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LUN.TO vs. NGEX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LUN.TO vs. NGEX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Lundin Mining Corporation (LUN.TO) and NGEx Minerals Ltd (NGEX.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LUN.TO achieves a 28.54% return, which is significantly higher than NGEX.TO's 3.95% return.


LUN.TO

1D
2.69%
1M
-9.84%
YTD
28.54%
6M
39.35%
1Y
171.40%
3Y*
58.49%
5Y*
28.07%
10Y*
27.86%

NGEX.TO

1D
6.87%
1M
-10.46%
YTD
3.95%
6M
6.06%
1Y
75.53%
3Y*
58.44%
5Y*
106.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUN.TO vs. NGEX.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LUN.TO
Lundin Mining Corporation
28.54%141.86%17.72%35.67%-11.74%-9.34%49.12%29.39%
NGEX.TO
NGEx Minerals Ltd
3.95%90.90%87.29%132.47%66.49%255.77%35.06%-41.67%

Correlation

The correlation between LUN.TO and NGEX.TO is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.44

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

0.34

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2019

0.25

Over the past year, LUN.TO and NGEX.TO have become more correlated (0.62) than their long-term average of 0.25, meaning their price movements have been converging.

Fundamentals

Market Cap

LUN.TO:

CA$32.59B

NGEX.TO:

CA$5.77B

EPS

LUN.TO:

$1.69

NGEX.TO:

-CA$0.63

PB Ratio

LUN.TO:

3.40

NGEX.TO:

9.07

Total Revenue (TTM)

LUN.TO:

$4.04B

NGEX.TO:

CA$0.00

Gross Profit (TTM)

LUN.TO:

$1.55B

NGEX.TO:

-CA$36.44K

EBITDA (TTM)

LUN.TO:

$1.92B

NGEX.TO:

-CA$134.74M

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Return for Risk

LUN.TO vs. NGEX.TO — Risk / Return Rank

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

LUN.TO
LUN.TO Risk / Return Rank: 9494
Overall Rank
LUN.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LUN.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
LUN.TO Omega Ratio Rank: 9292
Omega Ratio Rank
LUN.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
LUN.TO Martin Ratio Rank: 9595
Martin Ratio Rank

NGEX.TO
NGEX.TO Risk / Return Rank: 7777
Overall Rank
NGEX.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
NGEX.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
NGEX.TO Omega Ratio Rank: 7474
Omega Ratio Rank
NGEX.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
NGEX.TO Martin Ratio Rank: 8080
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.

LUN.TO vs. NGEX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lundin Mining Corporation (LUN.TO) and NGEx Minerals Ltd (NGEX.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.

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.


LUN.TONGEX.TODifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.46

1.24

+0.21

Calmar ratioReturn relative to maximum drawdown

5.12

2.48

+2.64

Martin ratioReturn relative to average drawdown

16.75

6.16

+10.59

LUN.TO vs. NGEX.TO - Sharpe Ratio Comparison

The current LUN.TO Sharpe Ratio is 3.26, which is higher than the NGEX.TO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of LUN.TO and NGEX.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LUN.TO vs. NGEX.TO - Drawdown Comparison

The maximum LUN.TO drawdown since its inception was -95.33%, which is greater than NGEX.TO's maximum drawdown of -66.75%. Use the drawdown chart below to compare losses from any high point for LUN.TO and NGEX.TO.


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Drawdown Indicators


LUN.TONGEX.TODifference

Max Drawdown

Largest peak-to-trough decline

-95.33%

-66.75%

-28.58%

Max Drawdown (1Y)

Largest decline over 1 year

-33.67%

-30.62%

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-47.11%

-30.62%

-16.49%

Max Drawdown (5Y)

Largest decline over 5 years

-53.91%

-66.75%

+12.84%

Max Drawdown (10Y)

Largest decline over 10 years

-57.61%

Current Drawdown

Current decline from peak

-14.62%

-16.43%

+1.81%

Average Drawdown

Average peak-to-trough decline

-48.73%

-18.77%

-29.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.28%

12.31%

-2.03%

Volatility

LUN.TO vs. NGEX.TO - Volatility Comparison

The current volatility for Lundin Mining Corporation (LUN.TO) is 19.93%, while NGEx Minerals Ltd (NGEX.TO) has a volatility of 26.53%. This indicates that LUN.TO experiences smaller price fluctuations and is considered to be less risky than NGEX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUN.TONGEX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.93%

26.53%

-6.60%

Volatility (6M)

Calculated over the trailing 6-month period

44.51%

45.97%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

52.84%

58.36%

-5.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.24%

62.92%

-16.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.96%

71.85%

-25.89%

Dividends

LUN.TO vs. NGEX.TO - Dividend Comparison

LUN.TO's dividend yield for the trailing twelve months is around 0.29%, while NGEX.TO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
LUN.TO
Lundin Mining Corporation
0.29%0.68%3.64%3.32%5.66%3.95%1.42%1.55%2.13%1.44%
NGEX.TO
NGEx Minerals Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

LUN.TO vs. NGEX.TO - Financials Comparison

This section allows you to compare key financial metrics between Lundin Mining Corporation and NGEx Minerals 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
1.16B
0
(LUN.TO) Total Revenue
(NGEX.TO) Total Revenue
Please note, different currencies. LUN.TO values in USD, NGEX.TO values in CAD

Frequently Asked Questions


LUN.TO and NGEX.TO have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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