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FNV.TO vs. SVM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


FNV.TOSVM
YTD Return12.54%48.78%
1Y Return0.53%83.80%
3Y Return (Ann)-3.63%-5.17%
5Y Return (Ann)5.55%-3.11%
10Y Return (Ann)11.85%11.84%
Sharpe Ratio-0.011.56
Sortino Ratio0.172.27
Omega Ratio1.021.27
Calmar Ratio-0.010.98
Martin Ratio-0.026.82
Ulcer Index7.64%12.15%
Daily Std Dev25.82%53.17%
Max Drawdown-47.77%-97.13%
Current Drawdown-22.67%-72.01%

Fundamentals


FNV.TOSVM
Market CapCA$32.80B$896.28M
EPS-CA$4.38$0.27
PEG Ratio11.810.00
Total Revenue (TTM)CA$827.24M$173.15M
Gross Profit (TTM)CA$536.70M$71.85M
EBITDA (TTM)CA$711.24M$77.22M

Correlation

-0.50.00.51.00.6

The correlation between FNV.TO and SVM is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

FNV.TO vs. SVM - Performance Comparison

In the year-to-date period, FNV.TO achieves a 12.54% return, which is significantly lower than SVM's 48.78% return. Both investments have delivered pretty close results over the past 10 years, with FNV.TO having a 11.85% annualized return and SVM not far behind at 11.84%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-6.04%
10.53%
FNV.TO
SVM

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Risk-Adjusted Performance

FNV.TO vs. SVM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franco-Nevada Corporation (FNV.TO) and Silvercorp Metals Inc. (SVM). 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.


FNV.TO
Sharpe ratio
The chart of Sharpe ratio for FNV.TO, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.07
Sortino ratio
The chart of Sortino ratio for FNV.TO, currently valued at 0.09, compared to the broader market-4.00-2.000.002.004.006.000.09
Omega ratio
The chart of Omega ratio for FNV.TO, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for FNV.TO, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.05
Martin ratio
The chart of Martin ratio for FNV.TO, currently valued at -0.27, compared to the broader market0.0010.0020.0030.00-0.27
SVM
Sharpe ratio
The chart of Sharpe ratio for SVM, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.001.32
Sortino ratio
The chart of Sortino ratio for SVM, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.006.002.03
Omega ratio
The chart of Omega ratio for SVM, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for SVM, currently valued at 0.83, compared to the broader market0.002.004.006.000.83
Martin ratio
The chart of Martin ratio for SVM, currently valued at 5.66, compared to the broader market0.0010.0020.0030.005.66

FNV.TO vs. SVM - Sharpe Ratio Comparison

The current FNV.TO Sharpe Ratio is -0.01, which is lower than the SVM Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FNV.TO and SVM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.07
1.32
FNV.TO
SVM

Dividends

FNV.TO vs. SVM - Dividend Comparison

FNV.TO's dividend yield for the trailing twelve months is around 0.87%, more than SVM's 0.65% yield.


TTM20232022202120202019201820172016201520142013
FNV.TO
Franco-Nevada Corporation
0.87%0.93%0.69%0.66%0.65%0.74%1.32%0.91%1.08%1.31%1.36%1.66%
SVM
Silvercorp Metals Inc.
0.65%0.97%0.86%0.69%0.39%0.46%1.24%0.65%0.32%1.70%1.38%4.20%

Drawdowns

FNV.TO vs. SVM - Drawdown Comparison

The maximum FNV.TO drawdown since its inception was -47.77%, smaller than the maximum SVM drawdown of -97.13%. Use the drawdown chart below to compare losses from any high point for FNV.TO and SVM. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-28.44%
-72.01%
FNV.TO
SVM

Volatility

FNV.TO vs. SVM - Volatility Comparison

The current volatility for Franco-Nevada Corporation (FNV.TO) is 9.24%, while Silvercorp Metals Inc. (SVM) has a volatility of 16.62%. This indicates that FNV.TO experiences smaller price fluctuations and is considered to be less risky than SVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.24%
16.62%
FNV.TO
SVM

Financials

FNV.TO vs. SVM - Financials Comparison

This section allows you to compare key financial metrics between Franco-Nevada Corporation and Silvercorp Metals 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Please note, different currencies. FNV.TO values in CAD, SVM values in USD