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

Correlation

The correlation between PAAS and MAG is 0.17, 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. 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.

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Key characteristics

Sharpe Ratio

PAAS:

0.33

MAG:

0.90

Sortino Ratio

PAAS:

0.76

MAG:

1.48

Omega Ratio

PAAS:

1.10

MAG:

1.18

Calmar Ratio

PAAS:

0.31

MAG:

0.84

Martin Ratio

PAAS:

1.26

MAG:

3.51

Ulcer Index

PAAS:

11.97%

MAG:

12.28%

Daily Std Dev

PAAS:

51.22%

MAG:

48.59%

Max Drawdown

PAAS:

-85.10%

MAG:

-81.82%

Current Drawdown

PAAS:

-32.30%

MAG:

-19.38%

Fundamentals

Market Cap

PAAS:

$8.74B

MAG:

$1.93B

EPS

PAAS:

$0.86

MAG:

$0.88

PE Ratio

PAAS:

28.07

MAG:

21.22

PEG Ratio

PAAS:

7.59

MAG:

0.00

PS Ratio

PAAS:

2.92

MAG:

0.00

PB Ratio

PAAS:

1.82

MAG:

3.19

Total Revenue (TTM)

PAAS:

$2.99B

MAG:

$31.00

Gross Profit (TTM)

PAAS:

$709.78M

MAG:

-$691.97K

EBITDA (TTM)

PAAS:

$1.27B

MAG:

$71.74M

Returns By Period

In the year-to-date period, PAAS achieves a 20.21% return, which is significantly lower than MAG's 40.50% return. Over the past 10 years, PAAS has outperformed MAG with an annualized return of 11.40%, while MAG has yielded a comparatively lower 9.83% annualized return.


PAAS

YTD

20.21%

1M

-4.97%

6M

11.91%

1Y

16.64%

3Y*

4.33%

5Y*

-0.32%

10Y*

11.40%

MAG

YTD

40.50%

1M

21.97%

6M

24.56%

1Y

43.13%

3Y*

8.77%

5Y*

10.05%

10Y*

9.83%

*Annualized

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Pan American Silver Corp.

MAG Silver Corp.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PAAS vs. MAG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PAAS
The Risk-Adjusted Performance Rank of PAAS is 6363
Overall Rank
The Sharpe Ratio Rank of PAAS is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of PAAS is 6060
Sortino Ratio Rank
The Omega Ratio Rank of PAAS is 5858
Omega Ratio Rank
The Calmar Ratio Rank of PAAS is 6666
Calmar Ratio Rank
The Martin Ratio Rank of PAAS is 6868
Martin Ratio Rank

MAG
The Risk-Adjusted Performance Rank of MAG is 7979
Overall Rank
The Sharpe Ratio Rank of MAG is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of MAG is 7777
Sortino Ratio Rank
The Omega Ratio Rank of MAG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of MAG is 8181
Calmar Ratio Rank
The Martin Ratio Rank of MAG is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current PAAS Sharpe Ratio is 0.33, which is lower than the MAG Sharpe Ratio of 0.90. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PAAS vs. MAG - Dividend Comparison

PAAS's dividend yield for the trailing twelve months is around 1.66%, less than MAG's 2.14% yield.


TTM20242023202220212020201920182017201620152014
PAAS
Pan American Silver Corp.
1.66%1.98%2.45%2.75%1.36%0.64%0.59%0.96%0.64%0.34%4.23%5.43%
MAG
MAG Silver Corp.
2.14%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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PAAS vs. MAG - Volatility Comparison

Pan American Silver Corp. (PAAS) has a higher volatility of 21.55% compared to MAG Silver Corp. (MAG) at 12.50%. 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.


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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


0.00200.00M400.00M600.00M800.00M20212022202320242025
773.20M
0
(PAAS) Total Revenue
(MAG) Total Revenue
Values in USD except per share items