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HL vs. AG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


HLAG
YTD Return16.99%5.11%
1Y Return32.89%26.51%
3Y Return (Ann)-3.31%-22.21%
5Y Return (Ann)19.21%-9.30%
10Y Return (Ann)8.71%2.46%
Sharpe Ratio0.610.47
Sortino Ratio1.251.10
Omega Ratio1.141.13
Calmar Ratio0.390.34
Martin Ratio2.211.36
Ulcer Index14.87%20.96%
Daily Std Dev53.82%60.07%
Max Drawdown-97.96%-90.20%
Current Drawdown-75.62%-74.57%

Fundamentals


HLAG
Market Cap$3.48B$1.90B
EPS-$0.07-$0.26
PEG Ratio-3.020.00
Total Revenue (TTM)$1.17B$377.82M
Gross Profit (TTM)$122.36M$22.29M
EBITDA (TTM)$222.71M$63.36M

Correlation

-0.50.00.51.00.8

The correlation between HL and AG is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

HL vs. AG - Performance Comparison

In the year-to-date period, HL achieves a 16.99% return, which is significantly higher than AG's 5.11% return. Over the past 10 years, HL has outperformed AG with an annualized return of 8.71%, while AG has yielded a comparatively lower 2.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
2.33%
-13.12%
HL
AG

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Risk-Adjusted Performance

HL vs. AG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hecla Mining Company (HL) and First Majestic Silver Corp. (AG). 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.


HL
Sharpe ratio
The chart of Sharpe ratio for HL, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.61
Sortino ratio
The chart of Sortino ratio for HL, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.006.001.25
Omega ratio
The chart of Omega ratio for HL, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for HL, currently valued at 0.48, compared to the broader market0.002.004.006.000.48
Martin ratio
The chart of Martin ratio for HL, currently valued at 2.21, compared to the broader market0.0010.0020.0030.002.21
AG
Sharpe ratio
The chart of Sharpe ratio for AG, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.47
Sortino ratio
The chart of Sortino ratio for AG, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.006.001.10
Omega ratio
The chart of Omega ratio for AG, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for AG, currently valued at 0.34, compared to the broader market0.002.004.006.000.34
Martin ratio
The chart of Martin ratio for AG, currently valued at 1.36, compared to the broader market0.0010.0020.0030.001.36

HL vs. AG - Sharpe Ratio Comparison

The current HL Sharpe Ratio is 0.61, which is comparable to the AG Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of HL and AG, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.61
0.47
HL
AG

Dividends

HL vs. AG - Dividend Comparison

HL's dividend yield for the trailing twelve months is around 0.57%, more than AG's 0.20% yield.


TTM20232022202120202019201820172016201520142013
HL
Hecla Mining Company
0.57%0.50%0.40%0.71%0.28%0.35%0.51%0.30%0.28%0.63%0.43%0.71%
AG
First Majestic Silver Corp.
0.20%0.34%0.31%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HL vs. AG - Drawdown Comparison

The maximum HL drawdown since its inception was -97.96%, which is greater than AG's maximum drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for HL and AG. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-47.32%
-74.57%
HL
AG

Volatility

HL vs. AG - Volatility Comparison

The current volatility for Hecla Mining Company (HL) is 15.04%, while First Majestic Silver Corp. (AG) has a volatility of 20.52%. This indicates that HL experiences smaller price fluctuations and is considered to be less risky than AG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


12.00%14.00%16.00%18.00%20.00%22.00%JuneJulyAugustSeptemberOctoberNovember
15.04%
20.52%
HL
AG

Financials

HL vs. AG - Financials Comparison

This section allows you to compare key financial metrics between Hecla Mining Company and First Majestic Silver Corp.. 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