FRES.L vs. AG
Compare and contrast key facts about Fresnillo plc (FRES.L) and First Majestic Silver Corp. (AG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRES.L or AG.
Key characteristics
| FRES.L | AG | |
|---|---|---|
| YTD Return | 7.83% | 5.11% |
| 1Y Return | 17.86% | 26.51% |
| 3Y Return (Ann) | -11.00% | -22.21% |
| 5Y Return (Ann) | 2.80% | -9.30% |
| 10Y Return (Ann) | 0.67% | 2.46% |
| Sharpe Ratio | 0.49 | 0.47 |
| Sortino Ratio | 0.97 | 1.10 |
| Omega Ratio | 1.11 | 1.13 |
| Calmar Ratio | 0.26 | 0.34 |
| Martin Ratio | 1.58 | 1.36 |
| Ulcer Index | 12.28% | 20.96% |
| Daily Std Dev | 39.03% | 60.07% |
| Max Drawdown | -82.36% | -90.20% |
| Current Drawdown | -61.10% | -74.57% |
Fundamentals
| FRES.L | AG | |
|---|---|---|
| Market Cap | £4.75B | $1.90B |
| EPS | £0.25 | -$0.26 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | £2.85B | $377.82M |
| Gross Profit (TTM) | £609.46M | $22.29M |
| EBITDA (TTM) | £954.39M | $63.36M |
Correlation
The correlation between FRES.L and AG is 0.43, 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
FRES.L vs. AG - Performance Comparison
In the year-to-date period, FRES.L achieves a 7.83% return, which is significantly higher than AG's 5.11% return. Over the past 10 years, FRES.L has underperformed AG with an annualized return of 0.67%, while AG has yielded a comparatively higher 2.46% annualized return. 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
FRES.L vs. AG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fresnillo plc (FRES.L) and First Majestic Silver Corp. (AG). 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
FRES.L vs. AG - Dividend Comparison
FRES.L's dividend yield for the trailing twelve months is around 1.69%, more than AG's 0.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRES.L Fresnillo plc | 1.69% | 2.47% | 3.04% | 3.74% | 1.26% | 3.01% | 4.71% | 2.28% | 0.74% | 0.61% | 0.91% | 6.04% |
AG First Majestic Silver Corp. | 0.20% | 0.34% | 0.31% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FRES.L vs. AG - Drawdown Comparison
The maximum FRES.L drawdown since its inception was -82.36%, smaller than the maximum AG drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for FRES.L and AG. For additional features, visit the drawdowns tool.
Volatility
FRES.L vs. AG - Volatility Comparison
The current volatility for Fresnillo plc (FRES.L) is 15.69%, while First Majestic Silver Corp. (AG) has a volatility of 20.52%. This indicates that FRES.L experiences smaller price fluctuations and is considered to be less risky than AG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FRES.L vs. AG - Financials Comparison
This section allows you to compare key financial metrics between Fresnillo plc and First Majestic Silver 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.
Total Revenue: Total amount of money received from sales and other business activities