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FNV vs. WPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FNV and WPM is 0.26, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

FNV vs. WPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franco-Nevada Corporation (FNV) and Wheaton Precious Metals Corp. (WPM). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,297.67%
523.34%
FNV
WPM

Key characteristics

Sharpe Ratio

FNV:

1.63

WPM:

1.96

Sortino Ratio

FNV:

2.09

WPM:

2.46

Omega Ratio

FNV:

1.29

WPM:

1.33

Calmar Ratio

FNV:

1.52

WPM:

3.31

Martin Ratio

FNV:

6.91

WPM:

8.35

Ulcer Index

FNV:

6.75%

WPM:

7.31%

Daily Std Dev

FNV:

28.71%

WPM:

31.20%

Max Drawdown

FNV:

-58.76%

WPM:

-86.74%

Current Drawdown

FNV:

-1.05%

WPM:

-3.49%

Fundamentals

Market Cap

FNV:

$33.26B

WPM:

$37.85B

EPS

FNV:

$2.88

WPM:

$1.14

PE Ratio

FNV:

59.07

WPM:

71.52

PEG Ratio

FNV:

11.81

WPM:

2.40

PS Ratio

FNV:

30.17

WPM:

29.47

PB Ratio

FNV:

5.46

WPM:

5.10

Total Revenue (TTM)

FNV:

$850.50M

WPM:

$987.83M

Gross Profit (TTM)

FNV:

$702.30M

WPM:

$699.89M

EBITDA (TTM)

FNV:

$759.35M

WPM:

$538.11M

Returns By Period

The year-to-date returns for both investments are quite close, with FNV having a 46.10% return and WPM slightly higher at 46.42%. Over the past 10 years, FNV has underperformed WPM with an annualized return of 14.51%, while WPM has yielded a comparatively higher 16.90% annualized return.


FNV

YTD

46.10%

1M

9.97%

6M

26.89%

1Y

45.66%

5Y*

5.74%

10Y*

14.51%

WPM

YTD

46.42%

1M

8.43%

6M

22.99%

1Y

57.88%

5Y*

17.23%

10Y*

16.90%

*Annualized

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Risk-Adjusted Performance

FNV vs. WPM — Risk-Adjusted Performance Rank

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

FNV
The Risk-Adjusted Performance Rank of FNV is 9090
Overall Rank
The Sharpe Ratio Rank of FNV is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FNV is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FNV is 8787
Omega Ratio Rank
The Calmar Ratio Rank of FNV is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FNV is 9191
Martin Ratio Rank

WPM
The Risk-Adjusted Performance Rank of WPM is 9393
Overall Rank
The Sharpe Ratio Rank of WPM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of WPM is 9191
Sortino Ratio Rank
The Omega Ratio Rank of WPM is 9090
Omega Ratio Rank
The Calmar Ratio Rank of WPM is 9797
Calmar Ratio Rank
The Martin Ratio Rank of WPM is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FNV vs. WPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franco-Nevada Corporation (FNV) and Wheaton Precious Metals Corp. (WPM). 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.


The chart of Sharpe ratio for FNV, currently valued at 1.63, compared to the broader market-2.00-1.000.001.002.003.00
FNV: 1.63
WPM: 1.96
The chart of Sortino ratio for FNV, currently valued at 2.09, compared to the broader market-6.00-4.00-2.000.002.004.00
FNV: 2.09
WPM: 2.46
The chart of Omega ratio for FNV, currently valued at 1.29, compared to the broader market0.501.001.502.00
FNV: 1.29
WPM: 1.33
The chart of Calmar ratio for FNV, currently valued at 1.52, compared to the broader market0.001.002.003.004.005.00
FNV: 1.52
WPM: 3.31
The chart of Martin ratio for FNV, currently valued at 6.91, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
FNV: 6.91
WPM: 8.35

The current FNV Sharpe Ratio is 1.63, which is comparable to the WPM Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of FNV and WPM, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.63
1.96
FNV
WPM

Dividends

FNV vs. WPM - Dividend Comparison

FNV's dividend yield for the trailing twelve months is around 0.85%, more than WPM's 0.77% yield.


TTM20242023202220212020201920182017201620152014
FNV
Franco-Nevada Corporation
0.85%1.22%1.23%0.94%0.84%0.82%0.72%1.35%1.14%1.46%1.81%1.59%
WPM
Wheaton Precious Metals Corp.
0.77%1.10%1.22%1.54%1.33%1.01%1.21%1.84%1.49%1.09%1.61%1.28%

Drawdowns

FNV vs. WPM - Drawdown Comparison

The maximum FNV drawdown since its inception was -58.76%, smaller than the maximum WPM drawdown of -86.74%. Use the drawdown chart below to compare losses from any high point for FNV and WPM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.05%
-3.49%
FNV
WPM

Volatility

FNV vs. WPM - Volatility Comparison

The current volatility for Franco-Nevada Corporation (FNV) is 13.78%, while Wheaton Precious Metals Corp. (WPM) has a volatility of 14.62%. This indicates that FNV experiences smaller price fluctuations and is considered to be less risky than WPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.78%
14.62%
FNV
WPM

Financials

FNV vs. WPM - Financials Comparison

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


Values in USD except per share items