WPM vs. FNV.TO
Compare and contrast key facts about Wheaton Precious Metals Corp. (WPM) 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 or FNV.TO.
Key characteristics
| WPM | FNV.TO | |
|---|---|---|
| YTD Return | 20.68% | 8.78% |
| 1Y Return | 33.24% | -3.60% |
| 3Y Return (Ann) | 11.33% | -4.71% |
| 5Y Return (Ann) | 18.57% | 4.68% |
| 10Y Return (Ann) | 12.89% | 11.45% |
| Sharpe Ratio | 1.27 | -0.07 |
| Sortino Ratio | 1.78 | 0.08 |
| Omega Ratio | 1.22 | 1.01 |
| Calmar Ratio | 1.41 | -0.05 |
| Martin Ratio | 5.43 | -0.22 |
| Ulcer Index | 6.98% | 7.78% |
| Daily Std Dev | 29.73% | 25.87% |
| Max Drawdown | -86.74% | -47.77% |
| Current Drawdown | -13.85% | -25.26% |
Fundamentals
| WPM | FNV.TO | |
|---|---|---|
| Market Cap | $27.12B | CA$31.58B |
| EPS | $1.34 | -CA$4.29 |
| PEG Ratio | 2.40 | 11.81 |
| Total Revenue (TTM) | $893.55M | CA$1.10B |
| Gross Profit (TTM) | $542.47M | CA$726.30M |
| EBITDA (TTM) | $451.72M | CA$711.24M |
Correlation
The correlation between WPM and FNV.TO is 0.71, 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 vs. FNV.TO - Performance Comparison
In the year-to-date period, WPM achieves a 20.68% return, which is significantly higher than FNV.TO's 8.78% return. Over the past 10 years, WPM has outperformed FNV.TO with an annualized return of 12.89%, while FNV.TO has yielded a comparatively lower 11.45% 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 vs. FNV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wheaton Precious Metals Corp. (WPM) 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 vs. FNV.TO - Dividend Comparison
WPM's dividend yield for the trailing twelve months is around 1.04%, more than FNV.TO's 0.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WPM Wheaton Precious Metals Corp. | 1.04% | 1.22% | 1.54% | 1.33% | 1.01% | 1.21% | 1.84% | 1.49% | 1.09% | 1.61% | 1.28% | 2.23% |
FNV.TO Franco-Nevada Corporation | 0.90% | 0.93% | 0.69% | 0.66% | 0.65% | 0.74% | 1.32% | 0.91% | 1.08% | 1.31% | 1.36% | 1.66% |
Drawdowns
WPM vs. FNV.TO - Drawdown Comparison
The maximum WPM drawdown since its inception was -86.74%, 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 and FNV.TO. For additional features, visit the drawdowns tool.
Volatility
WPM vs. FNV.TO - Volatility Comparison
Wheaton Precious Metals Corp. (WPM) has a higher volatility of 11.11% compared to Franco-Nevada Corporation (FNV.TO) at 9.51%. This indicates that WPM'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 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