Correlation Between Fortuna Silver and Methanex

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Can any of the company-specific risk be diversified away by investing in both Fortuna Silver and Methanex at the same time? Although using a correlation coefficient on its own may not help to predict future stock returns, this module helps to understand the diversifiable risk of combining Fortuna Silver and Methanex into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between Fortuna Silver Mines and Methanex, you can compare the effects of market volatilities on Fortuna Silver and Methanex and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in Fortuna Silver with a short position of Methanex. Check out your portfolio center. Please also check ongoing floating volatility patterns of Fortuna Silver and Methanex.

Diversification Opportunities for Fortuna Silver and Methanex

0.07
  Correlation Coefficient

Significant diversification

The 3 months correlation between Fortuna and Methanex is 0.07. Overlapping area represents the amount of risk that can be diversified away by holding Fortuna Silver Mines and Methanex in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Methanex and Fortuna Silver is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on Fortuna Silver Mines are associated (or correlated) with Methanex. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Methanex has no effect on the direction of Fortuna Silver i.e., Fortuna Silver and Methanex go up and down completely randomly.

Pair Corralation between Fortuna Silver and Methanex

Assuming the 90 days trading horizon Fortuna Silver Mines is expected to generate 1.08 times more return on investment than Methanex. However, Fortuna Silver is 1.08 times more volatile than Methanex. It trades about 0.14 of its potential returns per unit of risk. Methanex is currently generating about 0.02 per unit of risk. If you would invest  1,059  in Fortuna Silver Mines on August 29, 2025 and sell it today you would earn a total of  312.00  from holding Fortuna Silver Mines or generate 29.46% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Fortuna Silver Mines  vs.  Methanex

 Performance 
       Timeline  
Fortuna Silver Mines 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Fortuna Silver Mines are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating forward indicators, Fortuna Silver displayed solid returns over the last few months and may actually be approaching a breakup point.
Methanex 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Methanex are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy basic indicators, Methanex is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors.

Fortuna Silver and Methanex Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Fortuna Silver and Methanex

The main advantage of trading using opposite Fortuna Silver and Methanex positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Fortuna Silver position performs unexpectedly, Methanex can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Methanex will offset losses from the drop in Methanex's long position.
The idea behind Fortuna Silver Mines and Methanex pairs trading is to make the combined position market-neutral, meaning the overall market's direction will not affect its win or loss (or potential downside or upside). This can be achieved by designing a pairs trade with two highly correlated stocks or equities that operate in a similar space or sector, making it possible to obtain profits through simple and relatively low-risk investment.
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Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

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