PortfoliosLab logo
AEM.TO vs. FTS.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AEM.TO and FTS.TO is 0.27, 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. FTS.TO - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

AEM.TO:

2.91

FTS.TO:

1.93

Sortino Ratio

AEM.TO:

3.43

FTS.TO:

2.72

Omega Ratio

AEM.TO:

1.47

FTS.TO:

1.32

Calmar Ratio

AEM.TO:

6.11

FTS.TO:

2.09

Martin Ratio

AEM.TO:

20.43

FTS.TO:

10.38

Ulcer Index

AEM.TO:

4.54%

FTS.TO:

2.56%

Daily Std Dev

AEM.TO:

31.66%

FTS.TO:

14.39%

Max Drawdown

AEM.TO:

-84.30%

FTS.TO:

-40.04%

Current Drawdown

AEM.TO:

-1.44%

FTS.TO:

-4.94%

Fundamentals

Market Cap

AEM.TO:

CA$85.13B

FTS.TO:

CA$32.49B

EPS

AEM.TO:

CA$6.35

FTS.TO:

CA$3.31

PE Ratio

AEM.TO:

26.45

FTS.TO:

19.55

PEG Ratio

AEM.TO:

28.26

FTS.TO:

3.10

PS Ratio

AEM.TO:

9.54

FTS.TO:

2.80

PB Ratio

AEM.TO:

2.89

FTS.TO:

1.44

Total Revenue (TTM)

AEM.TO:

CA$8.92B

FTS.TO:

CA$11.73B

Gross Profit (TTM)

AEM.TO:

CA$4.28B

FTS.TO:

CA$6.01B

EBITDA (TTM)

AEM.TO:

CA$2.38B

FTS.TO:

CA$2.63B

Returns By Period

In the year-to-date period, AEM.TO achieves a 50.17% return, which is significantly higher than FTS.TO's 10.63% return. Over the past 10 years, AEM.TO has outperformed FTS.TO with an annualized return of 17.68%, while FTS.TO has yielded a comparatively lower 10.18% annualized return.


AEM.TO

YTD

50.17%

1M

13.16%

6M

50.48%

1Y

91.79%

3Y*

39.22%

5Y*

18.23%

10Y*

17.68%

FTS.TO

YTD

10.63%

1M

-1.62%

6M

11.41%

1Y

27.70%

3Y*

8.07%

5Y*

8.71%

10Y*

10.18%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Agnico Eagle Mines Limited

Fortis Inc.

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

Risk-Adjusted Performance

AEM.TO vs. FTS.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 9797
Overall Rank
The Sharpe Ratio Rank of AEM.TO is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of AEM.TO is 9595
Sortino Ratio Rank
The Omega Ratio Rank of AEM.TO is 9595
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

FTS.TO
The Risk-Adjusted Performance Rank of FTS.TO is 9292
Overall Rank
The Sharpe Ratio Rank of FTS.TO is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FTS.TO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FTS.TO is 8787
Omega Ratio Rank
The Calmar Ratio Rank of FTS.TO is 9292
Calmar Ratio Rank
The Martin Ratio Rank of FTS.TO is 9494
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. FTS.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agnico Eagle Mines Limited (AEM.TO) and Fortis Inc. (FTS.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 2.91, which is higher than the FTS.TO Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of AEM.TO and FTS.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.


Loading data...

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. FTS.TO - Dividend Comparison

AEM.TO's dividend yield for the trailing twelve months is around 0.95%, less than FTS.TO's 3.78% yield.


TTM20242023202220212020201920182017201620152014
AEM.TO
Agnico Eagle Mines Limited
0.95%1.42%2.20%2.27%2.71%1.06%0.71%0.80%0.71%0.82%0.88%1.50%
FTS.TO
Fortis Inc.
3.78%4.00%4.22%4.04%3.38%3.74%3.39%3.79%3.54%3.67%4.49%3.29%

Drawdowns

AEM.TO vs. FTS.TO - Drawdown Comparison

The maximum AEM.TO drawdown since its inception was -84.30%, which is greater than FTS.TO's maximum drawdown of -40.04%. Use the drawdown chart below to compare losses from any high point for AEM.TO and FTS.TO.


Loading data...

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

Volatility

AEM.TO vs. FTS.TO - Volatility Comparison

Agnico Eagle Mines Limited (AEM.TO) has a higher volatility of 8.11% compared to Fortis Inc. (FTS.TO) at 3.01%. This indicates that AEM.TO's price experiences larger fluctuations and is considered to be riskier than FTS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

AEM.TO vs. FTS.TO - Financials Comparison

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


500.00M1.00B1.50B2.00B2.50B3.00B20212022202320242025
2.47B
3.34B
(AEM.TO) Total Revenue
(FTS.TO) Total Revenue
Values in CAD except per share items

AEM.TO vs. FTS.TO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20212022202320242025
52.0%
68.8%
(AEM.TO) Gross Margin
(FTS.TO) Gross Margin
AEM.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

FTS.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Fortis Inc. reported a gross profit of 2.30B and revenue of 3.34B. Therefore, the gross margin over that period was 68.8%.

AEM.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.

FTS.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Fortis Inc. reported an operating income of 953.00M and revenue of 3.34B, resulting in an operating margin of 28.6%.

AEM.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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%.

FTS.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Fortis Inc. reported a net income of 520.00M and revenue of 3.34B, resulting in a net margin of 15.6%.