PortfoliosLab logoPortfoliosLab logo
SOBO.TO vs. FCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SOBO.TO vs. FCX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in South Bow Corp (SOBO.TO) and Freeport-McMoRan Inc. (FCX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SOBO.TO is traded in CAD, while FCX is traded in USD. To make them comparable, the FCX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SOBO.TO achieves a 43.31% return, which is significantly higher than FCX's 38.21% return.


SOBO.TO

1D
1.25%
1M
8.07%
YTD
43.31%
6M
46.62%
1Y
53.85%
3Y*
5Y*
10Y*

FCX

1D
3.42%
1M
4.02%
YTD
38.21%
6M
47.29%
1Y
72.01%
3Y*
23.24%
5Y*
15.57%
10Y*
23.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOBO.TO vs. FCX - Yearly Performance Comparison


2026 (YTD)20252024
SOBO.TO
South Bow Corp
43.31%19.87%23.73%
FCX
Freeport-McMoRan Inc.
38.21%29.23%-16.84%

Correlation

The correlation between SOBO.TO and FCX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

0.03

Fundamentals

Market Cap

SOBO.TO:

CA$11.12B

FCX:

$98.78B

EPS

SOBO.TO:

$2.03

FCX:

$1.89

PE Ratio

SOBO.TO:

18.81

FCX:

36.13

PS Ratio

SOBO.TO:

4.37

FCX:

3.74

PB Ratio

SOBO.TO:

2.99

FCX:

5.06

Total Revenue (TTM)

SOBO.TO:

$1.82B

FCX:

$26.42B

Gross Profit (TTM)

SOBO.TO:

$893.03M

FCX:

$7.35B

EBITDA (TTM)

SOBO.TO:

$851.07M

FCX:

$9.59B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SOBO.TO vs. FCX — Risk / Return Rank

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

SOBO.TO
SOBO.TO Risk / Return Rank: 9292
Overall Rank
SOBO.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SOBO.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOBO.TO Omega Ratio Rank: 9292
Omega Ratio Rank
SOBO.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
SOBO.TO Martin Ratio Rank: 9191
Martin Ratio Rank

FCX
FCX Risk / Return Rank: 7979
Overall Rank
FCX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FCX Omega Ratio Rank: 7676
Omega Ratio Rank
FCX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FCX Martin Ratio Rank: 8282
Martin Ratio Rank
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.

SOBO.TO vs. FCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for South Bow Corp (SOBO.TO) and Freeport-McMoRan Inc. (FCX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SOBO.TOFCXDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.44

1.27

+0.17

Calmar ratioReturn relative to maximum drawdown

4.48

3.00

+1.47

Martin ratioReturn relative to average drawdown

11.83

7.73

+4.10

SOBO.TO vs. FCX - Sharpe Ratio Comparison

The current SOBO.TO Sharpe Ratio is 2.72, which is higher than the FCX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SOBO.TO and FCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SOBO.TO vs. FCX - Drawdown Comparison

The maximum SOBO.TO drawdown since its inception was -26.40%, smaller than the maximum FCX drawdown of -89.39%. Use the drawdown chart below to compare losses from any high point for SOBO.TO and FCX.


Loading charts...

Drawdown Indicators


SOBO.TOFCXDifference

Max Drawdown

Largest peak-to-trough decline

-26.40%

-89.39%

+62.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-24.11%

+12.02%

Max Drawdown (3Y)

Largest decline over 3 years

-44.48%

Max Drawdown (5Y)

Largest decline over 5 years

-49.61%

Max Drawdown (10Y)

Largest decline over 10 years

-68.89%

Current Drawdown

Current decline from peak

0.00%

-3.60%

+3.60%

Average Drawdown

Average peak-to-trough decline

-4.69%

-34.53%

+29.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

9.34%

-4.74%

Volatility

SOBO.TO vs. FCX - Volatility Comparison

The current volatility for South Bow Corp (SOBO.TO) is 7.30%, while Freeport-McMoRan Inc. (FCX) has a volatility of 18.12%. This indicates that SOBO.TO experiences smaller price fluctuations and is considered to be less risky than FCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SOBO.TOFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

18.12%

-10.82%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

37.60%

-22.76%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

48.77%

-28.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.55%

45.39%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.55%

49.08%

-4.53%

Dividends

SOBO.TO vs. FCX - Dividend Comparison

SOBO.TO's dividend yield for the trailing twelve months is around 5.18%, more than FCX's 0.88% yield.


PositionTTM20252024202320222021202020192018201720162015
FCX
Freeport-McMoRan Inc.
0.88%1.18%1.58%1.41%0.99%0.54%0.19%1.52%1.45%0.00%0.00%8.46%
SOBO.TO
South Bow Corp
5.18%7.37%2.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SOBO.TO vs. FCX - Financials Comparison

This section allows you to compare key financial metrics between South Bow Corp and Freeport-McMoRan Inc.. 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


0.002.00B4.00B6.00B8.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
416.07M
6.23B
(SOBO.TO) Total Revenue
(FCX) Total Revenue
Values in USD except per share items

SOBO.TO vs. FCX - Profitability Comparison

The chart below illustrates the profitability comparison between South Bow Corp and Freeport-McMoRan Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
22.0%
26.6%
Portfolio components
SOBO.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, South Bow Corp reported a gross profit of 91.48M and revenue of 416.07M. Therefore, the gross margin over that period was 22.0%.

FCX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported a gross profit of 1.66B and revenue of 6.23B. Therefore, the gross margin over that period was 26.6%.

SOBO.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, South Bow Corp reported an operating income of 91.48M and revenue of 416.07M, resulting in an operating margin of 22.0%.

FCX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported an operating income of 2.14B and revenue of 6.23B, resulting in an operating margin of 34.3%.

SOBO.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, South Bow Corp reported a net income of 75.74M and revenue of 416.07M, resulting in a net margin of 18.2%.

FCX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported a net income of 881.00M and revenue of 6.23B, resulting in a net margin of 14.1%.


Frequently Asked Questions


SOBO.TO and FCX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SOBO.TO and FCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer