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

Correlation

The correlation between SBSW and AMBP is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

SBSW vs. AMBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sibanye Stillwater Limited (SBSW) and Ardagh Metal Packaging S.A. (AMBP). The values are adjusted to include any dividend payments, if applicable.

-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%AugustSeptemberOctoberNovemberDecember2025
-75.62%
-65.35%
SBSW
AMBP

Key characteristics

Sharpe Ratio

SBSW:

-0.36

AMBP:

-0.41

Sortino Ratio

SBSW:

-0.15

AMBP:

-0.36

Omega Ratio

SBSW:

0.98

AMBP:

0.95

Calmar Ratio

SBSW:

-0.27

AMBP:

-0.20

Martin Ratio

SBSW:

-0.99

AMBP:

-1.09

Ulcer Index

SBSW:

22.48%

AMBP:

12.83%

Daily Std Dev

SBSW:

61.59%

AMBP:

34.35%

Max Drawdown

SBSW:

-83.67%

AMBP:

-75.71%

Current Drawdown

SBSW:

-80.77%

AMBP:

-69.68%

Fundamentals

Market Cap

SBSW:

$2.92B

AMBP:

$1.67B

EPS

SBSW:

-$4.10

AMBP:

-$0.12

Total Revenue (TTM)

SBSW:

$55.20B

AMBP:

$3.71B

Gross Profit (TTM)

SBSW:

$7.14B

AMBP:

$429.00M

EBITDA (TTM)

SBSW:

$4.74B

AMBP:

$495.00M

Returns By Period

In the year-to-date period, SBSW achieves a 6.06% return, which is significantly higher than AMBP's -6.98% return.


SBSW

YTD

6.06%

1M

-1.69%

6M

-21.17%

1Y

-23.58%

5Y*

-17.10%

10Y*

-3.38%

AMBP

YTD

-6.98%

1M

-7.59%

6M

-15.40%

1Y

-14.51%

5Y*

N/A

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

SBSW vs. AMBP — Risk-Adjusted Performance Rank

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

SBSW
The Risk-Adjusted Performance Rank of SBSW is 2727
Overall Rank
The Sharpe Ratio Rank of SBSW is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SBSW is 2828
Sortino Ratio Rank
The Omega Ratio Rank of SBSW is 2828
Omega Ratio Rank
The Calmar Ratio Rank of SBSW is 2929
Calmar Ratio Rank
The Martin Ratio Rank of SBSW is 2323
Martin Ratio Rank

AMBP
The Risk-Adjusted Performance Rank of AMBP is 2525
Overall Rank
The Sharpe Ratio Rank of AMBP is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of AMBP is 2323
Sortino Ratio Rank
The Omega Ratio Rank of AMBP is 2323
Omega Ratio Rank
The Calmar Ratio Rank of AMBP is 3434
Calmar Ratio Rank
The Martin Ratio Rank of AMBP is 1919
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.

SBSW vs. AMBP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sibanye Stillwater Limited (SBSW) and Ardagh Metal Packaging S.A. (AMBP). 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 SBSW, currently valued at -0.36, compared to the broader market-2.000.002.004.00-0.36-0.41
The chart of Sortino ratio for SBSW, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.00-0.15-0.36
The chart of Omega ratio for SBSW, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.95
The chart of Calmar ratio for SBSW, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.27-0.20
The chart of Martin ratio for SBSW, currently valued at -0.99, compared to the broader market-10.000.0010.0020.00-0.99-1.09
SBSW
AMBP

The current SBSW Sharpe Ratio is -0.36, which is comparable to the AMBP Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of SBSW and AMBP, 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-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
-0.36
-0.41
SBSW
AMBP

Dividends

SBSW vs. AMBP - Dividend Comparison

SBSW has not paid dividends to shareholders, while AMBP's dividend yield for the trailing twelve months is around 14.29%.


TTM20242023202220212020201920182017201620152014
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%
AMBP
Ardagh Metal Packaging S.A.
14.29%13.29%10.42%6.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SBSW vs. AMBP - Drawdown Comparison

The maximum SBSW drawdown since its inception was -83.67%, which is greater than AMBP's maximum drawdown of -75.71%. Use the drawdown chart below to compare losses from any high point for SBSW and AMBP. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%AugustSeptemberOctoberNovemberDecember2025
-80.77%
-69.68%
SBSW
AMBP

Volatility

SBSW vs. AMBP - Volatility Comparison

Sibanye Stillwater Limited (SBSW) has a higher volatility of 14.73% compared to Ardagh Metal Packaging S.A. (AMBP) at 10.01%. This indicates that SBSW's price experiences larger fluctuations and is considered to be riskier than AMBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
14.73%
10.01%
SBSW
AMBP

Financials

SBSW vs. AMBP - Financials Comparison

This section allows you to compare key financial metrics between Sibanye Stillwater Limited and Ardagh Metal Packaging S.A.. 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
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