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

Correlation

The correlation between PAAS and SBSW is 0.59, 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.


-0.50.00.51.00.6

Performance

PAAS vs. SBSW - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-3.83%
-23.42%
PAAS
SBSW

Key characteristics

Sharpe Ratio

PAAS:

1.07

SBSW:

-0.46

Sortino Ratio

PAAS:

1.74

SBSW:

-0.35

Omega Ratio

PAAS:

1.20

SBSW:

0.96

Calmar Ratio

PAAS:

0.75

SBSW:

-0.35

Martin Ratio

PAAS:

4.60

SBSW:

-1.28

Ulcer Index

PAAS:

10.90%

SBSW:

22.35%

Daily Std Dev

PAAS:

47.01%

SBSW:

61.78%

Max Drawdown

PAAS:

-84.94%

SBSW:

-83.67%

Current Drawdown

PAAS:

-39.84%

SBSW:

-81.32%

Fundamentals

Market Cap

PAAS:

$7.70B

SBSW:

$2.92B

EPS

PAAS:

-$0.20

SBSW:

-$4.10

Total Revenue (TTM)

PAAS:

$2.00B

SBSW:

$55.20B

Gross Profit (TTM)

PAAS:

$345.08M

SBSW:

$7.14B

EBITDA (TTM)

PAAS:

$641.09M

SBSW:

$4.74B

Returns By Period

In the year-to-date period, PAAS achieves a 6.08% return, which is significantly higher than SBSW's 3.03% return. Over the past 10 years, PAAS has outperformed SBSW with an annualized return of 8.72%, while SBSW has yielded a comparatively lower -3.21% annualized return.


PAAS

YTD

6.08%

1M

-2.50%

6M

-5.59%

1Y

60.88%

5Y*

2.14%

10Y*

8.72%

SBSW

YTD

3.03%

1M

-10.53%

6M

-24.11%

1Y

-24.44%

5Y*

-17.60%

10Y*

-3.21%

*Annualized

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Risk-Adjusted Performance

PAAS vs. SBSW — 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 7777
Overall Rank
The Sharpe Ratio Rank of PAAS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of PAAS is 7777
Sortino Ratio Rank
The Omega Ratio Rank of PAAS is 7171
Omega Ratio Rank
The Calmar Ratio Rank of PAAS is 7575
Calmar Ratio Rank
The Martin Ratio Rank of PAAS is 8080
Martin Ratio Rank

SBSW
The Risk-Adjusted Performance Rank of SBSW is 2222
Overall Rank
The Sharpe Ratio Rank of SBSW is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SBSW is 2424
Sortino Ratio Rank
The Omega Ratio Rank of SBSW is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SBSW is 2626
Calmar Ratio Rank
The Martin Ratio Rank of SBSW is 1212
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. SBSW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pan American Silver Corp. (PAAS) and Sibanye Stillwater Limited (SBSW). 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 1.07, compared to the broader market-2.000.002.004.001.07-0.46
The chart of Sortino ratio for PAAS, currently valued at 1.74, compared to the broader market-4.00-2.000.002.004.001.74-0.35
The chart of Omega ratio for PAAS, currently valued at 1.20, compared to the broader market0.501.001.502.001.200.96
The chart of Calmar ratio for PAAS, currently valued at 0.75, compared to the broader market0.002.004.006.000.75-0.35
The chart of Martin ratio for PAAS, currently valued at 4.60, compared to the broader market-10.000.0010.0020.0030.004.60-1.28
PAAS
SBSW

The current PAAS Sharpe Ratio is 1.07, which is higher than the SBSW Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of PAAS and SBSW, 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 Ratio-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
1.07
-0.46
PAAS
SBSW

Dividends

PAAS vs. SBSW - Dividend Comparison

PAAS's dividend yield for the trailing twelve months is around 2.33%, while SBSW has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PAAS
Pan American Silver Corp.
2.33%2.47%2.45%2.75%1.64%0.78%0.74%1.20%0.64%0.43%4.23%6.79%
SBSW
Sibanye Stillwater Limited
0.00%0.00%6.96%7.68%13.34%0.76%0.00%0.00%3.76%10.25%6.12%9.44%

Drawdowns

PAAS vs. SBSW - Drawdown Comparison

The maximum PAAS drawdown since its inception was -84.94%, roughly equal to the maximum SBSW drawdown of -83.67%. Use the drawdown chart below to compare losses from any high point for PAAS and SBSW. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-39.84%
-81.32%
PAAS
SBSW

Volatility

PAAS vs. SBSW - Volatility Comparison

The current volatility for Pan American Silver Corp. (PAAS) is 11.49%, while Sibanye Stillwater Limited (SBSW) has a volatility of 14.48%. This indicates that PAAS experiences smaller price fluctuations and is considered to be less risky than SBSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
11.49%
14.48%
PAAS
SBSW

Financials

PAAS vs. SBSW - Financials Comparison

This section allows you to compare key financial metrics between Pan American Silver Corp. and Sibanye Stillwater Limited. 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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