FVI.TO vs. XEG.TO
Compare and contrast key facts about Fortuna Silver Mines Inc. (FVI.TO) and iShares S&P/TSX Capped Energy Index ETF (XEG.TO).
XEG.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX Capped Energy Index. It was launched on Mar 19, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FVI.TO or XEG.TO.
Key characteristics
| FVI.TO | XEG.TO | |
|---|---|---|
| YTD Return | 29.61% | 19.24% |
| 1Y Return | 43.38% | 12.16% |
| 3Y Return (Ann) | 9.79% | 23.81% |
| 5Y Return (Ann) | 10.57% | 19.99% |
| 10Y Return (Ann) | 2.48% | 3.89% |
| Sharpe Ratio | 0.86 | 0.48 |
| Sortino Ratio | 1.46 | 0.79 |
| Omega Ratio | 1.18 | 1.10 |
| Calmar Ratio | 0.61 | 0.46 |
| Martin Ratio | 2.27 | 1.52 |
| Ulcer Index | 19.09% | 7.16% |
| Daily Std Dev | 50.70% | 22.61% |
| Max Drawdown | -96.00% | -87.73% |
| Current Drawdown | -46.17% | -6.96% |
Correlation
The correlation between FVI.TO and XEG.TO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FVI.TO vs. XEG.TO - Performance Comparison
In the year-to-date period, FVI.TO achieves a 29.61% return, which is significantly higher than XEG.TO's 19.24% return. Over the past 10 years, FVI.TO has underperformed XEG.TO with an annualized return of 2.48%, while XEG.TO has yielded a comparatively higher 3.89% 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. XEG.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortuna Silver Mines Inc. (FVI.TO) and iShares S&P/TSX Capped Energy Index ETF (XEG.TO). 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. XEG.TO - Dividend Comparison
FVI.TO has not paid dividends to shareholders, while XEG.TO's dividend yield for the trailing twelve months is around 2.92%.
| 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% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 2.92% | 4.26% | 3.31% | 1.64% | 2.96% | 2.70% | 2.25% | 1.41% | 1.40% | 3.58% | 2.56% | 2.32% |
Drawdowns
FVI.TO vs. XEG.TO - Drawdown Comparison
The maximum FVI.TO drawdown since its inception was -96.00%, which is greater than XEG.TO's maximum drawdown of -87.73%. Use the drawdown chart below to compare losses from any high point for FVI.TO and XEG.TO. For additional features, visit the drawdowns tool.
Volatility
FVI.TO vs. XEG.TO - Volatility Comparison
Fortuna Silver Mines Inc. (FVI.TO) has a higher volatility of 15.89% compared to iShares S&P/TSX Capped Energy Index ETF (XEG.TO) at 4.93%. This indicates that FVI.TO's price experiences larger fluctuations and is considered to be riskier than XEG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.