WPM.TO vs. FNV.TO
Compare and contrast key facts about Wheaton Precious Metals Corp. (WPM.TO) and Franco-Nevada Corporation (FNV.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WPM.TO or FNV.TO.
Key characteristics
| WPM.TO | FNV.TO | |
|---|---|---|
| YTD Return | 30.73% | 12.54% |
| 1Y Return | 44.43% | 0.53% |
| 3Y Return (Ann) | 16.41% | -3.63% |
| 5Y Return (Ann) | 20.64% | 5.55% |
| 10Y Return (Ann) | 15.43% | 11.85% |
| Sharpe Ratio | 1.58 | -0.01 |
| Sortino Ratio | 2.10 | 0.17 |
| Omega Ratio | 1.27 | 1.02 |
| Calmar Ratio | 1.67 | -0.01 |
| Martin Ratio | 7.29 | -0.02 |
| Ulcer Index | 6.09% | 7.64% |
| Daily Std Dev | 28.09% | 25.82% |
| Max Drawdown | -83.21% | -47.77% |
| Current Drawdown | -10.33% | -22.67% |
Fundamentals
| WPM.TO | FNV.TO | |
|---|---|---|
| Market Cap | CA$38.53B | CA$31.58B |
| EPS | CA$1.87 | -CA$4.40 |
| PEG Ratio | 0.00 | 11.81 |
| Total Revenue (TTM) | CA$909.34M | CA$1.10B |
| Gross Profit (TTM) | CA$534.96M | CA$726.30M |
| EBITDA (TTM) | CA$691.57M | CA$711.24M |
Correlation
The correlation between WPM.TO and FNV.TO is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
WPM.TO vs. FNV.TO - Performance Comparison
In the year-to-date period, WPM.TO achieves a 30.73% return, which is significantly higher than FNV.TO's 12.54% return. Over the past 10 years, WPM.TO has outperformed FNV.TO with an annualized return of 15.43%, while FNV.TO has yielded a comparatively lower 11.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WPM.TO vs. FNV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wheaton Precious Metals Corp. (WPM.TO) and Franco-Nevada Corporation (FNV.TO). 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.
Dividends
WPM.TO vs. FNV.TO - Dividend Comparison
WPM.TO's dividend yield for the trailing twelve months is around 0.72%, less than FNV.TO's 0.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WPM.TO Wheaton Precious Metals Corp. | 0.72% | 0.92% | 1.50% | 1.05% | 0.79% | 0.93% | 1.35% | 1.19% | 0.81% | 1.51% | 1.42% | 2.10% |
FNV.TO Franco-Nevada Corporation | 0.87% | 0.93% | 0.69% | 0.66% | 0.65% | 0.74% | 1.32% | 0.91% | 1.08% | 1.31% | 1.36% | 1.66% |
Drawdowns
WPM.TO vs. FNV.TO - Drawdown Comparison
The maximum WPM.TO drawdown since its inception was -83.21%, which is greater than FNV.TO's maximum drawdown of -47.77%. Use the drawdown chart below to compare losses from any high point for WPM.TO and FNV.TO. For additional features, visit the drawdowns tool.
Volatility
WPM.TO vs. FNV.TO - Volatility Comparison
Wheaton Precious Metals Corp. (WPM.TO) has a higher volatility of 10.95% compared to Franco-Nevada Corporation (FNV.TO) at 9.26%. This indicates that WPM.TO's price experiences larger fluctuations and is considered to be riskier than FNV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WPM.TO vs. FNV.TO - Financials Comparison
This section allows you to compare key financial metrics between Wheaton Precious Metals Corp. and Franco-Nevada Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities