FMV.DE vs. ABX.TO
FMV.DE (First Majestic Silver Corp) and ABX.TO (Barrick Gold Corporation) are both stocks. Both are in the Basic Materials sector — FMV.DE in Silver, ABX.TO in Gold. Over the past 5 years, FMV.DE returned 3.51%/yr vs 16.60%/yr for ABX.TO. At a 0.50 correlation, their price movements are largely independent.
Performance
FMV.DE vs. ABX.TO - Performance Comparison
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Different Trading Currencies
FMV.DE is traded in EUR, while ABX.TO is traded in CAD. To make them comparable, the ABX.TO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, FMV.DE achieves a 17.31% return, which is significantly higher than ABX.TO's -1.46% return.
FMV.DE
- 1D
- -4.92%
- 1M
- 2.90%
- YTD
- 17.31%
- 6M
- 25.90%
- 1Y
- 182.65%
- 3Y*
- 45.58%
- 5Y*
- 3.51%
- 10Y*
- —
ABX.TO
- 1D
- -2.71%
- 1M
- 10.60%
- YTD
- -1.46%
- 6M
- 5.29%
- 1Y
- 108.95%
- 3Y*
- 33.75%
- 5Y*
- 16.60%
- 10Y*
- 10.13%
FMV.DE vs. ABX.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FMV.DE First Majestic Silver Corp | 17.31% | 179.08% | -5.66% | -29.36% | -17.72% | -6.83% | -4.42% | 11.36% |
ABX.TO Barrick Gold Corporation | -1.46% | 152.97% | -6.42% | 4.83% | -0.79% | -6.77% | 13.99% | 9.02% |
Correlation
The correlation between FMV.DE and ABX.TO is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2019 | 0.50 |
The correlation between FMV.DE and ABX.TO has been stable across timeframes, ranging from 0.50 to 0.52 - a consistent structural relationship.
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Return for Risk
FMV.DE vs. ABX.TO — Risk / Return Rank
FMV.DE
ABX.TO
FMV.DE vs. ABX.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Majestic Silver Corp (FMV.DE) and Barrick Gold Corporation (ABX.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.
| FMV.DE | ABX.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.40 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 4.06 | +0.56 |
| Martin ratioReturn relative to average drawdown | 9.88 | 10.55 | -0.68 |
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
| FMV.DE | ABX.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | 2.54 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.49 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.12 | +0.03 |
Drawdowns
FMV.DE vs. ABX.TO - Drawdown Comparison
The maximum FMV.DE drawdown since its inception was -76.99%, smaller than the maximum ABX.TO drawdown of -86.07%. Use the drawdown chart below to compare losses from any high point for FMV.DE and ABX.TO.
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Drawdown Indicators
| FMV.DE | ABX.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.99% | -86.07% | +9.08% |
Max Drawdown (1Y)Largest decline over 1 year | -39.32% | -26.99% | -12.33% |
Max Drawdown (3Y)Largest decline over 3 years | -43.04% | -26.99% | -16.05% |
Max Drawdown (5Y)Largest decline over 5 years | -73.54% | -41.78% | -31.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.97% | — |
Current DrawdownCurrent decline from peak | -35.43% | -17.57% | -17.86% |
Average DrawdownAverage peak-to-trough decline | -46.10% | -46.17% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.41% | 10.36% | +8.05% |
Volatility
FMV.DE vs. ABX.TO - Volatility Comparison
First Majestic Silver Corp (FMV.DE) has a higher volatility of 25.11% compared to Barrick Gold Corporation (ABX.TO) at 15.83%. This indicates that FMV.DE's price experiences larger fluctuations and is considered to be riskier than ABX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMV.DE | ABX.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.11% | 15.83% | +9.28% |
Volatility (6M)Calculated over the trailing 6-month period | 56.98% | 32.73% | +24.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.39% | 43.09% | +29.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.22% | 34.32% | +24.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.25% | 35.74% | +26.51% |
Dividends
FMV.DE vs. ABX.TO - Dividend Comparison
FMV.DE's dividend yield for the trailing twelve months is around 0.11%, less than ABX.TO's 2.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABX.TO Barrick Gold Corporation | 2.18% | 1.23% | 2.45% | 2.27% | 3.64% | 4.06% | 1.42% | 0.92% | 1.36% | 1.02% | 0.59% | 1.93% |
FMV.DE First Majestic Silver Corp | 0.11% | 0.08% | 0.20% | 0.22% | 0.21% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
FMV.DE vs. ABX.TO - Financials Comparison
This section allows you to compare key financial metrics between First Majestic Silver Corp and Barrick Gold 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FMV.DE and ABX.TO have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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