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

Correlation

The correlation between PAAS and AG is 0.82, 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.


-0.50.00.51.00.8

Performance

PAAS vs. AG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pan American Silver Corp. (PAAS) and First Majestic Silver Corp. (AG). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-0.15%
-14.58%
PAAS
AG

Key characteristics

Sharpe Ratio

PAAS:

0.63

AG:

-0.24

Sortino Ratio

PAAS:

1.22

AG:

0.06

Omega Ratio

PAAS:

1.14

AG:

1.01

Calmar Ratio

PAAS:

0.44

AG:

-0.17

Martin Ratio

PAAS:

2.24

AG:

-0.65

Ulcer Index

PAAS:

13.21%

AG:

22.13%

Daily Std Dev

PAAS:

47.27%

AG:

59.84%

Max Drawdown

PAAS:

-85.10%

AG:

-90.20%

Current Drawdown

PAAS:

-42.99%

AG:

-78.50%

Fundamentals

Market Cap

PAAS:

$8.02B

AG:

$1.78B

EPS

PAAS:

-$0.20

AG:

-$0.26

PEG Ratio

PAAS:

7.59

AG:

0.00

Total Revenue (TTM)

PAAS:

$2.67B

AG:

$524.81M

Gross Profit (TTM)

PAAS:

$432.18M

AG:

$55.16M

EBITDA (TTM)

PAAS:

$764.41M

AG:

$81.85M

Returns By Period

In the year-to-date period, PAAS achieves a 28.18% return, which is significantly higher than AG's -11.12% return. Over the past 10 years, PAAS has outperformed AG with an annualized return of 10.19%, while AG has yielded a comparatively lower 1.80% annualized return.


PAAS

YTD

28.18%

1M

-10.02%

6M

-0.16%

1Y

31.56%

5Y*

0.75%

10Y*

10.19%

AG

YTD

-11.12%

1M

-18.17%

6M

-14.58%

1Y

-10.39%

5Y*

-11.90%

10Y*

1.80%

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Risk-Adjusted Performance

PAAS vs. AG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pan American Silver Corp. (PAAS) and First Majestic Silver Corp. (AG). 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 PAAS, currently valued at 0.63, compared to the broader market-4.00-2.000.002.000.63-0.24
The chart of Sortino ratio for PAAS, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.220.06
The chart of Omega ratio for PAAS, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.01
The chart of Calmar ratio for PAAS, currently valued at 0.44, compared to the broader market0.002.004.006.000.44-0.17
The chart of Martin ratio for PAAS, currently valued at 2.24, compared to the broader market0.0010.0020.002.24-0.65
PAAS
AG

The current PAAS Sharpe Ratio is 0.63, which is higher than the AG Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of PAAS and AG, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.63
-0.24
PAAS
AG

Dividends

PAAS vs. AG - Dividend Comparison

PAAS's dividend yield for the trailing twelve months is around 1.95%, more than AG's 0.33% yield.


TTM20232022202120202019201820172016201520142013
PAAS
Pan American Silver Corp.
1.95%2.45%2.75%1.36%0.64%0.59%0.96%0.64%0.34%4.23%5.43%4.27%
AG
First Majestic Silver Corp.
0.33%0.34%0.31%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PAAS vs. AG - Drawdown Comparison

The maximum PAAS drawdown since its inception was -85.10%, smaller than the maximum AG drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for PAAS and AG. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-42.99%
-78.50%
PAAS
AG

Volatility

PAAS vs. AG - Volatility Comparison

The current volatility for Pan American Silver Corp. (PAAS) is 13.83%, while First Majestic Silver Corp. (AG) has a volatility of 15.65%. This indicates that PAAS experiences smaller price fluctuations and is considered to be less risky than AG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%12.00%14.00%16.00%18.00%20.00%22.00%JulyAugustSeptemberOctoberNovemberDecember
13.83%
15.65%
PAAS
AG

Financials

PAAS vs. AG - Financials Comparison

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