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OR vs. WPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OR and WPM is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

OR vs. WPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Osisko Gold Royalties Ltd (OR) and Wheaton Precious Metals Corp. (WPM). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
107.31%
418.19%
OR
WPM

Key characteristics

Sharpe Ratio

OR:

0.99

WPM:

0.61

Sortino Ratio

OR:

1.46

WPM:

0.99

Omega Ratio

OR:

1.18

WPM:

1.12

Calmar Ratio

OR:

1.30

WPM:

0.68

Martin Ratio

OR:

5.35

WPM:

2.36

Ulcer Index

OR:

5.29%

WPM:

7.78%

Daily Std Dev

OR:

28.64%

WPM:

30.33%

Max Drawdown

OR:

-61.96%

WPM:

-86.74%

Current Drawdown

OR:

-13.32%

WPM:

-16.46%

Fundamentals

Market Cap

OR:

$3.54B

WPM:

$27.26B

EPS

OR:

-$0.20

WPM:

$1.34

PEG Ratio

OR:

0.00

WPM:

2.40

Total Revenue (TTM)

OR:

$252.11M

WPM:

$1.20B

Gross Profit (TTM)

OR:

$208.21M

WPM:

$739.89M

EBITDA (TTM)

OR:

$36.27M

WPM:

$695.47M

Returns By Period

In the year-to-date period, OR achieves a 29.17% return, which is significantly higher than WPM's 17.02% return.


OR

YTD

29.17%

1M

-7.81%

6M

11.95%

1Y

26.22%

5Y*

17.17%

10Y*

N/A

WPM

YTD

17.02%

1M

-10.03%

6M

8.27%

1Y

15.80%

5Y*

16.44%

10Y*

12.67%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

OR vs. WPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Osisko Gold Royalties Ltd (OR) and Wheaton Precious Metals Corp. (WPM). 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.


Sharpe ratio
The chart of Sharpe ratio for OR, currently valued at 0.99, compared to the broader market-4.00-2.000.002.000.990.61
The chart of Sortino ratio for OR, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.460.99
The chart of Omega ratio for OR, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.12
The chart of Calmar ratio for OR, currently valued at 1.30, compared to the broader market0.002.004.006.001.300.68
The chart of Martin ratio for OR, currently valued at 5.35, compared to the broader market-5.000.005.0010.0015.0020.0025.005.352.36
OR
WPM

The current OR Sharpe Ratio is 0.99, which is higher than the WPM Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of OR and WPM, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.99
0.61
OR
WPM

Dividends

OR vs. WPM - Dividend Comparison

OR's dividend yield for the trailing twelve months is around 1.01%, less than WPM's 1.09% yield.


TTM20232022202120202019201820172016201520142013
OR
Osisko Gold Royalties Ltd
1.01%1.23%1.84%1.82%1.18%1.56%1.72%1.21%1.65%0.00%0.00%0.00%
WPM
Wheaton Precious Metals Corp.
1.09%1.22%1.54%1.33%1.01%1.21%1.84%1.49%1.09%1.61%1.28%2.23%

Drawdowns

OR vs. WPM - Drawdown Comparison

The maximum OR drawdown since its inception was -61.96%, smaller than the maximum WPM drawdown of -86.74%. Use the drawdown chart below to compare losses from any high point for OR and WPM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.32%
-16.46%
OR
WPM

Volatility

OR vs. WPM - Volatility Comparison

The current volatility for Osisko Gold Royalties Ltd (OR) is 8.31%, while Wheaton Precious Metals Corp. (WPM) has a volatility of 9.91%. This indicates that OR experiences smaller price fluctuations and is considered to be less risky than WPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.31%
9.91%
OR
WPM

Financials

OR vs. WPM - Financials Comparison

This section allows you to compare key financial metrics between Osisko Gold Royalties Ltd and Wheaton Precious Metals 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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