MUX vs. SII

Last updated Apr 1, 2026

Compare and contrast key facts about McEwen Mining Inc. (MUX) and Sprott Inc (SII).

Performance

MUX vs. SII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in McEwen Mining Inc. (MUX) and Sprott Inc (SII). The values are adjusted to include any dividend payments, if applicable.

MUX vs. SII - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MUX McEwen Mining Inc.	10.32%	137.92%	7.91%	23.04%	-33.90%	-10.00%	-0.52%
SII Sprott Inc	46.30%	137.17%	27.39%	5.00%	-24.09%	59.43%	-11.70%

Fundamentals

Market Cap MUX : $1.12B SII : $2.68B
EPS MUX : $0.19 SII : $4.19
PE Ratio MUX : 106.56 SII : 34.09
PEG Ratio MUX : 0.89 SII : 0.68
PS Ratio MUX : 8.34 SII : 8.41
PB Ratio MUX : 2.05 SII : 5.34
Total Revenue (TTM) MUX : $132.93M SII : $318.78M
Gross Profit (TTM) MUX : $22.45M SII : $206.43M
EBITDA (TTM) MUX : $21.78M SII : $109.60M

Returns By Period

In the year-to-date period, MUX achieves a 10.32% return, which is significantly lower than SII's 46.30% return.

MUX

• 1D: 8.27%
• 1M: -27.97%
• YTD: 10.32%
• 6M: 19.42%
• 1Y: 170.46%
• 3Y*: 34.09%
• 5Y*: 13.38%
• 10Y*: 0.64%

SII

• 1D: 6.68%
• 1M: -11.62%
• YTD: 46.30%
• 6M: 72.99%
• 1Y: 223.91%
• 3Y*: 61.57%
• 5Y*: 32.29%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MUX vs. SII — Risk / Return Rank

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

MUX

MUX Risk / Return Rank: 92
MUX Sharpe Ratio Rank: 95
MUX Sortino Ratio Rank: 91
MUX Omega Ratio Rank: 89
MUX Calmar Ratio Rank: 92
MUX Martin Ratio Rank: 92

SII

SII Risk / Return Rank: 99
SII Sharpe Ratio Rank: 99
SII Sortino Ratio Rank: 99
SII Omega Ratio Rank: 98
SII Calmar Ratio Rank: 99
SII Martin Ratio Rank: 99

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.

MUX vs. SII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McEwen Mining Inc. (MUX) and Sprott Inc (SII). 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.

	MUX	SII	Difference
Sharpe ratio Return per unit of total volatility	2.63	5.59	-2.96
Sortino ratio Return per unit of downside risk	2.90	5.08	-2.18
Omega ratio Gain probability vs. loss probability	1.38	1.70	-0.32
Calmar ratio Return relative to maximum drawdown	4.55	11.39	-6.83
Martin ratio Return relative to average drawdown	12.57	31.53	-18.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MUX vs. SII - Sharpe Ratio Comparison

The current MUX Sharpe Ratio is 2.63, which is lower than the SII Sharpe Ratio of 5.59. The chart below compares the historical Sharpe Ratios of MUX and SII, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MUX	SII	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	5.59	-2.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.91	-0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.89	-0.90

Correlation

The correlation between MUX and SII is 0.50, 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.

Dividends

MUX vs. SII - Dividend Comparison

MUX has not paid dividends to shareholders, while SII's dividend yield for the trailing twelve months is around 0.98%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MUX McEwen Mining Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.39%	0.55%	0.44%	0.34%	0.47%
SII Sprott Inc	0.98%	1.33%	2.49%	2.95%	3.00%	2.22%	1.66%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

MUX vs. SII - Drawdown Comparison

The maximum MUX drawdown since its inception was -99.67%, which is greater than SII's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for MUX and SII.

Drawdown Indicators

	MUX	SII	Difference
Max Drawdown Largest peak-to-trough decline	-99.67%	-47.81%	-51.86%
Max Drawdown (1Y) Largest decline over 1 year	-36.28%	-20.01%	-16.27%
Max Drawdown (5Y) Largest decline over 5 years	-82.48%	-47.81%	-34.67%
Max Drawdown (10Y) Largest decline over 10 years	-93.89%	—	—
Current Drawdown Current decline from peak	-93.21%	-14.12%	-79.09%
Average Drawdown Average peak-to-trough decline	-86.46%	-21.15%	-65.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.14%	7.23%	+5.91%

Volatility

MUX vs. SII - Volatility Comparison

McEwen Mining Inc. (MUX) has a higher volatility of 21.23% compared to Sprott Inc (SII) at 15.47%. This indicates that MUX's price experiences larger fluctuations and is considered to be riskier than SII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MUX	SII	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.23%	15.47%	+5.76%
Volatility (6M) Calculated over the trailing 6-month period	50.53%	33.31%	+17.22%
Volatility (1Y) Calculated over the trailing 1-year period	65.32%	40.34%	+24.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.07%	35.70%	+27.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.01%	36.17%	+27.84%

Financials