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

Correlation

The correlation between SA and FMV.DE is 0.56, 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

SA vs. FMV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seabridge Gold Inc. (SA) and First Majestic Silver Corp (FMV.DE). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
-38.32%
-0.81%
SA
FMV.DE

Key characteristics

Sharpe Ratio

SA:

-0.05

FMV.DE:

0.53

Sortino Ratio

SA:

0.27

FMV.DE:

1.16

Omega Ratio

SA:

1.03

FMV.DE:

1.13

Calmar Ratio

SA:

-0.04

FMV.DE:

0.41

Martin Ratio

SA:

-0.12

FMV.DE:

1.40

Ulcer Index

SA:

21.19%

FMV.DE:

22.37%

Daily Std Dev

SA:

48.52%

FMV.DE:

58.37%

Max Drawdown

SA:

-90.99%

FMV.DE:

-76.92%

Current Drawdown

SA:

-70.82%

FMV.DE:

-68.25%

Fundamentals

Market Cap

SA:

$1.13B

FMV.DE:

€2.70B

EPS

SA:

-$0.11

FMV.DE:

-€0.33

PEG Ratio

SA:

0.00

FMV.DE:

0.00

Total Revenue (TTM)

SA:

$0.00

FMV.DE:

€390.29M

Gross Profit (TTM)

SA:

-$191.00K

FMV.DE:

€43.66M

EBITDA (TTM)

SA:

$22.98M

FMV.DE:

€57.91M

Returns By Period

In the year-to-date period, SA achieves a -0.96% return, which is significantly lower than FMV.DE's 4.41% return.


SA

YTD

-0.96%

1M

-7.45%

6M

-38.32%

1Y

-2.33%

5Y*

-3.82%

10Y*

4.48%

FMV.DE

YTD

4.41%

1M

1.55%

6M

6.14%

1Y

30.89%

5Y*

-9.39%

10Y*

N/A

*Annualized

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

SA vs. FMV.DE — Risk-Adjusted Performance Rank

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

SA
The Risk-Adjusted Performance Rank of SA is 4242
Overall Rank
The Sharpe Ratio Rank of SA is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of SA is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SA is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SA is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SA is 4444
Martin Ratio Rank

FMV.DE
The Risk-Adjusted Performance Rank of FMV.DE is 6363
Overall Rank
The Sharpe Ratio Rank of FMV.DE is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FMV.DE is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FMV.DE is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FMV.DE is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FMV.DE is 6262
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.

SA vs. FMV.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Seabridge Gold Inc. (SA) and First Majestic Silver Corp (FMV.DE). 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 SA, currently valued at -0.07, compared to the broader market-2.000.002.00-0.070.40
The chart of Sortino ratio for SA, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.006.000.230.99
The chart of Omega ratio for SA, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.11
The chart of Calmar ratio for SA, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.070.31
The chart of Martin ratio for SA, currently valued at -0.16, compared to the broader market-10.000.0010.0020.0030.00-0.161.01
SA
FMV.DE

The current SA Sharpe Ratio is -0.05, which is lower than the FMV.DE Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of SA and FMV.DE, 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 Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.07
0.40
SA
FMV.DE

Dividends

SA vs. FMV.DE - Dividend Comparison

SA has not paid dividends to shareholders, while FMV.DE's dividend yield for the trailing twelve months is around 0.21%.


TTM2024202320222021
SA
Seabridge Gold Inc.
0.00%0.00%0.00%0.00%0.00%
FMV.DE
First Majestic Silver Corp
0.21%0.22%0.24%0.23%0.10%

Drawdowns

SA vs. FMV.DE - Drawdown Comparison

The maximum SA drawdown since its inception was -90.99%, which is greater than FMV.DE's maximum drawdown of -76.92%. Use the drawdown chart below to compare losses from any high point for SA and FMV.DE. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-50.26%
-72.47%
SA
FMV.DE

Volatility

SA vs. FMV.DE - Volatility Comparison

Seabridge Gold Inc. (SA) has a higher volatility of 22.08% compared to First Majestic Silver Corp (FMV.DE) at 16.88%. This indicates that SA's price experiences larger fluctuations and is considered to be riskier than FMV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
22.08%
16.88%
SA
FMV.DE

Financials

SA vs. FMV.DE - Financials Comparison

This section allows you to compare key financial metrics between Seabridge Gold Inc. and First Majestic 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


Please note, different currencies. SA values in USD, FMV.DE values in EUR
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab