PortfoliosLab logoPortfoliosLab logo
LGO vs. FCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LGO vs. FCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Largo Resources Ltd (LGO) and Freeport-McMoRan Inc. (FCX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LGO achieves a -14.64% return, which is significantly lower than FCX's 35.32% return. Over the past 10 years, LGO has underperformed FCX with an annualized return of -13.99%, while FCX has yielded a comparatively higher 22.12% annualized return.


LGO

1D
0.00%
1M
-28.57%
YTD
-14.64%
6M
-20.00%
1Y
-38.46%
3Y*
-43.65%
5Y*
-44.87%
10Y*
-13.99%

FCX

1D
3.12%
1M
1.86%
YTD
35.32%
6M
45.06%
1Y
68.06%
3Y*
21.38%
5Y*
12.26%
10Y*
22.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGO vs. FCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGO
Largo Resources Ltd
-14.64%-45.51%-25.54%-57.06%-41.90%-16.18%43.48%-62.79%93.41%179.30%
FCX
Freeport-McMoRan Inc.
35.32%35.41%-9.41%13.69%-7.91%61.41%99.06%29.59%-45.11%43.75%

Correlation

The correlation between LGO and FCX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

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

0.38

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

0.41

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.23

Over the past year, LGO and FCX have become more correlated (0.46) than their long-term average of 0.23, meaning their price movements have been converging.

Fundamentals

Market Cap

LGO:

$62.42M

FCX:

$98.78B

EPS

LGO:

-$1.00

FCX:

$1.89

PS Ratio

LGO:

0.50

FCX:

3.74

PB Ratio

LGO:

0.48

FCX:

5.06

Total Revenue (TTM)

LGO:

$109.89M

FCX:

$26.42B

Gross Profit (TTM)

LGO:

-$22.75M

FCX:

$7.35B

EBITDA (TTM)

LGO:

-$16.54M

FCX:

$9.59B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LGO vs. FCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LGO
LGO Risk / Return Rank: 2727
Overall Rank
LGO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LGO Sortino Ratio Rank: 3030
Sortino Ratio Rank
LGO Omega Ratio Rank: 3030
Omega Ratio Rank
LGO Calmar Ratio Rank: 2323
Calmar Ratio Rank
LGO Martin Ratio Rank: 2525
Martin Ratio Rank

FCX
FCX Risk / Return Rank: 7979
Overall Rank
FCX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FCX Omega Ratio Rank: 7676
Omega Ratio Rank
FCX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FCX Martin Ratio Rank: 8282
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.

LGO vs. FCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Largo Resources Ltd (LGO) and Freeport-McMoRan Inc. (FCX). 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.


LGOFCXDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

0.99

1.25

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.55

2.75

-3.30

Martin ratioReturn relative to average drawdown

-0.87

6.85

-7.72

LGO vs. FCX - Sharpe Ratio Comparison

The current LGO Sharpe Ratio is -0.42, which is lower than the FCX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of LGO and FCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LGO vs. FCX - Drawdown Comparison

The maximum LGO drawdown since its inception was -99.12%, which is greater than FCX's maximum drawdown of -92.52%. Use the drawdown chart below to compare losses from any high point for LGO and FCX.


Loading charts...

Drawdown Indicators


LGOFCXDifference

Max Drawdown

Largest peak-to-trough decline

-99.12%

-92.52%

-6.60%

Max Drawdown (1Y)

Largest decline over 1 year

-70.24%

-24.90%

-45.34%

Max Drawdown (3Y)

Largest decline over 3 years

-84.24%

-46.34%

-37.90%

Max Drawdown (5Y)

Largest decline over 5 years

-95.53%

-51.47%

-44.06%

Max Drawdown (10Y)

Largest decline over 10 years

-97.86%

-72.59%

-25.27%

Current Drawdown

Current decline from peak

-99.06%

-4.62%

-94.44%

Average Drawdown

Average peak-to-trough decline

-81.66%

-39.62%

-42.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.43%

9.97%

+34.46%

Volatility

LGO vs. FCX - Volatility Comparison

The current volatility for Largo Resources Ltd (LGO) is 17.04%, while Freeport-McMoRan Inc. (FCX) has a volatility of 17.98%. This indicates that LGO experiences smaller price fluctuations and is considered to be less risky than FCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LGOFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.04%

17.98%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

59.45%

37.53%

+21.92%

Volatility (1Y)

Calculated over the trailing 1-year period

91.89%

48.88%

+43.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.91%

45.14%

+25.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.76%

48.65%

+28.11%

Dividends

LGO vs. FCX - Dividend Comparison

LGO has not paid dividends to shareholders, while FCX's dividend yield for the trailing twelve months is around 0.88%.


PositionTTM20252024202320222021202020192018201720162015
FCX
Freeport-McMoRan Inc.
0.88%1.18%1.58%1.41%0.99%0.54%0.19%1.52%1.45%0.00%0.00%8.46%
LGO
Largo Resources 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%

Financials

LGO vs. FCX - Financials Comparison

This section allows you to compare key financial metrics between Largo Resources Ltd and Freeport-McMoRan Inc.. 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


0.002.00B4.00B6.00B8.00B20222023202420252026
22.27M
6.23B
(LGO) Total Revenue
(FCX) Total Revenue
Values in USD except per share items

LGO vs. FCX - Profitability Comparison

The chart below illustrates the profitability comparison between Largo Resources Ltd and Freeport-McMoRan Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-60.0%-40.0%-20.0%0.0%20.0%40.0%20222023202420252026
-15.8%
26.6%
Portfolio components
LGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Largo Resources Ltd reported a gross profit of -3.52M and revenue of 22.27M. Therefore, the gross margin over that period was -15.8%.

FCX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported a gross profit of 1.66B and revenue of 6.23B. Therefore, the gross margin over that period was 26.6%.

LGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Largo Resources Ltd reported an operating income of -13.05M and revenue of 22.27M, resulting in an operating margin of -58.6%.

FCX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported an operating income of 2.14B and revenue of 6.23B, resulting in an operating margin of 34.3%.

LGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Largo Resources Ltd reported a net income of -17.28M and revenue of 22.27M, resulting in a net margin of -77.6%.

FCX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported a net income of 881.00M and revenue of 6.23B, resulting in a net margin of 14.1%.


Frequently Asked Questions


LGO and FCX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCX has higher volatility (17.98%) compared to LGO (17.04%). In terms of maximum drawdown, LGO dropped -99.12% vs FCX's -92.52%.

FCX currently has the higher Sharpe Ratio (1.40 vs -0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LGO and FCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer