FVI.TO vs. FRES.L
Compare and contrast key facts about Fortuna Silver Mines Inc. (FVI.TO) and Fresnillo plc (FRES.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FVI.TO or FRES.L.
Key characteristics
| FVI.TO | FRES.L | |
|---|---|---|
| YTD Return | 29.61% | 7.83% |
| 1Y Return | 43.38% | 17.86% |
| 3Y Return (Ann) | 9.79% | -11.00% |
| 5Y Return (Ann) | 10.57% | 2.80% |
| 10Y Return (Ann) | 2.48% | 0.67% |
| Sharpe Ratio | 0.86 | 0.49 |
| Sortino Ratio | 1.46 | 0.97 |
| Omega Ratio | 1.18 | 1.11 |
| Calmar Ratio | 0.61 | 0.26 |
| Martin Ratio | 2.27 | 1.58 |
| Ulcer Index | 19.09% | 12.28% |
| Daily Std Dev | 50.70% | 39.03% |
| Max Drawdown | -96.00% | -82.36% |
| Current Drawdown | -46.17% | -61.10% |
Fundamentals
| FVI.TO | FRES.L | |
|---|---|---|
| Market Cap | CA$2.01B | £4.75B |
| EPS | CA$0.10 | £0.25 |
| PE Ratio | 64.00 | 24.92 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | CA$1.03B | £2.85B |
| Gross Profit (TTM) | CA$288.62M | £609.46M |
| EBITDA (TTM) | CA$314.99M | £954.39M |
Correlation
The correlation between FVI.TO and FRES.L is 0.42, 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.
Performance
FVI.TO vs. FRES.L - Performance Comparison
In the year-to-date period, FVI.TO achieves a 29.61% return, which is significantly higher than FRES.L's 7.83% return. Over the past 10 years, FVI.TO has outperformed FRES.L with an annualized return of 2.48%, while FRES.L has yielded a comparatively lower 0.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FVI.TO vs. FRES.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortuna Silver Mines Inc. (FVI.TO) and Fresnillo plc (FRES.L). 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.
Dividends
FVI.TO vs. FRES.L - Dividend Comparison
FVI.TO has not paid dividends to shareholders, while FRES.L's dividend yield for the trailing twelve months is around 1.69%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FVI.TO 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% | 0.00% |
FRES.L Fresnillo plc | 1.69% | 2.47% | 3.04% | 3.74% | 1.26% | 3.01% | 4.71% | 2.28% | 0.74% | 0.61% | 0.91% | 6.04% |
Drawdowns
FVI.TO vs. FRES.L - Drawdown Comparison
The maximum FVI.TO drawdown since its inception was -96.00%, which is greater than FRES.L's maximum drawdown of -82.36%. Use the drawdown chart below to compare losses from any high point for FVI.TO and FRES.L. For additional features, visit the drawdowns tool.
Volatility
FVI.TO vs. FRES.L - Volatility Comparison
Fortuna Silver Mines Inc. (FVI.TO) and Fresnillo plc (FRES.L) have volatilities of 15.89% and 15.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FVI.TO vs. FRES.L - Financials Comparison
This section allows you to compare key financial metrics between Fortuna Silver Mines Inc. and Fresnillo plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities