PortfoliosLab logoPortfoliosLab logo
WRN vs. FMST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WRN vs. FMST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Copper and Gold Corporation (WRN) and Foremost Lithium Resource & Technology Ltd. Common stock (FMST). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WRN achieves a -12.73% return, which is significantly higher than FMST's -26.89% return.


WRN

1D
-1.69%
1M
-14.34%
YTD
-12.73%
6M
-17.67%
1Y
89.43%
3Y*
14.55%
5Y*
2.39%
10Y*
12.05%

FMST

1D
0.65%
1M
-4.32%
YTD
-26.89%
6M
-37.50%
1Y
-57.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WRN vs. FMST - Yearly Performance Comparison


Correlation

The correlation between WRN and FMST is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2025

0.23

The correlation between WRN and FMST shifts across timeframes, from 0.23 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WRN:

$492.23M

FMST:

$22.25M

EPS

WRN:

-CA$0.02

FMST:

-CA$0.27

PB Ratio

WRN:

2.48

FMST:

0.92

Total Revenue (TTM)

WRN:

CA$0.00

FMST:

CA$0.00

Gross Profit (TTM)

WRN:

-CA$113.39K

FMST:

CA$0.00

EBITDA (TTM)

WRN:

-CA$8.21M

FMST:

-CA$3.43M

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

WRN vs. FMST — Risk / Return Rank

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

WRN
WRN Risk / Return Rank: 7575
Overall Rank
WRN Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
WRN Sortino Ratio Rank: 7373
Sortino Ratio Rank
WRN Omega Ratio Rank: 7373
Omega Ratio Rank
WRN Calmar Ratio Rank: 7676
Calmar Ratio Rank
WRN Martin Ratio Rank: 7474
Martin Ratio Rank

FMST
FMST Risk / Return Rank: 1414
Overall Rank
FMST Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FMST Sortino Ratio Rank: 1818
Sortino Ratio Rank
FMST Omega Ratio Rank: 2020
Omega Ratio Rank
FMST Calmar Ratio Rank: 88
Calmar Ratio Rank
FMST Martin Ratio Rank: 1010
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.

WRN vs. FMST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Copper and Gold Corporation (WRN) and Foremost Lithium Resource & Technology Ltd. Common stock (FMST). 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.


WRNFMSTDifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+2.47

Omega ratioGain probability vs. loss probability

1.24

0.93

+0.31

Calmar ratioReturn relative to maximum drawdown

2.02

-0.87

+2.89

Martin ratioReturn relative to average drawdown

4.48

-1.33

+5.81

WRN vs. FMST - Sharpe Ratio Comparison

The current WRN Sharpe Ratio is 1.33, which is higher than the FMST Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of WRN and FMST, 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

WRN vs. FMST - Drawdown Comparison

The maximum WRN drawdown since its inception was -95.24%, which is greater than FMST's maximum drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for WRN and FMST.


Loading charts...

Drawdown Indicators


WRNFMSTDifference

Max Drawdown

Largest peak-to-trough decline

-95.24%

-73.43%

-21.81%

Max Drawdown (1Y)

Largest decline over 1 year

-44.44%

-66.51%

+22.07%

Max Drawdown (3Y)

Largest decline over 3 years

-46.15%

Max Drawdown (5Y)

Largest decline over 5 years

-61.92%

Max Drawdown (10Y)

Largest decline over 10 years

-80.12%

Current Drawdown

Current decline from peak

-45.06%

-71.40%

+26.34%

Average Drawdown

Average peak-to-trough decline

-64.36%

-49.18%

-15.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.05%

43.30%

-23.25%

Volatility

WRN vs. FMST - Volatility Comparison

Western Copper and Gold Corporation (WRN) has a higher volatility of 23.05% compared to Foremost Lithium Resource & Technology Ltd. Common stock (FMST) at 21.06%. This indicates that WRN's price experiences larger fluctuations and is considered to be riskier than FMST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WRNFMSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.05%

21.06%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

56.63%

58.75%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

67.89%

96.56%

-28.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.02%

120.12%

-63.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.03%

120.12%

-58.09%

Dividends

WRN vs. FMST - Dividend Comparison

Neither WRN nor FMST has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

WRN vs. FMST - Financials Comparison

This section allows you to compare key financial metrics between Western Copper and Gold Corporation and Foremost Lithium Resource & Technology Ltd. Common stock. 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


0.002022202320242025202600
(WRN) Total Revenue
(FMST) Total Revenue
Values in CAD except per share items

Frequently Asked Questions


WRN and FMST have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WRN has higher volatility (23.05%) compared to FMST (21.06%). In terms of maximum drawdown, WRN dropped -95.24% vs FMST's -73.43%.

WRN currently has the higher Sharpe Ratio (1.33 vs -0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for WRN and FMST

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