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FRES.L vs. SVM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FRES.L vs. SVM - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fresnillo plc (FRES.L) and Silvercorp Metals Inc. (SVM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FRES.L is traded in GBp, while SVM is traded in USD. To make them comparable, the SVM values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FRES.L achieves a -15.96% return, which is significantly lower than SVM's 23.35% return. Over the past 10 years, FRES.L has underperformed SVM with an annualized return of 7.10%, while SVM has yielded a comparatively higher 16.95% annualized return.


FRES.L

1D
-1.44%
1M
-16.59%
YTD
-15.96%
6M
-17.88%
1Y
96.36%
3Y*
70.39%
5Y*
31.92%
10Y*
7.10%

SVM

1D
-7.40%
1M
-18.91%
YTD
23.35%
6M
19.86%
1Y
148.84%
3Y*
51.79%
5Y*
14.69%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRES.L vs. SVM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRES.L
Fresnillo plc
-15.96%468.21%6.13%-32.98%3.90%-18.79%78.92%-24.01%-38.26%18.98%
SVM
Silvercorp Metals Inc.
23.35%159.39%16.89%-14.81%-11.16%-42.99%15.06%161.91%-14.15%2.79%

Correlation

The correlation between FRES.L and SVM is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since May 9, 2008

0.36

Over the past year, FRES.L and SVM have become more correlated (0.60) than their long-term average of 0.36, meaning their price movements have been converging.

Fundamentals

Market Cap

FRES.L:

£20.20B

SVM:

$2.23B

EPS

FRES.L:

$2.08

SVM:

-$0.05

PS Ratio

FRES.L:

3.33

SVM:

5.08

PB Ratio

FRES.L:

5.77

SVM:

2.37

Total Revenue (TTM)

FRES.L:

$8.03B

SVM:

$437.11M

Gross Profit (TTM)

FRES.L:

$3.75B

SVM:

$254.02M

EBITDA (TTM)

FRES.L:

$3.90B

SVM:

$185.32M

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Return for Risk

FRES.L vs. SVM — Risk / Return Rank

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

FRES.L
FRES.L Risk / Return Rank: 8282
Overall Rank
FRES.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FRES.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
FRES.L Omega Ratio Rank: 8080
Omega Ratio Rank
FRES.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
FRES.L Martin Ratio Rank: 8181
Martin Ratio Rank

SVM
SVM Risk / Return Rank: 8686
Overall Rank
SVM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SVM Sortino Ratio Rank: 8383
Sortino Ratio Rank
SVM Omega Ratio Rank: 8282
Omega Ratio Rank
SVM Calmar Ratio Rank: 8888
Calmar Ratio Rank
SVM Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FRES.L vs. SVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fresnillo plc (FRES.L) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FRES.LSVMDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.28

1.32

-0.04

Calmar ratioReturn relative to maximum drawdown

2.59

3.91

-1.32

Martin ratioReturn relative to average drawdown

6.08

10.64

-4.55

FRES.L vs. SVM - Sharpe Ratio Comparison

The current FRES.L Sharpe Ratio is 1.71, which is comparable to the SVM Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of FRES.L and SVM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FRES.L vs. SVM - Drawdown Comparison

The maximum FRES.L drawdown since its inception was -82.49%, smaller than the maximum SVM drawdown of -97.11%. Use the drawdown chart below to compare losses from any high point for FRES.L and SVM.


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Drawdown Indicators


FRES.LSVMDifference

Max Drawdown

Largest peak-to-trough decline

-82.49%

-97.11%

+14.62%

Max Drawdown (1Y)

Largest decline over 1 year

-37.00%

-38.34%

+1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-37.00%

-40.69%

+3.69%

Max Drawdown (5Y)

Largest decline over 5 years

-53.75%

-56.09%

+2.34%

Max Drawdown (10Y)

Largest decline over 10 years

-74.56%

-73.35%

-1.21%

Current Drawdown

Current decline from peak

-37.00%

-34.27%

-2.73%

Average Drawdown

Average peak-to-trough decline

-42.85%

-70.03%

+27.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.78%

14.05%

+1.73%

Volatility

FRES.L vs. SVM - Volatility Comparison

The current volatility for Fresnillo plc (FRES.L) is 16.50%, while Silvercorp Metals Inc. (SVM) has a volatility of 26.08%. This indicates that FRES.L 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.


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Volatility by Period


FRES.LSVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.50%

26.08%

-9.58%

Volatility (6M)

Calculated over the trailing 6-month period

43.75%

55.99%

-12.24%

Volatility (1Y)

Calculated over the trailing 1-year period

56.04%

68.72%

-12.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.80%

53.55%

-10.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.23%

60.54%

-17.31%

Dividends

FRES.L vs. SVM - Dividend Comparison

FRES.L's dividend yield for the trailing twelve months is around 3.47%, more than SVM's 0.25% yield.


PositionTTM20252024202320222021202020192018201720162015
FRES.L
Fresnillo plc
3.47%2.00%1.36%1.98%2.44%2.66%1.00%2.35%3.49%1.73%0.00%0.00%
SVM
Silvercorp Metals Inc.
0.25%0.30%0.83%0.95%0.84%0.66%0.37%0.44%1.19%0.76%0.43%2.13%

Financials

FRES.L vs. SVM - Financials Comparison

This section allows you to compare key financial metrics between Fresnillo plc 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


0.00500.00M1.00B1.50B2.00B2.50BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
2.59B
145.32M
(FRES.L) Total Revenue
(SVM) Total Revenue
Values in USD except per share items

FRES.L vs. SVM - Profitability Comparison

The chart below illustrates the profitability comparison between Fresnillo plc and Silvercorp Metals Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
57.7%
68.8%
Portfolio components
FRES.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Fresnillo plc reported a gross profit of 1.50B and revenue of 2.59B. Therefore, the gross margin over that period was 57.7%.

SVM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Silvercorp Metals Inc. reported a gross profit of 99.96M and revenue of 145.32M. Therefore, the gross margin over that period was 68.8%.

FRES.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Fresnillo plc reported an operating income of 1.39B and revenue of 2.59B, resulting in an operating margin of 53.5%.

SVM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Silvercorp Metals Inc. reported an operating income of 93.44M and revenue of 145.32M, resulting in an operating margin of 64.3%.

FRES.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Fresnillo plc reported a net income of 994.96M and revenue of 2.59B, resulting in a net margin of 38.4%.

SVM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Silvercorp Metals Inc. reported a net income of -606.31K and revenue of 145.32M, resulting in a net margin of -0.4%.


Frequently Asked Questions


FRES.L and SVM have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FRES.L and SVM

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