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

Correlation

The correlation between PAAS and ASM is 0.42, 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.


-0.50.00.51.00.4

Performance

PAAS vs. ASM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pan American Silver Corp. (PAAS) and Avino Silver & Gold Mines Ltd. (ASM). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
2.26%
-2.71%
PAAS
ASM

Key characteristics

Sharpe Ratio

PAAS:

0.68

ASM:

1.28

Sortino Ratio

PAAS:

1.29

ASM:

2.14

Omega Ratio

PAAS:

1.15

ASM:

1.24

Calmar Ratio

PAAS:

0.48

ASM:

0.98

Martin Ratio

PAAS:

2.43

ASM:

6.28

Ulcer Index

PAAS:

13.27%

ASM:

13.81%

Daily Std Dev

PAAS:

47.24%

ASM:

68.03%

Max Drawdown

PAAS:

-85.10%

ASM:

-94.10%

Current Drawdown

PAAS:

-42.68%

ASM:

-75.87%

Fundamentals

Market Cap

PAAS:

$8.02B

ASM:

$139.19M

EPS

PAAS:

-$0.20

ASM:

$0.02

PEG Ratio

PAAS:

7.59

ASM:

0.00

Total Revenue (TTM)

PAAS:

$2.67B

ASM:

$54.12M

Gross Profit (TTM)

PAAS:

$432.18M

ASM:

$14.74M

EBITDA (TTM)

PAAS:

$764.41M

ASM:

$10.43M

Returns By Period

In the year-to-date period, PAAS achieves a 28.87% return, which is significantly lower than ASM's 78.23% return. Over the past 10 years, PAAS has outperformed ASM with an annualized return of 10.55%, while ASM has yielded a comparatively lower -2.40% annualized return.


PAAS

YTD

28.87%

1M

-8.21%

6M

2.26%

1Y

28.08%

5Y*

0.86%

10Y*

10.55%

ASM

YTD

78.23%

1M

-14.32%

6M

-2.72%

1Y

89.20%

5Y*

13.00%

10Y*

-2.40%

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Risk-Adjusted Performance

PAAS vs. ASM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pan American Silver Corp. (PAAS) and Avino Silver & Gold Mines Ltd. (ASM). 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 0.68, compared to the broader market-4.00-2.000.002.000.681.28
The chart of Sortino ratio for PAAS, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.001.292.14
The chart of Omega ratio for PAAS, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.24
The chart of Calmar ratio for PAAS, currently valued at 0.48, compared to the broader market0.002.004.006.000.480.98
The chart of Martin ratio for PAAS, currently valued at 2.43, compared to the broader market-5.000.005.0010.0015.0020.0025.002.436.28
PAAS
ASM

The current PAAS Sharpe Ratio is 0.68, which is lower than the ASM Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of PAAS and ASM, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.68
1.28
PAAS
ASM

Dividends

PAAS vs. ASM - Dividend Comparison

PAAS's dividend yield for the trailing twelve months is around 1.94%, while ASM has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PAAS
Pan American Silver Corp.
1.94%2.45%2.75%1.36%0.64%0.59%0.96%0.64%0.34%4.23%5.43%4.27%
ASM
Avino Silver & Gold Mines Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PAAS vs. ASM - Drawdown Comparison

The maximum PAAS drawdown since its inception was -85.10%, smaller than the maximum ASM drawdown of -94.10%. Use the drawdown chart below to compare losses from any high point for PAAS and ASM. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-42.68%
-75.87%
PAAS
ASM

Volatility

PAAS vs. ASM - Volatility Comparison

The current volatility for Pan American Silver Corp. (PAAS) is 13.83%, while Avino Silver & Gold Mines Ltd. (ASM) has a volatility of 17.67%. This indicates that PAAS experiences smaller price fluctuations and is considered to be less risky than ASM 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%24.00%JulyAugustSeptemberOctoberNovemberDecember
13.83%
17.67%
PAAS
ASM

Financials

PAAS vs. ASM - Financials Comparison

This section allows you to compare key financial metrics between Pan American Silver Corp. and Avino Silver & Gold Mines Ltd.. 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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