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

Correlation

The correlation between PAAS and MAG is 0.70, 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.


-0.50.00.51.00.7

Performance

PAAS vs. MAG - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
2.26%
15.54%
PAAS
MAG

Key characteristics

Sharpe Ratio

PAAS:

0.68

MAG:

0.74

Sortino Ratio

PAAS:

1.29

MAG:

1.32

Omega Ratio

PAAS:

1.15

MAG:

1.15

Calmar Ratio

PAAS:

0.48

MAG:

0.50

Martin Ratio

PAAS:

2.43

MAG:

2.90

Ulcer Index

PAAS:

13.27%

MAG:

11.34%

Daily Std Dev

PAAS:

47.24%

MAG:

44.56%

Max Drawdown

PAAS:

-85.10%

MAG:

-81.82%

Current Drawdown

PAAS:

-42.68%

MAG:

-41.65%

Fundamentals

Market Cap

PAAS:

$8.02B

MAG:

$1.53B

EPS

PAAS:

-$0.20

MAG:

$0.72

PEG Ratio

PAAS:

7.59

MAG:

0.00

Total Revenue (TTM)

PAAS:

$2.67B

MAG:

$31.00

Gross Profit (TTM)

PAAS:

$432.18M

MAG:

-$548.49K

EBITDA (TTM)

PAAS:

$764.41M

MAG:

$12.95M

Returns By Period

In the year-to-date period, PAAS achieves a 28.87% return, which is significantly lower than MAG's 32.85% return. Over the past 10 years, PAAS has outperformed MAG with an annualized return of 10.55%, while MAG has yielded a comparatively lower 7.83% annualized return.


PAAS

YTD

28.87%

1M

-8.21%

6M

2.26%

1Y

28.08%

5Y*

0.86%

10Y*

10.55%

MAG

YTD

32.85%

1M

-11.80%

6M

15.54%

1Y

29.86%

5Y*

5.55%

10Y*

7.83%

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

PAAS vs. MAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pan American Silver Corp. (PAAS) and MAG Silver Corp. (MAG). 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-4.00-2.000.002.000.680.74
The chart of Sortino ratio for PAAS, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.001.291.32
The chart of Omega ratio for PAAS, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.15
The chart of Calmar ratio for PAAS, currently valued at 0.48, compared to the broader market0.002.004.006.000.480.50
The chart of Martin ratio for PAAS, currently valued at 2.43, compared to the broader market-5.000.005.0010.0015.0020.0025.002.432.90
PAAS
MAG

The current PAAS Sharpe Ratio is 0.68, which is comparable to the MAG Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of PAAS and MAG, 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
0.68
0.74
PAAS
MAG

Dividends

PAAS vs. MAG - Dividend Comparison

PAAS's dividend yield for the trailing twelve months is around 1.94%, while MAG 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%
MAG
MAG Silver Corp.
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. MAG - Drawdown Comparison

The maximum PAAS drawdown since its inception was -85.10%, roughly equal to the maximum MAG drawdown of -81.82%. Use the drawdown chart below to compare losses from any high point for PAAS and MAG. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%JulyAugustSeptemberOctoberNovemberDecember
-42.68%
-41.65%
PAAS
MAG

Volatility

PAAS vs. MAG - Volatility Comparison

Pan American Silver Corp. (PAAS) has a higher volatility of 13.83% compared to MAG Silver Corp. (MAG) at 10.84%. This indicates that PAAS's price experiences larger fluctuations and is considered to be riskier than MAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
13.83%
10.84%
PAAS
MAG

Financials

PAAS vs. MAG - Financials Comparison

This section allows you to compare key financial metrics between Pan American Silver Corp. and MAG 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab