FMG.AX vs. GLEN.L
Compare and contrast key facts about Fortescue Ltd (FMG.AX) and Glencore plc (GLEN.L).
Performance
FMG.AX vs. GLEN.L - Performance Comparison
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FMG.AX vs. GLEN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMG.AX Fortescue Ltd | -4.94% | 28.03% | -31.08% | 53.97% | 20.41% | -2.86% | 150.31% | 195.69% | -9.50% | -10.85% |
GLEN.L Glencore plc | 32.09% | 19.03% | -17.06% | -1.08% | 49.59% | 75.19% | 3.28% | -11.67% | -19.32% | 44.11% |
Different Trading Currencies
FMG.AX is traded in AUD, while GLEN.L is traded in GBp. To make them comparable, the GLEN.L values have been converted to AUD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FMG.AX achieves a -4.94% return, which is significantly lower than GLEN.L's 32.09% return. Over the past 10 years, FMG.AX has outperformed GLEN.L with an annualized return of 35.77%, while GLEN.L has yielded a comparatively lower 19.88% annualized return.
FMG.AX
- 1D
- -1.17%
- 1M
- -1.02%
- YTD
- -4.94%
- 6M
- 12.01%
- 1Y
- 40.50%
- 3Y*
- 4.42%
- 5Y*
- 10.42%
- 10Y*
- 35.77%
GLEN.L
- 1D
- 1.60%
- 1M
- 7.04%
- YTD
- 32.09%
- 6M
- 55.88%
- 1Y
- 93.81%
- 3Y*
- 13.82%
- 5Y*
- 21.93%
- 10Y*
- 19.88%
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Return for Risk
FMG.AX vs. GLEN.L — Risk / Return Rank
FMG.AX
GLEN.L
FMG.AX vs. GLEN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortescue Ltd (FMG.AX) and Glencore plc (GLEN.L). 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.
| FMG.AX | GLEN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 2.76 | -1.43 |
Sortino ratioReturn per unit of downside risk | 1.88 | 3.27 | -1.39 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.46 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.53 | 5.46 | -2.92 |
Martin ratioReturn relative to average drawdown | 6.21 | 17.38 | -11.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FMG.AX | GLEN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 2.76 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.69 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.56 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.15 | +0.02 |
Correlation
The correlation between FMG.AX and GLEN.L is 0.22, 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.
Dividends
FMG.AX vs. GLEN.L - Dividend Comparison
FMG.AX's dividend yield for the trailing twelve months is around 6.01%, more than GLEN.L's 1.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMG.AX Fortescue Ltd | 6.01% | 5.00% | 10.79% | 6.03% | 10.09% | 18.64% | 7.51% | 10.66% | 5.49% | 9.22% | 2.55% | 2.67% |
GLEN.L Glencore plc | 1.72% | 2.39% | 2.86% | 8.72% | 5.57% | 3.08% | 6.71% | 5.31% | 3.85% | 1.05% | 0.00% | 9.87% |
Drawdowns
FMG.AX vs. GLEN.L - Drawdown Comparison
The maximum FMG.AX drawdown since its inception was -98.75%, which is greater than GLEN.L's maximum drawdown of -80.19%. Use the drawdown chart below to compare losses from any high point for FMG.AX and GLEN.L.
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Drawdown Indicators
| FMG.AX | GLEN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.75% | -85.66% | -13.09% |
Max Drawdown (1Y)Largest decline over 1 year | -15.00% | -19.04% | +4.04% |
Max Drawdown (5Y)Largest decline over 5 years | -46.43% | -55.24% | +8.81% |
Max Drawdown (10Y)Largest decline over 10 years | -46.43% | -70.67% | +24.24% |
Current DrawdownCurrent decline from peak | -18.53% | 0.00% | -18.53% |
Average DrawdownAverage peak-to-trough decline | -60.07% | -32.34% | -27.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.12% | 5.40% | +0.72% |
Volatility
FMG.AX vs. GLEN.L - Volatility Comparison
Fortescue Ltd (FMG.AX) has a higher volatility of 11.31% compared to Glencore plc (GLEN.L) at 7.15%. This indicates that FMG.AX's price experiences larger fluctuations and is considered to be riskier than GLEN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMG.AX | GLEN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.31% | 7.15% | +4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 21.02% | 22.32% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.50% | 33.98% | -3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.26% | 31.58% | +3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.96% | 35.46% | +3.50% |
Financials
FMG.AX vs. GLEN.L - Financials Comparison
This section allows you to compare key financial metrics between Fortescue Ltd and Glencore plc. 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