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FSM vs. QS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FSM vs. QS - Performance Comparison

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

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Returns By Period

In the year-to-date period, FSM achieves a -8.97% return, which is significantly higher than QS's -31.96% return.


FSM

1D
3.72%
1M
-6.49%
YTD
-8.97%
6M
-8.69%
1Y
29.80%
3Y*
38.24%
5Y*
6.23%
10Y*
3.63%

QS

1D
-1.94%
1M
-11.49%
YTD
-31.96%
6M
-39.92%
1Y
63.36%
3Y*
-1.86%
5Y*
-23.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSM vs. QS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FSM
Fortuna Silver Mines Inc.
-8.97%128.67%11.14%2.93%-3.85%-52.67%29.15%
QS
QuantumScape Corporation
-31.96%100.77%-25.32%22.57%-74.45%-73.72%757.36%

Correlation

The correlation between FSM and QS is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.24

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

0.24

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2020

0.23

Fundamentals

Market Cap

FSM:

$2.97B

QS:

$4.33B

EPS

FSM:

$1.06

QS:

-$0.72

PB Ratio

FSM:

1.68

QS:

3.90

Total Revenue (TTM)

FSM:

$1.10B

QS:

$0.00

Gross Profit (TTM)

FSM:

$598.05M

QS:

-$49.03M

EBITDA (TTM)

FSM:

$743.42M

QS:

-$378.92M

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Return for Risk

FSM vs. QS — Risk / Return Rank

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

FSM
FSM Risk / Return Rank: 5959
Overall Rank
FSM Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FSM Sortino Ratio Rank: 5858
Sortino Ratio Rank
FSM Omega Ratio Rank: 5858
Omega Ratio Rank
FSM Calmar Ratio Rank: 6060
Calmar Ratio Rank
FSM Martin Ratio Rank: 6262
Martin Ratio Rank

QS
QS Risk / Return Rank: 6363
Overall Rank
QS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QS Sortino Ratio Rank: 7070
Sortino Ratio Rank
QS Omega Ratio Rank: 6767
Omega Ratio Rank
QS Calmar Ratio Rank: 6161
Calmar Ratio Rank
QS Martin Ratio Rank: 5757
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.

FSM vs. QS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortuna Silver Mines Inc. (FSM) and QuantumScape Corporation (QS). 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.


FSMQSDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.13

1.19

-0.06

Calmar ratioReturn relative to maximum drawdown

0.73

0.86

-0.13

Martin ratioReturn relative to average drawdown

1.87

1.33

+0.54

FSM vs. QS - Sharpe Ratio Comparison

The current FSM Sharpe Ratio is 0.52, which is comparable to the QS Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FSM and QS, 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

FSM vs. QS - Drawdown Comparison

The maximum FSM drawdown since its inception was -92.25%, smaller than the maximum QS drawdown of -97.36%. Use the drawdown chart below to compare losses from any high point for FSM and QS.


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Drawdown Indicators


FSMQSDifference

Max Drawdown

Largest peak-to-trough decline

-92.25%

-97.36%

+5.11%

Max Drawdown (1Y)

Largest decline over 1 year

-40.78%

-67.68%

+26.90%

Max Drawdown (3Y)

Largest decline over 3 years

-40.78%

-73.93%

+33.15%

Max Drawdown (5Y)

Largest decline over 5 years

-67.09%

-91.45%

+24.36%

Max Drawdown (10Y)

Largest decline over 10 years

-81.07%

Current Drawdown

Current decline from peak

-34.63%

-94.62%

+59.99%

Average Drawdown

Average peak-to-trough decline

-45.15%

-85.52%

+40.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.94%

43.64%

-27.70%

Volatility

FSM vs. QS - Volatility Comparison

The current volatility for Fortuna Silver Mines Inc. (FSM) is 18.09%, while QuantumScape Corporation (QS) has a volatility of 25.60%. This indicates that FSM experiences smaller price fluctuations and is considered to be less risky than QS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSMQSDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.09%

25.60%

-7.51%

Volatility (6M)

Calculated over the trailing 6-month period

45.78%

48.92%

-3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

57.67%

103.22%

-45.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.48%

85.76%

-28.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.50%

105.87%

-46.37%

Dividends

FSM vs. QS - Dividend Comparison

Neither FSM nor QS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

FSM vs. QS - Financials Comparison

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


0.0050.00M100.00M150.00M200.00M250.00M300.00M350.00M20222023202420252026
342.47M
0
(FSM) Total Revenue
(QS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FSM and QS have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QS has higher volatility (25.60%) compared to FSM (18.09%). In terms of maximum drawdown, FSM dropped -92.25% vs QS's -97.36%.

QS currently has the higher Sharpe Ratio (0.56 vs 0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FSM and QS

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