FRES.L vs. HL
Compare and contrast key facts about Fresnillo plc (FRES.L) and Hecla Mining Company (HL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRES.L or HL.
Key characteristics
| FRES.L | HL | |
|---|---|---|
| YTD Return | 7.83% | 16.99% |
| 1Y Return | 17.86% | 32.89% |
| 3Y Return (Ann) | -11.00% | -3.31% |
| 5Y Return (Ann) | 2.80% | 19.21% |
| 10Y Return (Ann) | 0.67% | 8.71% |
| Sharpe Ratio | 0.49 | 0.61 |
| Sortino Ratio | 0.97 | 1.25 |
| Omega Ratio | 1.11 | 1.14 |
| Calmar Ratio | 0.26 | 0.39 |
| Martin Ratio | 1.58 | 2.21 |
| Ulcer Index | 12.28% | 14.87% |
| Daily Std Dev | 39.03% | 53.82% |
| Max Drawdown | -82.36% | -97.96% |
| Current Drawdown | -61.10% | -75.62% |
Fundamentals
| FRES.L | HL | |
|---|---|---|
| Market Cap | £4.75B | $3.48B |
| EPS | £0.25 | -$0.07 |
| PEG Ratio | 0.00 | -3.02 |
| Total Revenue (TTM) | £2.85B | $1.17B |
| Gross Profit (TTM) | £609.46M | $122.36M |
| EBITDA (TTM) | £954.39M | $222.71M |
Correlation
The correlation between FRES.L and HL is 0.42, 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. HL - Performance Comparison
In the year-to-date period, FRES.L achieves a 7.83% return, which is significantly lower than HL's 16.99% return. Over the past 10 years, FRES.L has underperformed HL with an annualized return of 0.67%, while HL has yielded a comparatively higher 8.71% 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. HL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fresnillo plc (FRES.L) and Hecla Mining Company (HL). 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. HL - Dividend Comparison
FRES.L's dividend yield for the trailing twelve months is around 1.69%, more than HL's 0.57% 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% |
HL Hecla Mining Company | 0.57% | 0.50% | 0.40% | 0.71% | 0.28% | 0.35% | 0.51% | 0.30% | 0.28% | 0.63% | 0.43% | 0.71% |
Drawdowns
FRES.L vs. HL - Drawdown Comparison
The maximum FRES.L drawdown since its inception was -82.36%, smaller than the maximum HL drawdown of -97.96%. Use the drawdown chart below to compare losses from any high point for FRES.L and HL. For additional features, visit the drawdowns tool.
Volatility
FRES.L vs. HL - Volatility Comparison
Fresnillo plc (FRES.L) and Hecla Mining Company (HL) have volatilities of 15.69% and 15.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FRES.L vs. HL - Financials Comparison
This section allows you to compare key financial metrics between Fresnillo plc and Hecla Mining Company. 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