SII vs. MUX

Last updated Apr 1, 2026

Compare and contrast key facts about Sprott Inc (SII) and McEwen Mining Inc. (MUX).

Performance

SII vs. MUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Inc (SII) and McEwen Mining Inc. (MUX). The values are adjusted to include any dividend payments, if applicable.

SII vs. MUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SII Sprott Inc	46.30%	137.17%	27.39%	5.00%	-24.09%	59.43%	-11.70%
MUX McEwen Mining Inc.	10.32%	137.92%	7.91%	23.04%	-33.90%	-10.00%	-0.52%

Fundamentals

Market Cap SII : $2.68B MUX : $1.12B
EPS SII : $4.19 MUX : $0.19
PE Ratio SII : 34.09 MUX : 106.56
PEG Ratio SII : 0.68 MUX : 0.89
PS Ratio SII : 8.41 MUX : 8.34
PB Ratio SII : 5.34 MUX : 2.05
Total Revenue (TTM) SII : $318.78M MUX : $132.93M
Gross Profit (TTM) SII : $206.43M MUX : $22.45M
EBITDA (TTM) SII : $109.60M MUX : $21.78M

Returns By Period

In the year-to-date period, SII achieves a 46.30% return, which is significantly higher than MUX's 10.32% return.

SII

• 1D: 6.68%
• 1M: -11.62%
• YTD: 46.30%
• 6M: 72.99%
• 1Y: 223.91%
• 3Y*: 61.57%
• 5Y*: 32.29%
• 10Y*: —

MUX

• 1D: 8.27%
• 1M: -27.97%
• YTD: 10.32%
• 6M: 19.42%
• 1Y: 170.46%
• 3Y*: 34.09%
• 5Y*: 13.38%
• 10Y*: 0.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SII vs. MUX — Risk / Return Rank

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

SII

SII Risk / Return Rank: 99
SII Sharpe Ratio Rank: 99
SII Sortino Ratio Rank: 99
SII Omega Ratio Rank: 98
SII Calmar Ratio Rank: 99
SII Martin Ratio Rank: 99

MUX

MUX Risk / Return Rank: 92
MUX Sharpe Ratio Rank: 95
MUX Sortino Ratio Rank: 91
MUX Omega Ratio Rank: 89
MUX Calmar Ratio Rank: 92
MUX Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SII vs. MUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Inc (SII) and McEwen Mining Inc. (MUX). 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.

	SII	MUX	Difference
Sharpe ratio Return per unit of total volatility	5.59	2.63	+2.96
Sortino ratio Return per unit of downside risk	5.08	2.90	+2.18
Omega ratio Gain probability vs. loss probability	1.70	1.38	+0.32
Calmar ratio Return relative to maximum drawdown	11.39	4.55	+6.83
Martin ratio Return relative to average drawdown	31.53	12.57	+18.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SII vs. MUX - Sharpe Ratio Comparison

The current SII Sharpe Ratio is 5.59, which is higher than the MUX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of SII and MUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SII	MUX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.59	2.63	+2.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	0.21	+0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.01	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	-0.01	+0.90

Correlation

The correlation between SII and MUX is 0.50, 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.

Dividends

SII vs. MUX - Dividend Comparison

SII's dividend yield for the trailing twelve months is around 0.98%, while MUX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SII Sprott Inc	0.98%	1.33%	2.49%	2.95%	3.00%	2.22%	1.66%	0.00%	0.00%	0.00%	0.00%	0.00%
MUX McEwen Mining Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.39%	0.55%	0.44%	0.34%	0.47%

Drawdowns

SII vs. MUX - Drawdown Comparison

The maximum SII drawdown since its inception was -47.81%, smaller than the maximum MUX drawdown of -99.67%. Use the drawdown chart below to compare losses from any high point for SII and MUX.

Drawdown Indicators

	SII	MUX	Difference
Max Drawdown Largest peak-to-trough decline	-47.81%	-99.67%	+51.86%
Max Drawdown (1Y) Largest decline over 1 year	-20.01%	-36.28%	+16.27%
Max Drawdown (5Y) Largest decline over 5 years	-47.81%	-82.48%	+34.67%
Max Drawdown (10Y) Largest decline over 10 years	—	-93.89%	—
Current Drawdown Current decline from peak	-14.12%	-93.21%	+79.09%
Average Drawdown Average peak-to-trough decline	-21.15%	-86.46%	+65.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.23%	13.14%	-5.91%

Volatility

SII vs. MUX - Volatility Comparison

The current volatility for Sprott Inc (SII) is 15.47%, while McEwen Mining Inc. (MUX) has a volatility of 21.23%. This indicates that SII experiences smaller price fluctuations and is considered to be less risky than MUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SII	MUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.47%	21.23%	-5.76%
Volatility (6M) Calculated over the trailing 6-month period	33.31%	50.53%	-17.22%
Volatility (1Y) Calculated over the trailing 1-year period	40.34%	65.32%	-24.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.70%	63.07%	-27.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.17%	64.01%	-27.84%

Financials