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

Key characteristics


PAASSVM
YTD Return37.12%50.68%
1Y Return71.60%87.03%
3Y Return (Ann)-5.28%-4.76%
5Y Return (Ann)5.53%-3.35%
10Y Return (Ann)9.82%11.98%
Sharpe Ratio1.471.62
Sortino Ratio2.192.32
Omega Ratio1.251.28
Calmar Ratio1.041.02
Martin Ratio5.557.04
Ulcer Index12.48%12.23%
Daily Std Dev47.00%53.07%
Max Drawdown-85.10%-97.13%
Current Drawdown-39.01%-71.65%

Fundamentals


PAASSVM
Market Cap$7.99B$856.86M
EPS-$0.20$0.27
PEG Ratio7.590.00
Total Revenue (TTM)$2.68B$173.15M
Gross Profit (TTM)$429.70M$71.85M
EBITDA (TTM)$785.72M$77.22M

Correlation

-0.50.00.51.00.7

The correlation between PAAS and SVM is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

PAAS vs. SVM - Performance Comparison

In the year-to-date period, PAAS achieves a 37.12% return, which is significantly lower than SVM's 50.68% return. Over the past 10 years, PAAS has underperformed SVM with an annualized return of 9.82%, while SVM has yielded a comparatively higher 11.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
6.72%
6.53%
PAAS
SVM

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. SVM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pan American Silver Corp. (PAAS) and Silvercorp Metals Inc. (SVM). 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 1.47, compared to the broader market-4.00-2.000.002.004.001.47
Sortino ratio
The chart of Sortino ratio for PAAS, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.006.002.19
Omega ratio
The chart of Omega ratio for PAAS, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for PAAS, currently valued at 1.04, compared to the broader market0.002.004.006.001.04
Martin ratio
The chart of Martin ratio for PAAS, currently valued at 5.55, compared to the broader market0.0010.0020.0030.005.55
SVM
Sharpe ratio
The chart of Sharpe ratio for SVM, currently valued at 1.62, compared to the broader market-4.00-2.000.002.004.001.62
Sortino ratio
The chart of Sortino ratio for SVM, currently valued at 2.32, compared to the broader market-4.00-2.000.002.004.006.002.32
Omega ratio
The chart of Omega ratio for SVM, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for SVM, currently valued at 1.02, compared to the broader market0.002.004.006.001.02
Martin ratio
The chart of Martin ratio for SVM, currently valued at 7.04, compared to the broader market0.0010.0020.0030.007.04

PAAS vs. SVM - Sharpe Ratio Comparison

The current PAAS Sharpe Ratio is 1.47, which is comparable to the SVM Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of PAAS and SVM, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.47
1.62
PAAS
SVM

Dividends

PAAS vs. SVM - Dividend Comparison

PAAS's dividend yield for the trailing twelve months is around 1.82%, more than SVM's 0.65% yield.


TTM20232022202120202019201820172016201520142013
PAAS
Pan American Silver Corp.
1.82%2.45%2.75%1.36%0.64%0.59%0.96%0.64%0.34%4.23%5.43%4.27%
SVM
Silvercorp Metals Inc.
0.65%0.97%0.86%0.69%0.39%0.46%1.24%0.65%0.32%1.70%1.38%4.20%

Drawdowns

PAAS vs. SVM - Drawdown Comparison

The maximum PAAS drawdown since its inception was -85.10%, smaller than the maximum SVM drawdown of -97.13%. Use the drawdown chart below to compare losses from any high point for PAAS and SVM. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-39.01%
-71.65%
PAAS
SVM

Volatility

PAAS vs. SVM - Volatility Comparison

The current volatility for Pan American Silver Corp. (PAAS) is 14.92%, while Silvercorp Metals Inc. (SVM) has a volatility of 16.76%. This indicates that PAAS experiences smaller price fluctuations and is considered to be less risky than SVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%12.00%14.00%16.00%18.00%20.00%22.00%JuneJulyAugustSeptemberOctoberNovember
14.92%
16.76%
PAAS
SVM

Financials

PAAS vs. SVM - Financials Comparison

This section allows you to compare key financial metrics between Pan American Silver Corp. and Silvercorp Metals Inc.. 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