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

Correlation

The correlation between FSM and MUSA is 0.03, 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.


-0.50.00.51.00.0

Performance

FSM vs. MUSA - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-14.29%
9.83%
FSM
MUSA

Key characteristics

Sharpe Ratio

FSM:

0.16

MUSA:

1.86

Sortino Ratio

FSM:

0.61

MUSA:

2.74

Omega Ratio

FSM:

1.07

MUSA:

1.33

Calmar Ratio

FSM:

0.11

MUSA:

3.83

Martin Ratio

FSM:

0.40

MUSA:

10.49

Ulcer Index

FSM:

20.52%

MUSA:

4.36%

Daily Std Dev

FSM:

53.19%

MUSA:

24.65%

Max Drawdown

FSM:

-92.25%

MUSA:

-33.72%

Current Drawdown

FSM:

-54.72%

MUSA:

-5.36%

Fundamentals

Market Cap

FSM:

$1.45B

MUSA:

$10.93B

EPS

FSM:

$0.07

MUSA:

$24.20

PE Ratio

FSM:

65.71

MUSA:

22.30

PEG Ratio

FSM:

0.00

MUSA:

2.40

Total Revenue (TTM)

FSM:

$986.21M

MUSA:

$20.60B

Gross Profit (TTM)

FSM:

$305.05M

MUSA:

$5.88B

EBITDA (TTM)

FSM:

$351.69M

MUSA:

$1.00B

Returns By Period

In the year-to-date period, FSM achieves a 11.92% return, which is significantly lower than MUSA's 48.01% return. Over the past 10 years, FSM has underperformed MUSA with an annualized return of 0.50%, while MUSA has yielded a comparatively higher 23.63% annualized return.


FSM

YTD

11.92%

1M

-10.56%

6M

-15.13%

1Y

11.92%

5Y*

5.17%

10Y*

0.50%

MUSA

YTD

48.01%

1M

0.27%

6M

9.50%

1Y

48.67%

5Y*

35.03%

10Y*

23.63%

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Risk-Adjusted Performance

FSM vs. MUSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortuna Silver Mines Inc. (FSM) and Murphy USA Inc. (MUSA). 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-4.00-2.000.002.000.161.86
The chart of Sortino ratio for FSM, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.612.74
The chart of Omega ratio for FSM, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.33
The chart of Calmar ratio for FSM, currently valued at 0.11, compared to the broader market0.002.004.006.000.113.83
The chart of Martin ratio for FSM, currently valued at 0.40, compared to the broader market0.0010.0020.000.4010.49
FSM
MUSA

The current FSM Sharpe Ratio is 0.16, which is lower than the MUSA Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of FSM and MUSA, 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
1.86
FSM
MUSA

Dividends

FSM vs. MUSA - Dividend Comparison

FSM has not paid dividends to shareholders, while MUSA's dividend yield for the trailing twelve months is around 0.34%.


TTM2023202220212020
FSM
Fortuna Silver Mines Inc.
0.00%0.00%0.00%0.00%0.00%
MUSA
Murphy USA Inc.
0.34%0.43%0.45%0.52%0.19%

Drawdowns

FSM vs. MUSA - Drawdown Comparison

The maximum FSM drawdown since its inception was -92.25%, which is greater than MUSA's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for FSM and MUSA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-54.72%
-5.36%
FSM
MUSA

Volatility

FSM vs. MUSA - Volatility Comparison

Fortuna Silver Mines Inc. (FSM) has a higher volatility of 16.83% compared to Murphy USA Inc. (MUSA) at 6.19%. This indicates that FSM's price experiences larger fluctuations and is considered to be riskier than MUSA 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%
6.19%
FSM
MUSA

Financials

FSM vs. MUSA - Financials Comparison

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


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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