PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PAAS vs. ASM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PAASASM
YTD Return25.69%66.41%
1Y Return25.18%21.11%
3Y Return (Ann)-11.10%-11.81%
5Y Return (Ann)15.39%12.90%
10Y Return (Ann)6.12%-6.13%
Sharpe Ratio0.630.32
Daily Std Dev42.29%56.32%
Max Drawdown-85.10%-98.20%
Current Drawdown-44.09%-93.11%

Fundamentals


PAASASM
Market Cap$7.39B$105.76M
EPS-$0.48$0.00
PEG Ratio7.590.00
Revenue (TTM)$2.53B$43.89M
Gross Profit (TTM)$319.28M$15.31M
EBITDA (TTM)$616.10M$3.26M

Correlation

-0.50.00.51.00.3

The correlation between PAAS and ASM is 0.31, 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.

Performance

PAAS vs. ASM - Performance Comparison

In the year-to-date period, PAAS achieves a 25.69% return, which is significantly lower than ASM's 66.41% return. Over the past 10 years, PAAS has outperformed ASM with an annualized return of 6.12%, while ASM has yielded a comparatively lower -6.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%400.00%December2024FebruaryMarchAprilMay
425.62%
-30.52%
PAAS
ASM

Compare stocks, funds, or ETFs

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


Pan American Silver Corp.

Avino Silver & Gold Mines Ltd.

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.


PAAS
Sharpe ratio
The chart of Sharpe ratio for PAAS, currently valued at 0.63, compared to the broader market-2.00-1.000.001.002.003.004.000.63
Sortino ratio
The chart of Sortino ratio for PAAS, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.006.001.18
Omega ratio
The chart of Omega ratio for PAAS, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for PAAS, currently valued at 0.40, compared to the broader market0.002.004.006.000.40
Martin ratio
The chart of Martin ratio for PAAS, currently valued at 2.16, compared to the broader market-10.000.0010.0020.0030.002.16
ASM
Sharpe ratio
The chart of Sharpe ratio for ASM, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.004.000.32
Sortino ratio
The chart of Sortino ratio for ASM, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.006.000.98
Omega ratio
The chart of Omega ratio for ASM, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for ASM, currently valued at 0.20, compared to the broader market0.002.004.006.000.20
Martin ratio
The chart of Martin ratio for ASM, currently valued at 0.71, compared to the broader market-10.000.0010.0020.0030.000.71

PAAS vs. ASM - Sharpe Ratio Comparison

The current PAAS Sharpe Ratio is 0.63, which is higher than the ASM Sharpe Ratio of 0.32. The chart below compares the 12-month rolling Sharpe Ratio of PAAS and ASM.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50December2024FebruaryMarchAprilMay
0.63
0.32
PAAS
ASM

Dividends

PAAS vs. ASM - Dividend Comparison

PAAS's dividend yield for the trailing twelve months is around 1.47%, while ASM has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PAAS
Pan American Silver Corp.
1.47%2.45%2.75%1.36%0.64%0.59%0.96%0.64%0.33%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 -98.20%. Use the drawdown chart below to compare losses from any high point for PAAS and ASM. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%December2024FebruaryMarchAprilMay
-44.09%
-77.47%
PAAS
ASM

Volatility

PAAS vs. ASM - Volatility Comparison

The current volatility for Pan American Silver Corp. (PAAS) is 13.60%, while Avino Silver & Gold Mines Ltd. (ASM) has a volatility of 21.88%. 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%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
13.60%
21.88%
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