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

Key characteristics


HLASM
YTD Return16.99%111.83%
1Y Return32.89%134.33%
3Y Return (Ann)-3.31%1.87%
5Y Return (Ann)19.21%17.61%
10Y Return (Ann)8.71%-2.91%
Sharpe Ratio0.612.06
Sortino Ratio1.252.88
Omega Ratio1.141.34
Calmar Ratio0.391.53
Martin Ratio2.2111.62
Ulcer Index14.87%11.67%
Daily Std Dev53.82%65.84%
Max Drawdown-97.96%-94.10%
Current Drawdown-75.62%-71.32%

Fundamentals


HLASM
Market Cap$3.48B$145.91M
EPS-$0.07$0.00
PEG Ratio-3.020.00
Total Revenue (TTM)$1.17B$39.06M
Gross Profit (TTM)$122.36M$8.50M
EBITDA (TTM)$222.71M$4.90M

Correlation

-0.50.00.51.00.4

The correlation between HL and ASM 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

HL vs. ASM - Performance Comparison

In the year-to-date period, HL achieves a 16.99% return, which is significantly lower than ASM's 111.83% return. Over the past 10 years, HL has outperformed ASM with an annualized return of 8.71%, while ASM has yielded a comparatively lower -2.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
2.34%
23.32%
HL
ASM

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Risk-Adjusted Performance

HL vs. ASM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hecla Mining Company (HL) and Avino Silver & Gold Mines Ltd. (ASM). 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 0.45, compared to the broader market0.002.004.006.000.45
Martin ratio
The chart of Martin ratio for HL, currently valued at 2.21, compared to the broader market0.0010.0020.0030.002.21
ASM
Sharpe ratio
The chart of Sharpe ratio for ASM, currently valued at 2.06, compared to the broader market-4.00-2.000.002.004.002.06
Sortino ratio
The chart of Sortino ratio for ASM, currently valued at 2.88, compared to the broader market-4.00-2.000.002.004.006.002.88
Omega ratio
The chart of Omega ratio for ASM, currently valued at 1.34, compared to the broader market0.501.001.502.001.34
Calmar ratio
The chart of Calmar ratio for ASM, currently valued at 1.53, compared to the broader market0.002.004.006.001.53
Martin ratio
The chart of Martin ratio for ASM, currently valued at 11.62, compared to the broader market0.0010.0020.0030.0011.62

HL vs. ASM - Sharpe Ratio Comparison

The current HL Sharpe Ratio is 0.61, which is lower than the ASM Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of HL and ASM, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.61
2.06
HL
ASM

Dividends

HL vs. ASM - Dividend Comparison

HL's dividend yield for the trailing twelve months is around 0.57%, while ASM has not paid dividends to shareholders.


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%
ASM
Avino Silver & Gold Mines Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HL vs. ASM - Drawdown Comparison

The maximum HL drawdown since its inception was -97.96%, roughly equal to the maximum ASM drawdown of -94.10%. Use the drawdown chart below to compare losses from any high point for HL and ASM. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-54.16%
-71.32%
HL
ASM

Volatility

HL vs. ASM - Volatility Comparison

The current volatility for Hecla Mining Company (HL) is 15.04%, while Avino Silver & Gold Mines Ltd. (ASM) has a volatility of 20.27%. This indicates that HL experiences smaller price fluctuations and is considered to be less risky than ASM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
15.04%
20.27%
HL
ASM

Financials

HL vs. ASM - Financials Comparison

This section allows you to compare key financial metrics between Hecla Mining Company and Avino Silver & Gold Mines Ltd.. 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