FSM vs. SILV

Last updated Apr 1, 2026

Compare and contrast key facts about Fortuna Silver Mines Inc. (FSM) and SilverCrest Metals Inc (SILV).

Performance

FSM vs. SILV - Performance Comparison

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

FSM vs. SILV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSM Fortuna Silver Mines Inc.	1.22%	128.67%	11.14%	2.93%	-3.85%	-52.67%	101.96%	12.09%	-30.27%	-7.61%
SILV SilverCrest Metals Inc	0.00%	26.92%	38.93%	9.17%	-24.15%	-29.25%	65.88%	130.03%	106.34%	-19.69%

Fundamentals

Total Revenue (TTM) FSM : $1.04B SILV : $279.47M
Gross Profit (TTM) FSM : $502.09M SILV : $162.86M
EBITDA (TTM) FSM : $670.30M SILV : $167.82M

Returns By Period

FSM

• 1D: 6.09%
• 1M: -27.31%
• YTD: 1.22%
• 6M: 10.83%
• 1Y: 62.79%
• 3Y*: 37.50%
• 5Y*: 8.03%
• 10Y*: 9.71%

SILV

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FSM vs. SILV — Risk / Return Rank

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

FSM

FSM Risk / Return Rank: 74
FSM Sharpe Ratio Rank: 76
FSM Sortino Ratio Rank: 71
FSM Omega Ratio Rank: 71
FSM Calmar Ratio Rank: 74
FSM Martin Ratio Rank: 80

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. SILV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortuna Silver Mines Inc. (FSM) and SilverCrest Metals Inc (SILV). 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.

	FSM	SILV	Difference
Sharpe ratio Return per unit of total volatility	1.04	—	—
Sortino ratio Return per unit of downside risk	1.59	—	—
Omega ratio Gain probability vs. loss probability	1.22	—	—
Calmar ratio Return relative to maximum drawdown	1.67	—	—
Martin ratio Return relative to average drawdown	5.57	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FSM	SILV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.04	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.16	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	—	—

Correlation

The correlation between FSM and SILV is 0.54, 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.

Dividends

FSM vs. SILV - Dividend Comparison

Neither FSM nor SILV has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	FSM	SILV	Difference
Max Drawdown Largest peak-to-trough decline	-92.25%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-37.26%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-73.74%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-81.07%	—	—
Current Drawdown Current decline from peak	-27.31%	—	—
Average Drawdown Average peak-to-trough decline	-45.35%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	11.18%	—	—

Volatility

Volatility by Period

	FSM	SILV	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.19%	—	—
Volatility (6M) Calculated over the trailing 6-month period	45.88%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	60.84%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	57.92%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	60.09%	—	—

Financials