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

Correlation

The correlation between SBSW and PAAS is 0.59, 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

SBSW vs. PAAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sibanye Stillwater Limited (SBSW) and Pan American Silver Corp. (PAAS). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-24.00%
2.25%
SBSW
PAAS

Key characteristics

Sharpe Ratio

SBSW:

-0.53

PAAS:

0.68

Sortino Ratio

SBSW:

-0.48

PAAS:

1.29

Omega Ratio

SBSW:

0.95

PAAS:

1.15

Calmar Ratio

SBSW:

-0.39

PAAS:

0.48

Martin Ratio

SBSW:

-1.48

PAAS:

2.43

Ulcer Index

SBSW:

22.04%

PAAS:

13.27%

Daily Std Dev

SBSW:

61.71%

PAAS:

47.24%

Max Drawdown

SBSW:

-83.67%

PAAS:

-85.10%

Current Drawdown

SBSW:

-80.17%

PAAS:

-42.68%

Fundamentals

Market Cap

SBSW:

$2.92B

PAAS:

$8.02B

EPS

SBSW:

-$4.10

PAAS:

-$0.20

Total Revenue (TTM)

SBSW:

$81.76B

PAAS:

$2.67B

Gross Profit (TTM)

SBSW:

$6.29B

PAAS:

$432.18M

EBITDA (TTM)

SBSW:

$6.88B

PAAS:

$764.41M

Returns By Period

In the year-to-date period, SBSW achieves a -33.52% return, which is significantly lower than PAAS's 28.87% return. Over the past 10 years, SBSW has underperformed PAAS with an annualized return of 1.51%, while PAAS has yielded a comparatively higher 10.55% annualized return.


SBSW

YTD

-33.52%

1M

-14.05%

6M

-24.00%

1Y

-34.84%

5Y*

-13.19%

10Y*

1.51%

PAAS

YTD

28.87%

1M

-8.21%

6M

2.26%

1Y

28.08%

5Y*

0.86%

10Y*

10.55%

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. PAAS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sibanye Stillwater Limited (SBSW) and Pan American Silver Corp. (PAAS). 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 -0.53, compared to the broader market-4.00-2.000.002.00-0.530.68
The chart of Sortino ratio for SBSW, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.00-0.481.29
The chart of Omega ratio for SBSW, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.15
The chart of Calmar ratio for SBSW, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.390.48
The chart of Martin ratio for SBSW, currently valued at -1.48, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.482.43
SBSW
PAAS

The current SBSW Sharpe Ratio is -0.53, which is lower than the PAAS Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SBSW and PAAS, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.53
0.68
SBSW
PAAS

Dividends

SBSW vs. PAAS - Dividend Comparison

SBSW has not paid dividends to shareholders, while PAAS's dividend yield for the trailing twelve months is around 1.94%.


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%
PAAS
Pan American Silver Corp.
1.94%2.45%2.75%1.36%0.64%0.59%0.96%0.64%0.34%4.23%5.43%4.27%

Drawdowns

SBSW vs. PAAS - Drawdown Comparison

The maximum SBSW drawdown since its inception was -83.67%, roughly equal to the maximum PAAS drawdown of -85.10%. Use the drawdown chart below to compare losses from any high point for SBSW and PAAS. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-80.17%
-42.68%
SBSW
PAAS

Volatility

SBSW vs. PAAS - Volatility Comparison

Sibanye Stillwater Limited (SBSW) and Pan American Silver Corp. (PAAS) have volatilities of 13.49% and 13.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
13.49%
13.83%
SBSW
PAAS

Financials

SBSW vs. PAAS - Financials Comparison

This section allows you to compare key financial metrics between Sibanye Stillwater Limited and Pan American 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


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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