.67%-11.74%-9.34%49.12%40.12%-31.40%32.67%

Correlation

The correlation between FM.TO and LUN.TO is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.65

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

0.68

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.63

The correlation between FM.TO and LUN.TO shifts across timeframes, from 0.63 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FM.TO:

CA$36.11B

LUN.TO:

CA$32.59B

EPS

FM.TO:

-$0.24

LUN.TO:

$1.69

PS Ratio

FM.TO:

4.76

LUN.TO:

5.76

PB Ratio

FM.TO:

2.33

LUN.TO:

3.40

Total Revenue (TTM)

FM.TO:

$5.43B

LUN.TO:

$4.04B

Gross Profit (TTM)

FM.TO:

$1.39B

LUN.TO:

$1.55B

EBITDA (TTM)

FM.TO:

$1.71B

LUN.TO:

$1.92B

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Return for Risk

FM.TO vs. LUN.TO — Risk / Return Rank

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

FM.TO
FM.TO Risk / Return Rank: 8888
Overall Rank
FM.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FM.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
FM.TO Omega Ratio Rank: 8686
Omega Ratio Rank
FM.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
FM.TO Martin Ratio Rank: 8989
Martin Ratio Rank

LUN.TO
LUN.TO Risk / Return Rank: 9494
Overall Rank
LUN.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LUN.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
LUN.TO Omega Ratio Rank: 9292
Omega Ratio Rank
LUN.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
LUN.TO Martin Ratio Rank: 9595
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.

FM.TO vs. LUN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Quantum Minerals Ltd. (FM.TO) and Lundin Mining Corporation (LUN.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.

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.


FM.TOLUN.TODifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.34

1.46

-0.11

Calmar ratioReturn relative to maximum drawdown

3.55

5.12

-1.58

Martin ratioReturn relative to average drawdown

10.27

16.75

-6.48

FM.TO vs. LUN.TO - Sharpe Ratio Comparison

The current FM.TO Sharpe Ratio is 2.25, which is lower than the LUN.TO Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of FM.TO and LUN.TO, 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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Drawdowns

FM.TO vs. LUN.TO - Drawdown Comparison

The maximum FM.TO drawdown since its inception was -90.98%, roughly equal to the maximum LUN.TO drawdown of -95.33%. Use the drawdown chart below to compare losses from any high point for FM.TO and LUN.TO.


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Drawdown Indicators


FM.TOLUN.TODifference

Max Drawdown

Largest peak-to-trough decline

-90.98%

-95.33%

+4.35%

Max Drawdown (1Y)

Largest decline over 1 year

-30.35%

-33.67%

+3.32%

Max Drawdown (3Y)

Largest decline over 3 years

-75.27%

-47.11%

-28.16%

Max Drawdown (5Y)

Largest decline over 5 years

-78.27%

-53.91%

-24.36%

Max Drawdown (10Y)

Largest decline over 10 years

-78.27%

-57.61%

-20.66%

Current Drawdown

Current decline from peak

-5.94%

-14.62%

+8.68%

Average Drawdown

Average peak-to-trough decline

-38.62%

-48.73%

+10.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.46%

10.28%

+0.18%

Volatility

FM.TO vs. LUN.TO - Volatility Comparison

First Quantum Minerals Ltd. (FM.TO) has a higher volatility of 21.17% compared to Lundin Mining Corporation (LUN.TO) at 19.93%. This indicates that FM.TO's price experiences larger fluctuations and is considered to be riskier than LUN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FM.TOLUN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.17%

19.93%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

40.43%

44.51%

-4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

47.81%

52.84%

-5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.78%

46.24%

+11.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.30%

45.96%

+14.34%

Dividends

FM.TO vs. LUN.TO - Dividend Comparison

FM.TO has not paid dividends to shareholders, while LUN.TO's dividend yield for the trailing twelve months is around 0.29%.


PositionTTM20252024202320222021202020192018201720162015
FM.TO
First Quantum Minerals Ltd.
0.00%0.00%0.00%1.94%0.58%0.03%0.04%0.08%0.09%0.06%0.11%1.58%
LUN.TO
Lundin Mining Corporation
0.29%0.68%3.64%3.32%5.66%3.95%1.42%1.55%2.13%1.44%0.00%0.00%

Financials

FM.TO vs. LUN.TO - Financials Comparison

This section allows you to compare key financial metrics between First Quantum Minerals Ltd. and Lundin Mining Corporation. 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


500.00M1.00B1.50B2.00B20222023202420252026
1.40B
1.16B
(FM.TO) Total Revenue
(LUN.TO) Total Revenue
Values in USD except per share items

FM.TO vs. LUN.TO - Profitability Comparison

The chart below illustrates the profitability comparison between First Quantum Minerals Ltd. and Lundin Mining Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
19.8%
46.4%
Portfolio components
FM.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, First Quantum Minerals Ltd. reported a gross profit of 278.00M and revenue of 1.40B. Therefore, the gross margin over that period was 19.8%.

LUN.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lundin Mining Corporation reported a gross profit of 537.50M and revenue of 1.16B. Therefore, the gross margin over that period was 46.4%.

FM.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, First Quantum Minerals Ltd. reported an operating income of 190.00M and revenue of 1.40B, resulting in an operating margin of 13.5%.

LUN.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lundin Mining Corporation reported an operating income of 503.80M and revenue of 1.16B, resulting in an operating margin of 43.5%.

FM.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, First Quantum Minerals Ltd. reported a net income of -196.00M and revenue of 1.40B, resulting in a net margin of -14.0%.

LUN.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lundin Mining Corporation reported a net income of 281.40M and revenue of 1.16B, resulting in a net margin of 24.3%.


Frequently Asked Questions


FM.TO and LUN.TO have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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