PortfoliosLab logo
FSM vs. SILJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSM and SILJ is 0.16, 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.


Performance

FSM vs. SILJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortuna Silver Mines Inc. (FSM) and ETFMG Prime Junior Silver Miners ETF (SILJ). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FSM:

-0.09

SILJ:

0.04

Sortino Ratio

FSM:

0.49

SILJ:

0.53

Omega Ratio

FSM:

1.06

SILJ:

1.06

Calmar Ratio

FSM:

0.06

SILJ:

0.14

Martin Ratio

FSM:

0.16

SILJ:

0.42

Ulcer Index

FSM:

21.73%

SILJ:

15.72%

Daily Std Dev

FSM:

56.20%

SILJ:

43.24%

Max Drawdown

FSM:

-92.25%

SILJ:

-79.05%

Current Drawdown

FSM:

-41.93%

SILJ:

-33.31%

Returns By Period

In the year-to-date period, FSM achieves a 29.14% return, which is significantly higher than SILJ's 21.65% return. Over the past 10 years, FSM has underperformed SILJ with an annualized return of 3.65%, while SILJ has yielded a comparatively higher 5.97% annualized return.


FSM

YTD

29.14%

1M

-13.03%

6M

13.99%

1Y

-5.14%

3Y*

17.67%

5Y*

5.05%

10Y*

3.65%

SILJ

YTD

21.65%

1M

-4.05%

6M

6.35%

1Y

1.60%

3Y*

5.18%

5Y*

2.06%

10Y*

5.97%

*Annualized

Compare stocks, funds, or ETFs

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


Fortuna Silver Mines Inc.

Risk-Adjusted Performance

FSM vs. SILJ — Risk-Adjusted Performance Rank

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

FSM
The Risk-Adjusted Performance Rank of FSM is 5151
Overall Rank
The Sharpe Ratio Rank of FSM is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FSM is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FSM is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FSM is 5454
Calmar Ratio Rank
The Martin Ratio Rank of FSM is 5353
Martin Ratio Rank

SILJ
The Risk-Adjusted Performance Rank of SILJ is 2424
Overall Rank
The Sharpe Ratio Rank of SILJ is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of SILJ is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SILJ is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SILJ is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SILJ is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSM vs. SILJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortuna Silver Mines Inc. (FSM) and ETFMG Prime Junior Silver Miners ETF (SILJ). 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.


The current FSM Sharpe Ratio is -0.09, which is lower than the SILJ Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of FSM and SILJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FSM vs. SILJ - Dividend Comparison

FSM has not paid dividends to shareholders, while SILJ's dividend yield for the trailing twelve months is around 5.97%.


TTM2024202320222021202020192018201720162015
FSM
Fortuna Silver Mines Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SILJ
ETFMG Prime Junior Silver Miners ETF
5.97%7.26%0.01%0.06%0.36%1.23%1.45%1.65%0.00%0.52%2.45%

Drawdowns

FSM vs. SILJ - Drawdown Comparison

The maximum FSM drawdown since its inception was -92.25%, which is greater than SILJ's maximum drawdown of -79.05%. Use the drawdown chart below to compare losses from any high point for FSM and SILJ. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FSM vs. SILJ - Volatility Comparison

Fortuna Silver Mines Inc. (FSM) has a higher volatility of 18.01% compared to ETFMG Prime Junior Silver Miners ETF (SILJ) at 11.42%. This indicates that FSM's price experiences larger fluctuations and is considered to be riskier than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...