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MAG vs. PAAS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


MAGPAAS
YTD Return24.59%28.47%
1Y Return11.04%31.34%
3Y Return (Ann)-12.32%-10.44%
5Y Return (Ann)7.08%15.75%
10Y Return (Ann)6.24%6.35%
Sharpe Ratio0.190.66
Daily Std Dev45.24%42.33%
Max Drawdown-81.82%-85.10%
Current Drawdown-45.27%-42.86%

Fundamentals


MAGPAAS
Market Cap$1.31B$7.39B
EPS$0.47-$0.48
PEG Ratio0.007.59
Revenue (TTM)$0.00$2.53B
Gross Profit (TTM)$0.00$319.28M
EBITDA (TTM)-$13.98M$616.10M

Correlation

-0.50.00.51.00.7

The correlation between MAG and PAAS is 0.69, 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

MAG vs. PAAS - Performance Comparison

In the year-to-date period, MAG achieves a 24.59% return, which is significantly lower than PAAS's 28.47% return. Both investments have delivered pretty close results over the past 10 years, with MAG having a 6.24% annualized return and PAAS not far ahead at 6.35%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%December2024FebruaryMarchAprilMay
14.07%
-8.65%
MAG
PAAS

Compare stocks, funds, or ETFs

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MAG Silver Corp.

Pan American Silver Corp.

Risk-Adjusted Performance

MAG vs. PAAS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MAG Silver Corp. (MAG) and Pan American Silver Corp. (PAAS). 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.


MAG
Sharpe ratio
The chart of Sharpe ratio for MAG, currently valued at 0.19, compared to the broader market-2.00-1.000.001.002.003.004.000.19
Sortino ratio
The chart of Sortino ratio for MAG, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.006.000.63
Omega ratio
The chart of Omega ratio for MAG, currently valued at 1.07, compared to the broader market0.501.001.502.001.07
Calmar ratio
The chart of Calmar ratio for MAG, currently valued at 0.13, compared to the broader market0.002.004.006.000.13
Martin ratio
The chart of Martin ratio for MAG, currently valued at 0.46, compared to the broader market-10.000.0010.0020.0030.000.46
PAAS
Sharpe ratio
The chart of Sharpe ratio for PAAS, currently valued at 0.66, compared to the broader market-2.00-1.000.001.002.003.004.000.66
Sortino ratio
The chart of Sortino ratio for PAAS, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.006.001.23
Omega ratio
The chart of Omega ratio for PAAS, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for PAAS, currently valued at 0.42, compared to the broader market0.002.004.006.000.42
Martin ratio
The chart of Martin ratio for PAAS, currently valued at 2.32, compared to the broader market-10.000.0010.0020.0030.002.32

MAG vs. PAAS - Sharpe Ratio Comparison

The current MAG Sharpe Ratio is 0.19, which is lower than the PAAS Sharpe Ratio of 0.66. The chart below compares the 12-month rolling Sharpe Ratio of MAG and PAAS.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50December2024FebruaryMarchAprilMay
0.19
0.66
MAG
PAAS

Dividends

MAG vs. PAAS - Dividend Comparison

MAG has not paid dividends to shareholders, while PAAS's dividend yield for the trailing twelve months is around 1.44%.


TTM20232022202120202019201820172016201520142013
MAG
MAG Silver Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PAAS
Pan American Silver Corp.
1.44%2.45%2.75%1.36%0.64%0.59%0.96%0.64%0.33%4.23%5.43%4.27%

Drawdowns

MAG vs. PAAS - Drawdown Comparison

The maximum MAG drawdown since its inception was -81.82%, roughly equal to the maximum PAAS drawdown of -85.10%. Use the drawdown chart below to compare losses from any high point for MAG and PAAS. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%December2024FebruaryMarchAprilMay
-45.27%
-42.86%
MAG
PAAS

Volatility

MAG vs. PAAS - Volatility Comparison

MAG Silver Corp. (MAG) and Pan American Silver Corp. (PAAS) have volatilities of 13.29% and 13.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%December2024FebruaryMarchAprilMay
13.29%
13.58%
MAG
PAAS

Financials

MAG vs. PAAS - Financials Comparison

This section allows you to compare key financial metrics between MAG Silver Corp. and Pan American 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