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FSM vs. CHRD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FSM and CHRD is 0.28, 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.


-0.50.00.51.00.3

Performance

FSM vs. CHRD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortuna Silver Mines Inc. (FSM) and Chord Energy Corp (CHRD). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-14.28%
-30.95%
FSM
CHRD

Key characteristics

Sharpe Ratio

FSM:

0.16

CHRD:

-1.17

Sortino Ratio

FSM:

0.61

CHRD:

-1.57

Omega Ratio

FSM:

1.07

CHRD:

0.81

Calmar Ratio

FSM:

0.11

CHRD:

-0.76

Martin Ratio

FSM:

0.40

CHRD:

-1.67

Ulcer Index

FSM:

20.52%

CHRD:

17.69%

Daily Std Dev

FSM:

53.19%

CHRD:

25.17%

Max Drawdown

FSM:

-92.25%

CHRD:

-38.74%

Current Drawdown

FSM:

-54.72%

CHRD:

-38.74%

Fundamentals

Market Cap

FSM:

$1.45B

CHRD:

$7.04B

EPS

FSM:

$0.07

CHRD:

$19.31

PE Ratio

FSM:

65.71

CHRD:

5.96

Total Revenue (TTM)

FSM:

$986.21M

CHRD:

$4.76B

Gross Profit (TTM)

FSM:

$305.05M

CHRD:

$1.36B

EBITDA (TTM)

FSM:

$351.69M

CHRD:

$2.20B

Returns By Period

In the year-to-date period, FSM achieves a 11.92% return, which is significantly higher than CHRD's -29.15% return.


FSM

YTD

11.92%

1M

-10.56%

6M

-15.13%

1Y

11.92%

5Y*

5.17%

10Y*

0.50%

CHRD

YTD

-29.15%

1M

-12.74%

6M

-31.93%

1Y

-28.89%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

FSM vs. CHRD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortuna Silver Mines Inc. (FSM) and Chord Energy Corp (CHRD). 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-4.00-2.000.002.000.16-1.17
The chart of Sortino ratio for FSM, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.61-1.57
The chart of Omega ratio for FSM, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.81
The chart of Calmar ratio for FSM, currently valued at 0.11, compared to the broader market0.002.004.006.000.11-0.76
The chart of Martin ratio for FSM, currently valued at 0.40, compared to the broader market0.0010.0020.000.40-1.67
FSM
CHRD

The current FSM Sharpe Ratio is 0.16, which is higher than the CHRD Sharpe Ratio of -1.17. The chart below compares the historical Sharpe Ratios of FSM and CHRD, 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 Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.16
-1.17
FSM
CHRD

Dividends

FSM vs. CHRD - Dividend Comparison

FSM has not paid dividends to shareholders, while CHRD's dividend yield for the trailing twelve months is around 9.19%.


TTM202320222021
FSM
Fortuna Silver Mines Inc.
0.00%0.00%0.00%0.00%
CHRD
Chord Energy Corp
9.19%9.28%19.76%4.46%

Drawdowns

FSM vs. CHRD - Drawdown Comparison

The maximum FSM drawdown since its inception was -92.25%, which is greater than CHRD's maximum drawdown of -38.74%. Use the drawdown chart below to compare losses from any high point for FSM and CHRD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-54.72%
-38.74%
FSM
CHRD

Volatility

FSM vs. CHRD - Volatility Comparison

Fortuna Silver Mines Inc. (FSM) has a higher volatility of 16.83% compared to Chord Energy Corp (CHRD) at 8.58%. This indicates that FSM's price experiences larger fluctuations and is considered to be riskier than CHRD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
16.83%
8.58%
FSM
CHRD

Financials

FSM vs. CHRD - Financials Comparison

This section allows you to compare key financial metrics between Fortuna Silver Mines Inc. and Chord Energy 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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.

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