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AEM.TO vs. ABX.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AEM.TO and ABX.TO is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

AEM.TO vs. ABX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agnico Eagle Mines Limited (AEM.TO) and Barrick Gold Corporation (ABX.TO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AEM.TO:

2.36

ABX.TO:

0.41

Sortino Ratio

AEM.TO:

2.89

ABX.TO:

0.84

Omega Ratio

AEM.TO:

1.40

ABX.TO:

1.10

Calmar Ratio

AEM.TO:

4.94

ABX.TO:

0.29

Martin Ratio

AEM.TO:

16.88

ABX.TO:

1.28

Ulcer Index

AEM.TO:

4.68%

ABX.TO:

11.49%

Daily Std Dev

AEM.TO:

32.44%

ABX.TO:

33.91%

Max Drawdown

AEM.TO:

-84.30%

ABX.TO:

-84.51%

Current Drawdown

AEM.TO:

-4.49%

ABX.TO:

-40.34%

Fundamentals

Market Cap

AEM.TO:

CA$82.16B

ABX.TO:

CA$45.26B

EPS

AEM.TO:

CA$6.49

ABX.TO:

CA$1.81

PE Ratio

AEM.TO:

25.14

ABX.TO:

14.54

PEG Ratio

AEM.TO:

28.26

ABX.TO:

1.74

PS Ratio

AEM.TO:

9.21

ABX.TO:

3.40

PB Ratio

AEM.TO:

2.76

ABX.TO:

1.34

Total Revenue (TTM)

AEM.TO:

CA$8.92B

ABX.TO:

CA$13.31B

Gross Profit (TTM)

AEM.TO:

CA$4.28B

ABX.TO:

CA$5.50B

EBITDA (TTM)

AEM.TO:

CA$2.38B

ABX.TO:

CA$3.19B

Returns By Period

In the year-to-date period, AEM.TO achieves a 45.52% return, which is significantly higher than ABX.TO's 18.09% return. Over the past 10 years, AEM.TO has outperformed ABX.TO with an annualized return of 16.59%, while ABX.TO has yielded a comparatively lower 7.45% annualized return.


AEM.TO

YTD

45.52%

1M

1.36%

6M

39.80%

1Y

79.05%

3Y*

37.12%

5Y*

15.39%

10Y*

16.59%

ABX.TO

YTD

18.09%

1M

0.31%

6M

7.09%

1Y

14.68%

3Y*

2.29%

5Y*

-2.59%

10Y*

7.45%

*Annualized

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Agnico Eagle Mines Limited

Barrick Gold Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AEM.TO vs. ABX.TO — Risk-Adjusted Performance Rank

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

AEM.TO
The Risk-Adjusted Performance Rank of AEM.TO is 9696
Overall Rank
The Sharpe Ratio Rank of AEM.TO is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AEM.TO is 9494
Sortino Ratio Rank
The Omega Ratio Rank of AEM.TO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of AEM.TO is 9999
Calmar Ratio Rank
The Martin Ratio Rank of AEM.TO is 9898
Martin Ratio Rank

ABX.TO
The Risk-Adjusted Performance Rank of ABX.TO is 6363
Overall Rank
The Sharpe Ratio Rank of ABX.TO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ABX.TO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ABX.TO is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ABX.TO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ABX.TO is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AEM.TO vs. ABX.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agnico Eagle Mines Limited (AEM.TO) and Barrick Gold Corporation (ABX.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.


The current AEM.TO Sharpe Ratio is 2.36, which is higher than the ABX.TO Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of AEM.TO and ABX.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AEM.TO vs. ABX.TO - Dividend Comparison

AEM.TO's dividend yield for the trailing twelve months is around 1.23%, less than ABX.TO's 1.91% yield.


TTM20242023202220212020201920182017201620152014
AEM.TO
Agnico Eagle Mines Limited
1.23%1.42%2.20%2.27%2.71%1.06%0.71%0.80%0.71%0.82%0.88%1.50%
ABX.TO
Barrick Gold Corporation
1.91%1.79%1.67%2.80%3.24%1.07%0.81%1.22%1.02%0.59%1.69%2.16%

Drawdowns

AEM.TO vs. ABX.TO - Drawdown Comparison

The maximum AEM.TO drawdown since its inception was -84.30%, roughly equal to the maximum ABX.TO drawdown of -84.51%. Use the drawdown chart below to compare losses from any high point for AEM.TO and ABX.TO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AEM.TO vs. ABX.TO - Volatility Comparison

Agnico Eagle Mines Limited (AEM.TO) has a higher volatility of 13.84% compared to Barrick Gold Corporation (ABX.TO) at 10.53%. This indicates that AEM.TO's price experiences larger fluctuations and is considered to be riskier than ABX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

AEM.TO vs. ABX.TO - Financials Comparison

This section allows you to compare key financial metrics between Agnico Eagle Mines Limited and Barrick Gold 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B20212022202320242025
2.47B
3.13B
(AEM.TO) Total Revenue
(ABX.TO) Total Revenue
Values in CAD except per share items

AEM.TO vs. ABX.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Agnico Eagle Mines Limited and Barrick Gold Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%45.0%50.0%20212022202320242025
52.0%
43.0%
(AEM.TO) Gross Margin
(ABX.TO) Gross Margin
AEM.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Agnico Eagle Mines Limited reported a gross profit of 1.28B and revenue of 2.47B. Therefore, the gross margin over that period was 52.0%.

ABX.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Barrick Gold Corporation reported a gross profit of 1.35B and revenue of 3.13B. Therefore, the gross margin over that period was 43.0%.

AEM.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Agnico Eagle Mines Limited reported an operating income of 1.16B and revenue of 2.47B, resulting in an operating margin of 47.0%.

ABX.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Barrick Gold Corporation reported an operating income of 1.23B and revenue of 3.13B, resulting in an operating margin of 39.3%.

AEM.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Agnico Eagle Mines Limited reported a net income of 814.73M and revenue of 2.47B, resulting in a net margin of 33.0%.

ABX.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Barrick Gold Corporation reported a net income of 474.00M and revenue of 3.13B, resulting in a net margin of 15.1%.