FR.TO vs. TLT
Compare and contrast key facts about First Majestic Silver Corp. (FR.TO) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FR.TO or TLT.
Key characteristics
| FR.TO | TLT | |
|---|---|---|
| YTD Return | 24.93% | -5.62% |
| 1Y Return | 20.44% | -7.08% |
| 3Y Return (Ann) | -19.34% | -10.04% |
| 5Y Return (Ann) | 5.30% | -3.89% |
| 10Y Return (Ann) | 0.35% | 0.35% |
| Sharpe Ratio | 0.39 | -0.44 |
| Daily Std Dev | 52.58% | 16.62% |
| Max Drawdown | -99.43% | -48.35% |
| Current Drawdown | -64.16% | -41.19% |
Correlation
The correlation between FR.TO and TLT is 0.03, 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.
Performance
FR.TO vs. TLT - Performance Comparison
In the year-to-date period, FR.TO achieves a 24.93% return, which is significantly higher than TLT's -5.62% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: FR.TO at 0.35% and TLT at 0.35%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FR.TO vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Majestic Silver Corp. (FR.TO) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
Dividends
FR.TO vs. TLT - Dividend Comparison
FR.TO's dividend yield for the trailing twelve months is around 0.24%, less than TLT's 3.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FR.TO First Majestic Silver Corp. | 0.24% | 0.26% | 0.23% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.81% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
FR.TO vs. TLT - Drawdown Comparison
The maximum FR.TO drawdown since its inception was -99.43%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for FR.TO and TLT. For additional features, visit the drawdowns tool.
Volatility
FR.TO vs. TLT - Volatility Comparison
First Majestic Silver Corp. (FR.TO) has a higher volatility of 11.62% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.89%. This indicates that FR.TO's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.