PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FSM vs. ASM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FSM and ASM is 0.41, 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.


-0.50.00.51.00.4

Performance

FSM vs. ASM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortuna Silver Mines Inc. (FSM) and Avino Silver & Gold Mines Ltd. (ASM). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-14.28%
-7.30%
FSM
ASM

Key characteristics

Sharpe Ratio

FSM:

0.16

ASM:

1.15

Sortino Ratio

FSM:

0.61

ASM:

2.02

Omega Ratio

FSM:

1.07

ASM:

1.23

Calmar Ratio

FSM:

0.11

ASM:

0.88

Martin Ratio

FSM:

0.40

ASM:

5.74

Ulcer Index

FSM:

20.52%

ASM:

13.60%

Daily Std Dev

FSM:

53.19%

ASM:

67.87%

Max Drawdown

FSM:

-92.25%

ASM:

-94.10%

Current Drawdown

FSM:

-54.72%

ASM:

-77.00%

Fundamentals

Market Cap

FSM:

$1.45B

ASM:

$139.19M

EPS

FSM:

$0.07

ASM:

$0.02

PE Ratio

FSM:

65.71

ASM:

49.53

PEG Ratio

FSM:

0.00

ASM:

0.00

Total Revenue (TTM)

FSM:

$986.21M

ASM:

$54.12M

Gross Profit (TTM)

FSM:

$305.05M

ASM:

$14.74M

EBITDA (TTM)

FSM:

$351.69M

ASM:

$10.43M

Returns By Period

In the year-to-date period, FSM achieves a 11.92% return, which is significantly lower than ASM's 69.85% return. Over the past 10 years, FSM has outperformed ASM with an annualized return of 0.50%, while ASM has yielded a comparatively lower -2.95% annualized return.


FSM

YTD

11.92%

1M

-10.56%

6M

-15.13%

1Y

11.92%

5Y*

5.17%

10Y*

0.50%

ASM

YTD

69.85%

1M

-23.28%

6M

-10.38%

1Y

78.00%

5Y*

11.93%

10Y*

-2.95%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FSM vs. ASM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortuna Silver Mines Inc. (FSM) and Avino Silver & Gold Mines Ltd. (ASM). 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.


Sharpe ratio
The chart of Sharpe ratio for FSM, currently valued at 0.16, compared to the broader market-4.00-2.000.002.000.161.15
The chart of Sortino ratio for FSM, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.612.02
The chart of Omega ratio for FSM, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.23
The chart of Calmar ratio for FSM, currently valued at 0.11, compared to the broader market0.002.004.006.000.110.89
The chart of Martin ratio for FSM, currently valued at 0.40, compared to the broader market0.0010.0020.000.405.74
FSM
ASM

The current FSM Sharpe Ratio is 0.16, which is lower than the ASM Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of FSM and ASM, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.16
1.15
FSM
ASM

Dividends

FSM vs. ASM - Dividend Comparison

Neither FSM nor ASM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FSM vs. ASM - Drawdown Comparison

The maximum FSM drawdown since its inception was -92.25%, roughly equal to the maximum ASM drawdown of -94.10%. Use the drawdown chart below to compare losses from any high point for FSM and ASM. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-54.72%
-75.00%
FSM
ASM

Volatility

FSM vs. ASM - Volatility Comparison

Fortuna Silver Mines Inc. (FSM) and Avino Silver & Gold Mines Ltd. (ASM) have volatilities of 16.83% and 17.48%, 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.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
16.83%
17.48%
FSM
ASM

Financials

FSM vs. ASM - Financials Comparison

This section allows you to compare key financial metrics between Fortuna Silver Mines Inc. and Avino Silver & Gold Mines Ltd.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab