RVMD vs. FCX
RVMD (Revolution Medicines, Inc.) and FCX (Freeport-McMoRan Inc.) are both stocks. RVMD operates in Biotechnology (Healthcare), while FCX operates in Copper (Basic Materials). Over the past 5 years, RVMD returned 45.62%/yr vs 11.82%/yr for FCX. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
RVMD vs. FCX - Performance Comparison
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Returns By Period
In the year-to-date period, RVMD achieves a 135.44% return, which is significantly higher than FCX's 24.04% return.
RVMD
- 1D
- -2.41%
- 1M
- -0.90%
- 6M
- 93.43%
- YTD
- 135.44%
- 1Y
- 411.96%
- 3Y*
- 81.24%
- 5Y*
- 45.62%
- 10Y*
- —
- ALL TIME*
- 34.07%
FCX
- 1D
- -1.28%
- 1M
- 2.85%
- 6M
- 4.34%
- YTD
- 24.04%
- 1Y
- 57.95%
- 3Y*
- 14.13%
- 5Y*
- 11.82%
- 10Y*
- 18.73%
- ALL TIME*
- 7.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $908.04M | $924.30M | $916.72M | |
| $346.97M | $364.41M | $450.00M |
RVMD vs. FCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RVMD Revolution Medicines, Inc. | 135.44% | 82.10% | 52.51% | 20.40% | -5.36% | -36.42% | 40.34% |
FCX Freeport-McMoRan Inc. | 24.04% | 35.41% | -9.41% | 13.69% | -7.91% | 61.41% | 105.37% |
Correlation
The correlation between RVMD and FCX is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2020 | 0.26 |
Fundamentals
RVMD:
$39.87B
FCX:
$90.03B
RVMD:
-$7.13
FCX:
$2.04
RVMD:
24.77
FCX:
4.49
RVMD:
$0.00
FCX:
$25.87B
RVMD:
-$4.70M
FCX:
$6.95B
RVMD:
-$1.34B
FCX:
$9.00B
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Return for Risk
RVMD vs. FCX — Risk / Return Rank
RVMD
FCX
RVMD vs. FCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Revolution Medicines, Inc. (RVMD) and Freeport-McMoRan Inc. (FCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RVMD | FCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.85 | ||
| Sortino ratioReturn per unit of downside risk | +4.89 | ||
| Omega ratioGain probability vs. loss probability | 1.93 | 1.22 | +0.70 |
| Calmar ratioReturn relative to maximum drawdown | 16.29 | 2.36 | +13.93 |
| Martin ratioReturn relative to average drawdown | 40.39 | 5.58 | +34.81 |
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Drawdowns
RVMD vs. FCX - Drawdown Comparison
The maximum RVMD drawdown since its inception was -73.29%, smaller than the maximum FCX drawdown of -92.52%. Use the drawdown chart below to compare losses from any high point for RVMD and FCX.
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Drawdown Indicators
| RVMD | FCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.29% | -92.52% | +19.23% |
Max Drawdown (1Y)Largest decline over 1 year | -24.95% | -24.31% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -48.63% | -46.34% | -2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -56.85% | -51.47% | -5.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -72.59% | — |
Current DrawdownCurrent decline from peak | -2.64% | -12.57% | +9.93% |
Average DrawdownAverage peak-to-trough decline | -35.01% | -39.50% | +4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.04% | 10.27% | -0.23% |
Volatility
RVMD vs. FCX - Volatility Comparison
The current volatility for Revolution Medicines, Inc. (RVMD) is 10.50%, while Freeport-McMoRan Inc. (FCX) has a volatility of 14.00%. This indicates that RVMD experiences smaller price fluctuations and is considered to be less risky than FCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RVMD | FCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.50% | 14.00% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 45.53% | 39.22% | +6.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.61% | 49.43% | +18.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.48% | 45.26% | +17.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.34% | 48.36% | +16.98% |
Dividends
RVMD vs. FCX - Dividend Comparison
RVMD has not paid dividends to shareholders, while FCX's dividend yield for the trailing twelve months is around 0.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCX Freeport-McMoRan Inc. | 0.84% | 1.18% | 1.58% | 1.41% | 0.99% | 0.54% | 0.19% | 1.52% | 1.45% | 0.00% | 0.00% | 8.46% |
RVMD Revolution Medicines, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
RVMD vs. FCX - Financials Comparison
This section allows you to compare key financial metrics between Revolution Medicines, Inc. and Freeport-McMoRan 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
RVMD and FCX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCX has higher volatility (14.00%) compared to RVMD (10.50%). In terms of maximum drawdown, RVMD dropped -73.29% vs FCX's -92.52%.
RVMD currently has the higher Sharpe Ratio (6.01 vs 1.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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