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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 -12.19% return, which is significantly lower than ^TNX's 9.72% return. Over the past 10 years, FVI.TO has underperformed ^TNX with an annualized return of 3.75%, while ^TNX has yielded a comparatively higher 11.93% annualized return.


FVI.TO

1D
-3.28%
1M
-12.00%
YTD
-12.19%
6M
-14.54%
1Y
32.85%
3Y*
42.87%
5Y*
11.32%
10Y*
3.75%

^TNX

1D
-0.33%
1M
-0.38%
YTD
9.72%
6M
10.51%
1Y
6.13%
3Y*
8.37%
5Y*
27.01%
10Y*
11.93%
*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.
-12.19%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
9.72%-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 -0.18, 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

-0.18

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

-0.13

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

-0.15

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

-0.17

Correlation (All Time)
Calculated using the full available price history since Jul 24, 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: 6161
Overall Rank
FVI.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FVI.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
FVI.TO Omega Ratio Rank: 5959
Omega Ratio Rank
FVI.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
FVI.TO Martin Ratio Rank: 6363
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1515
Overall Rank
^TNX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1414
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1414
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1616
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1515
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

+0.17

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.14

1.08

+0.07

Calmar ratioReturn relative to maximum drawdown

0.84

0.52

+0.32

Martin ratioReturn relative to average drawdown

1.99

1.05

+0.94

FVI.TO vs. ^TNX - Sharpe Ratio Comparison

The current FVI.TO Sharpe Ratio is 0.58, which is higher than the ^TNX Sharpe Ratio of 0.40. 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

-39.27%

-11.93%

-27.34%

Max Drawdown (3Y)

Largest decline over 3 years

-39.27%

-28.13%

-11.14%

Max Drawdown (5Y)

Largest decline over 5 years

-58.76%

-28.13%

-30.63%

Max Drawdown (10Y)

Largest decline over 10 years

-79.07%

-83.97%

+4.90%

Current Drawdown

Current decline from peak

-36.64%

-9.65%

-26.99%

Average Drawdown

Average peak-to-trough decline

-41.45%

-44.75%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.52%

5.88%

+10.64%

Volatility

FVI.TO vs. ^TNX - Volatility Comparison

Fortuna Silver Mines Inc. (FVI.TO) has a higher volatility of 16.66% compared to Cboe 10-Year Treasury Note Yield Index (^TNX) at 3.46%. 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

16.66%

3.46%

+13.20%

Volatility (6M)

Calculated over the trailing 6-month period

44.92%

11.41%

+33.51%

Volatility (1Y)

Calculated over the trailing 1-year period

57.36%

15.39%

+41.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.43%

32.84%

+22.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.46%

48.55%

+8.91%

Frequently Asked Questions


FVI.TO and ^TNX have a correlation of -0.18, 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

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