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FVI.TO vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

FVI.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fortuna Silver Mines Inc. (FVI.TO) and Cboe 10-Year Treasury Note Yield Index (^TNX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FVI.TO is traded in CAD, while ^TNX is traded in USD. To make them comparable, the ^TNX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FVI.TO achieves a -15.99% return, which is significantly lower than ^TNX's 13.07% return. Over the past 10 years, FVI.TO has underperformed ^TNX with an annualized return of 0.64%, while ^TNX has yielded a comparatively higher 12.12% annualized return.


FVI.TO

1D
-1.22%
1M
-12.20%
6M
-24.01%
YTD
-15.99%
1Y
30.79%
3Y*
32.75%
5Y*
15.28%
10Y*
0.64%
ALL TIME*
10.52%

^TNX

1D
1.13%
1M
2.71%
6M
9.70%
YTD
13.07%
1Y
5.88%
3Y*
8.44%
5Y*
31.77%
10Y*
12.12%
ALL TIME*
0.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVI.TO vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVI.TO
Fortuna Silver Mines Inc.
-15.99%117.99%20.98%0.20%3.04%-52.77%97.73%5.80%-23.78%-13.57%
^TNX
Cboe 10-Year Treasury Note Yield Index
13.07%-13.12%28.30%-2.71%172.80%64.80%-53.35%-31.50%21.07%-8.33%

Correlation

The correlation between FVI.TO and ^TNX is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.19

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

-0.12

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

-0.16

Correlation (10Y)
Calculated over the trailing 10-year period

-0.17

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2006

-0.10

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Return for Risk

FVI.TO vs. ^TNX — Risk / Return Rank

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

FVI.TO
FVI.TO Risk / Return Rank: 6363
Overall Rank
FVI.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FVI.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
FVI.TO Omega Ratio Rank: 6161
Omega Ratio Rank
FVI.TO Calmar Ratio Rank: 6363
Calmar Ratio Rank
FVI.TO Martin Ratio Rank: 6363
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1717
Overall Rank
^TNX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1515
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1515
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1919
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1919
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.

FVI.TO vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortuna Silver Mines Inc. (FVI.TO) and Cboe 10-Year Treasury Note Yield Index (^TNX). 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.


FVI.TO^TNXDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.14

1.07

+0.07

Calmar ratioReturn relative to maximum drawdown

0.79

0.56

+0.22

Martin ratioReturn relative to average drawdown

1.63

1.23

+0.40

FVI.TO vs. ^TNX - Sharpe Ratio Comparison

The current FVI.TO Sharpe Ratio is 0.55, which is higher than the ^TNX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of FVI.TO and ^TNX, 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

FVI.TO vs. ^TNX - Drawdown Comparison

The maximum FVI.TO drawdown since its inception was -89.18%, roughly equal to the maximum ^TNX drawdown of -89.94%. Use the drawdown chart below to compare losses from any high point for FVI.TO and ^TNX.


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Drawdown Indicators


FVI.TO^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-89.18%

-89.94%

+0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-39.38%

-10.53%

-28.85%

Max Drawdown (3Y)

Largest decline over 3 years

-39.38%

-28.13%

-11.25%

Max Drawdown (5Y)

Largest decline over 5 years

-56.55%

-28.13%

-28.42%

Max Drawdown (10Y)

Largest decline over 10 years

-79.07%

-83.97%

+4.90%

Current Drawdown

Current decline from peak

-39.38%

-6.90%

-32.48%

Average Drawdown

Average peak-to-trough decline

-41.54%

-44.63%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.95%

5.15%

+13.80%

Volatility

FVI.TO vs. ^TNX - Volatility Comparison

Fortuna Silver Mines Inc. (FVI.TO) has a higher volatility of 11.58% compared to Cboe 10-Year Treasury Note Yield Index (^TNX) at 4.38%. This indicates that FVI.TO's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVI.TO^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.58%

4.38%

+7.20%

Volatility (6M)

Calculated over the trailing 6-month period

44.93%

11.80%

+33.13%

Volatility (1Y)

Calculated over the trailing 1-year period

56.85%

15.46%

+41.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.32%

32.06%

+23.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.20%

48.34%

+8.86%

Frequently Asked Questions


FVI.TO and ^TNX have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FVI.TO and ^TNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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