First Majestic Silver Corp

10-Year Study

FMV.XETRA · Basic Materials · DE · Common Stock

Executive Summary: First Majestic Silver Corp has compounded at -15.9% annually over the last 10 years, with a maximum drawdown of 98.4% and an annualized volatility of 416.0%.

1Y CAGR
-37.2%
3Y CAGR
+29.9%
5Y CAGR
+4.6%
10Y CAGR
-15.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
98.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
5.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
29.69
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
548.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +905.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -79.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-39.441.3-32.0-0.4————————-42.1%
20253.50.00.13.17.34.81.82.04.10.6-4.03.029.1%
2024-25.384.9-22.6-27.5204.623.780.8-35.3-0.510.610.9140.8905.5%
202314.4-5.4-16.8-12.8-7.3-12.1-6.2-30.0-31.1-38.17.77.4-79.3%
2022-80.513.419.2185.1-1.1-79.66.7232.9-67.98.036.01.2-74.4%
202144.7-0.3-11.9372.6-76.5-10.0367.4-82.3372.0-6.0-10.35.5340.8%
2020-15.6-24.4-14.830.516.3-1.91171.9-90.9-19.96.4-1.220.8-4.4%
2019——————————-83.011.4-81.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 416.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 65.0% of variance. Idiosyncratic stock-specific factors contribute 20.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-11-011704.5446709994294
2019-12-011899.1811370662167
2020-01-011603.016788508713
2020-02-011211.4573520383187
2020-03-011032.7377921301668
2020-04-011347.6372963777346
2020-05-011567.8329814654041
2020-06-011538.6047206017186
2020-07-0119569.99629470359
2020-08-011786.1143838524806
2020-09-011430.0755263819808
2020-10-011521.2698272574587
2020-11-011502.552396407215
2020-12-011815.165396317963
2021-01-012626.644012971242
2021-02-012618.2424388964164
2021-03-012306.6752045350663
2021-04-0110900.9009009009
2021-05-012565.1033691151374
2021-06-012309.475729226675
2021-07-0110794.42772102634
2021-08-011906.8028181889485
2021-09-019000.673444384041
2021-10-018457.407347305276
2021-11-017582.68625875951
2021-12-018000.992586702583
2022-01-011557.5171246899858
2022-02-011765.5181199812841
2022-03-012104.8424535012346
2022-04-015999.858008714208
2022-05-015934.772584052079
2022-06-011208.63910250689
2022-07-011289.6947950051524
2022-08-014293.842514084184
2022-09-011377.592275674053
2022-10-011487.8407793563604
2022-11-012022.7586675537743
2022-12-012047.2190330528667
2023-01-012341.4513470239976
2023-02-012215.303584130513
2023-03-011842.4971804587537
2023-04-011605.87056209617
2023-05-011489.1523728772302
2023-06-011308.9794612985847
2023-07-011228.3313691205465
2023-08-01859.6547143811479
2023-09-01592.3641481469461
2023-10-01366.90417244774045
2023-11-01395.26393137358315
2023-12-01424.5099103155993
2024-01-01317.2746260219992
2024-02-01586.6921879099153
2024-03-01454.1104026196716
2024-04-01329.34525874193014
2024-05-011003.225906783397
2024-06-011240.9160229728377
2024-07-012243.9646942048626
2024-08-011452.9227891956803
2024-09-011445.9216045826672
2024-10-011598.780632929537
2024-11-011772.4839820306647
2024-12-014268.377391200867
2025-01-014418.2782677604055
2025-02-014419.332045945675
2025-03-014425.031305697772
2025-04-014562.461290470897
2025-05-014894.862214360864
2025-06-015129.379416943211
2025-07-015221.946916895881
2025-08-015327.410944417849
2025-09-015544.522381883534
2025-10-015576.022472487499
2025-11-015353.222255578906
2025-12-015512.425251730265
2026-01-013340.228339296967
2026-02-014720.12484414766
2026-03-013208.1960074755034
2026-04-013194.0161356192575
Annual Return Matrix
YearAnnual Return
2020-0.04423787658192413
20213.4078587014343054
2022-0.7441293675918055
2023-0.7926406977163752
20249.05483567633926
20250.29145685737488103
2026-0.4205787852421753
Total Factor Risk
4.159631576479331
VTI.US Exposure
-0.004166657470151288
VEA.US Exposure
0.004878260476022408
VWO.US Exposure
0.00345840092723847
QQQ.US Exposure
0.017548236412059423
VTV.US Exposure
0.016458842204266546
IJR.US Exposure
-0.0011442802032684985
QUAL.US Exposure
-0.003107035905411176
SHV.US Exposure
0.6502759004716187
TLT.US Exposure
0.011637950264060047
LQD.US Exposure
0.0002586351060443268
HYG.US Exposure
0.04938897495216097
GLD.US Exposure
0.0008887255967307652
USO.US Exposure
0.001666158488176969
VNQ.US Exposure
0.028715222882353224
BTC-USD.CC Exposure
0.00033924328113117756
CPER.US Exposure
-0.001680324147540616
VIX.INDX Exposure
0.002362522442751467
UUP.US Exposure
0.00019923377935482275
TIP.US Exposure
0.016566769816096557
Idiosyncratic Exposure
0.20545522062630556
Value Score
23.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
416.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →65.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.12%
Market Cap$9.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.270.01%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-9.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-28.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
43.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
2.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Majestic Silver Corp a high-risk investment?

First Majestic Silver Corp (FMV.XETRA) has an annualized volatility of 416.0% and experienced a maximum drawdown of 98.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FMV.XETRA?

Over the past 10 years, FMV.XETRA has generated a Compound Annual Growth Rate (CAGR) of -15.9%. It has had a positive return in 43% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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