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

Correlation

The correlation between FSM and SILV is 0.57, 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.


-0.50.00.51.00.6

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.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%JulyAugustSeptemberOctoberNovemberDecember
55.40%
8,359.09%
FSM
SILV

Key characteristics

Sharpe Ratio

FSM:

0.16

SILV:

0.82

Sortino Ratio

FSM:

0.61

SILV:

1.47

Omega Ratio

FSM:

1.07

SILV:

1.17

Calmar Ratio

FSM:

0.11

SILV:

0.74

Martin Ratio

FSM:

0.40

SILV:

3.39

Ulcer Index

FSM:

20.52%

SILV:

13.00%

Daily Std Dev

FSM:

53.19%

SILV:

53.82%

Max Drawdown

FSM:

-92.25%

SILV:

-69.92%

Current Drawdown

FSM:

-54.72%

SILV:

-24.66%

Fundamentals

Market Cap

FSM:

$1.45B

SILV:

$1.50B

EPS

FSM:

$0.07

SILV:

$0.58

PE Ratio

FSM:

65.71

SILV:

17.33

Total Revenue (TTM)

FSM:

$986.21M

SILV:

$279.47M

Gross Profit (TTM)

FSM:

$305.05M

SILV:

$162.86M

EBITDA (TTM)

FSM:

$351.69M

SILV:

$167.82M

Returns By Period

In the year-to-date period, FSM achieves a 11.92% return, which is significantly lower than SILV's 42.06% return.


FSM

YTD

11.92%

1M

-10.56%

6M

-15.13%

1Y

11.92%

5Y*

5.17%

10Y*

0.50%

SILV

YTD

42.06%

1M

-10.61%

6M

8.96%

1Y

44.04%

5Y*

8.51%

10Y*

N/A

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Risk-Adjusted Performance

FSM vs. SILV - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FSM, currently valued at 0.22, compared to the broader market-4.00-2.000.002.000.220.82
The chart of Sortino ratio for FSM, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.711.47
The chart of Omega ratio for FSM, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.17
The chart of Calmar ratio for FSM, currently valued at 0.16, compared to the broader market0.002.004.006.000.160.74
The chart of Martin ratio for FSM, currently valued at 0.58, compared to the broader market0.0010.0020.000.583.39
FSM
SILV

The current FSM Sharpe Ratio is 0.16, which is lower than the SILV Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FSM and SILV, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.22
0.82
FSM
SILV

Dividends

FSM vs. SILV - Dividend Comparison

Neither FSM nor SILV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FSM vs. SILV - Drawdown Comparison

The maximum FSM drawdown since its inception was -92.25%, which is greater than SILV's maximum drawdown of -69.92%. Use the drawdown chart below to compare losses from any high point for FSM and SILV. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-54.72%
-24.66%
FSM
SILV

Volatility

FSM vs. SILV - Volatility Comparison

The current volatility for Fortuna Silver Mines Inc. (FSM) is 16.81%, while SilverCrest Metals Inc (SILV) has a volatility of 18.51%. This indicates that FSM experiences smaller price fluctuations and is considered to be less risky than SILV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
16.81%
18.51%
FSM
SILV

Financials

FSM vs. SILV - Financials Comparison

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