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MUSA vs. FSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MUSA and FSM is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

MUSA vs. FSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Murphy USA Inc. (MUSA) and Fortuna Silver Mines Inc. (FSM). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%NovemberDecember2025FebruaryMarchApril
1,196.14%
39.95%
MUSA
FSM

Key characteristics

Sharpe Ratio

MUSA:

0.71

FSM:

0.54

Sortino Ratio

MUSA:

1.17

FSM:

1.11

Omega Ratio

MUSA:

1.13

FSM:

1.14

Calmar Ratio

MUSA:

0.85

FSM:

0.53

Martin Ratio

MUSA:

2.04

FSM:

1.40

Ulcer Index

MUSA:

9.02%

FSM:

21.51%

Daily Std Dev

MUSA:

26.05%

FSM:

55.43%

Max Drawdown

MUSA:

-33.72%

FSM:

-92.25%

Current Drawdown

MUSA:

-11.41%

FSM:

-36.48%

Fundamentals

Market Cap

MUSA:

$9.63B

FSM:

$1.88B

EPS

MUSA:

$24.10

FSM:

$0.41

PE Ratio

MUSA:

20.18

FSM:

14.95

PEG Ratio

MUSA:

1.85

FSM:

0.00

PS Ratio

MUSA:

0.54

FSM:

1.77

PB Ratio

MUSA:

11.78

FSM:

1.33

Total Revenue (TTM)

MUSA:

$15.40B

FSM:

$839.43M

Gross Profit (TTM)

MUSA:

$5.61B

FSM:

$273.76M

EBITDA (TTM)

MUSA:

$832.80M

FSM:

$388.22M

Returns By Period

In the year-to-date period, MUSA achieves a -1.93% return, which is significantly lower than FSM's 41.26% return. Over the past 10 years, MUSA has outperformed FSM with an annualized return of 22.13%, while FSM has yielded a comparatively lower 4.71% annualized return.


MUSA

YTD

-1.93%

1M

7.43%

6M

4.06%

1Y

17.35%

5Y*

35.67%

10Y*

22.13%

FSM

YTD

41.26%

1M

-0.66%

6M

19.29%

1Y

26.78%

5Y*

17.51%

10Y*

4.71%

*Annualized

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Risk-Adjusted Performance

MUSA vs. FSM — Risk-Adjusted Performance Rank

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

MUSA
The Risk-Adjusted Performance Rank of MUSA is 7474
Overall Rank
The Sharpe Ratio Rank of MUSA is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of MUSA is 7070
Sortino Ratio Rank
The Omega Ratio Rank of MUSA is 6666
Omega Ratio Rank
The Calmar Ratio Rank of MUSA is 8282
Calmar Ratio Rank
The Martin Ratio Rank of MUSA is 7474
Martin Ratio Rank

FSM
The Risk-Adjusted Performance Rank of FSM is 7070
Overall Rank
The Sharpe Ratio Rank of FSM is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FSM is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FSM is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FSM is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FSM is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MUSA vs. FSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Murphy USA Inc. (MUSA) and Fortuna Silver Mines Inc. (FSM). 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.


The chart of Sharpe ratio for MUSA, currently valued at 0.71, compared to the broader market-2.00-1.000.001.002.003.00
MUSA: 0.71
FSM: 0.54
The chart of Sortino ratio for MUSA, currently valued at 1.17, compared to the broader market-6.00-4.00-2.000.002.004.00
MUSA: 1.17
FSM: 1.11
The chart of Omega ratio for MUSA, currently valued at 1.13, compared to the broader market0.501.001.502.00
MUSA: 1.13
FSM: 1.14
The chart of Calmar ratio for MUSA, currently valued at 0.85, compared to the broader market0.001.002.003.004.005.00
MUSA: 0.85
FSM: 0.53
The chart of Martin ratio for MUSA, currently valued at 2.04, compared to the broader market-5.000.005.0010.0015.0020.00
MUSA: 2.04
FSM: 1.40

The current MUSA Sharpe Ratio is 0.71, which is higher than the FSM Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MUSA and FSM, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.71
0.54
MUSA
FSM

Dividends

MUSA vs. FSM - Dividend Comparison

MUSA's dividend yield for the trailing twelve months is around 0.38%, while FSM has not paid dividends to shareholders.


TTM20242023202220212020
MUSA
Murphy USA Inc.
0.38%0.36%0.43%0.45%0.52%0.19%
FSM
Fortuna Silver Mines Inc.
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MUSA vs. FSM - Drawdown Comparison

The maximum MUSA drawdown since its inception was -33.72%, smaller than the maximum FSM drawdown of -92.25%. Use the drawdown chart below to compare losses from any high point for MUSA and FSM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.41%
-36.48%
MUSA
FSM

Volatility

MUSA vs. FSM - Volatility Comparison

The current volatility for Murphy USA Inc. (MUSA) is 9.71%, while Fortuna Silver Mines Inc. (FSM) has a volatility of 20.26%. This indicates that MUSA experiences smaller price fluctuations and is considered to be less risky than FSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
9.71%
20.26%
MUSA
FSM

Financials

MUSA vs. FSM - Financials Comparison

This section allows you to compare key financial metrics between Murphy USA Inc. and Fortuna Silver Mines 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


Values in USD except per share items