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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%30.00%JulyAugustSeptemberOctoberNovemberDecember
2.25%
-24.00%
PAAS
SBSW

Key characteristics

Sharpe Ratio

PAAS:

0.68

SBSW:

-0.53

Sortino Ratio

PAAS:

1.29

SBSW:

-0.48

Omega Ratio

PAAS:

1.15

SBSW:

0.95

Calmar Ratio

PAAS:

0.48

SBSW:

-0.39

Martin Ratio

PAAS:

2.43

SBSW:

-1.48

Ulcer Index

PAAS:

13.27%

SBSW:

22.04%

Daily Std Dev

PAAS:

47.24%

SBSW:

61.71%

Max Drawdown

PAAS:

-85.10%

SBSW:

-83.67%

Current Drawdown

PAAS:

-42.68%

SBSW:

-80.17%

Fundamentals

Market Cap

PAAS:

$8.02B

SBSW:

$2.92B

EPS

PAAS:

-$0.20

SBSW:

-$4.10

Total Revenue (TTM)

PAAS:

$2.67B

SBSW:

$81.76B

Gross Profit (TTM)

PAAS:

$432.18M

SBSW:

$6.29B

EBITDA (TTM)

PAAS:

$764.41M

SBSW:

$6.88B

Returns By Period

In the year-to-date period, PAAS achieves a 28.87% return, which is significantly higher than SBSW's -33.52% return. Over the past 10 years, PAAS has outperformed SBSW with an annualized return of 10.55%, while SBSW has yielded a comparatively lower 1.51% annualized return.


PAAS

YTD

28.87%

1M

-8.21%

6M

2.26%

1Y

28.08%

5Y*

0.86%

10Y*

10.55%

SBSW

YTD

-33.52%

1M

-14.05%

6M

-24.00%

1Y

-34.84%

5Y*

-13.19%

10Y*

1.51%

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. 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 0.68, compared to the broader market-4.00-2.000.002.000.68-0.53
The chart of Sortino ratio for PAAS, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.001.29-0.48
The chart of Omega ratio for PAAS, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.95
The chart of Calmar ratio for PAAS, currently valued at 0.48, compared to the broader market0.002.004.006.000.48-0.39
The chart of Martin ratio for PAAS, currently valued at 2.43, compared to the broader market-5.000.005.0010.0015.0020.0025.002.43-1.48
PAAS
SBSW

The current PAAS Sharpe Ratio is 0.68, which is higher than the SBSW Sharpe Ratio of -0.53. 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.68
-0.53
PAAS
SBSW

Dividends

PAAS vs. SBSW - Dividend Comparison

PAAS's dividend yield for the trailing twelve months is around 1.94%, while SBSW 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%
SBSW
Sibanye Stillwater Limited
0.00%6.96%7.68%13.34%0.76%0.00%0.00%3.76%10.25%6.12%9.44%4.88%

Drawdowns

PAAS vs. SBSW - Drawdown Comparison

The maximum PAAS drawdown since its inception was -85.10%, 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%JulyAugustSeptemberOctoberNovemberDecember
-42.68%
-80.17%
PAAS
SBSW

Volatility

PAAS vs. SBSW - Volatility Comparison

Pan American Silver Corp. (PAAS) and Sibanye Stillwater Limited (SBSW) have volatilities of 13.83% and 13.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
13.83%
13.49%
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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