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SBSW vs. AMBP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SBSW and AMBP is 0.23, 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%JulyAugustSeptemberOctoberNovemberDecember
-74.54%
-62.50%
SBSW
AMBP

Key characteristics

Sharpe Ratio

SBSW:

-0.51

AMBP:

-0.39

Sortino Ratio

SBSW:

-0.45

AMBP:

-0.33

Omega Ratio

SBSW:

0.95

AMBP:

0.96

Calmar Ratio

SBSW:

-0.38

AMBP:

-0.19

Martin Ratio

SBSW:

-1.44

AMBP:

-1.27

Ulcer Index

SBSW:

22.03%

AMBP:

10.41%

Daily Std Dev

SBSW:

61.76%

AMBP:

33.75%

Max Drawdown

SBSW:

-83.67%

AMBP:

-75.71%

Current Drawdown

SBSW:

-79.92%

AMBP:

-67.19%

Fundamentals

Market Cap

SBSW:

$2.92B

AMBP:

$1.89B

EPS

SBSW:

-$4.10

AMBP:

-$0.12

Total Revenue (TTM)

SBSW:

$81.76B

AMBP:

$4.85B

Gross Profit (TTM)

SBSW:

$6.29B

AMBP:

$530.00M

EBITDA (TTM)

SBSW:

$6.88B

AMBP:

$623.00M

Returns By Period

In the year-to-date period, SBSW achieves a -32.69% return, which is significantly lower than AMBP's -11.83% return.


SBSW

YTD

-32.69%

1M

-15.20%

6M

-21.23%

1Y

-31.68%

5Y*

-12.97%

10Y*

1.34%

AMBP

YTD

-11.83%

1M

-13.50%

6M

-9.73%

1Y

-12.06%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

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 -0.51, compared to the broader market-4.00-2.000.002.00-0.51-0.36
The chart of Sortino ratio for SBSW, currently valued at -0.45, compared to the broader market-4.00-2.000.002.004.00-0.45-0.28
The chart of Omega ratio for SBSW, currently valued at 0.95, compared to the broader market0.501.001.502.000.950.96
The chart of Calmar ratio for SBSW, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.38-0.18
The chart of Martin ratio for SBSW, currently valued at -1.44, compared to the broader market0.0010.0020.00-1.44-1.14
SBSW
AMBP

The current SBSW Sharpe Ratio is -0.51, which is lower than the AMBP Sharpe Ratio of -0.39. 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.51
-0.36
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 13.20%.


TTM20232022202120202019201820172016201520142013
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%
AMBP
Ardagh Metal Packaging S.A.
13.20%10.42%6.24%0.00%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%JulyAugustSeptemberOctoberNovemberDecember
-79.92%
-67.19%
SBSW
AMBP

Volatility

SBSW vs. AMBP - Volatility Comparison

Sibanye Stillwater Limited (SBSW) has a higher volatility of 13.77% compared to Ardagh Metal Packaging S.A. (AMBP) at 10.49%. 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%JulyAugustSeptemberOctoberNovemberDecember
13.77%
10.49%
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
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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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