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

Correlation

The correlation between AEM.TO and IVN.TO is 0.12, 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. IVN.TO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AEM.TO:

2.73

IVN.TO:

-0.71

Sortino Ratio

AEM.TO:

3.36

IVN.TO:

-0.80

Omega Ratio

AEM.TO:

1.45

IVN.TO:

0.90

Calmar Ratio

AEM.TO:

5.92

IVN.TO:

-0.80

Martin Ratio

AEM.TO:

19.79

IVN.TO:

-1.72

Ulcer Index

AEM.TO:

4.54%

IVN.TO:

24.79%

Daily Std Dev

AEM.TO:

31.68%

IVN.TO:

62.06%

Max Drawdown

AEM.TO:

-84.30%

IVN.TO:

-89.81%

Current Drawdown

AEM.TO:

-2.43%

IVN.TO:

-52.77%

Fundamentals

Market Cap

AEM.TO:

CA$83.72B

IVN.TO:

CA$13.81B

EPS

AEM.TO:

CA$6.44

IVN.TO:

CA$0.43

PE Ratio

AEM.TO:

25.82

IVN.TO:

23.74

PEG Ratio

AEM.TO:

28.26

IVN.TO:

0.00

PS Ratio

AEM.TO:

9.38

IVN.TO:

115.36

PB Ratio

AEM.TO:

2.84

IVN.TO:

1.97

Total Revenue (TTM)

AEM.TO:

CA$8.92B

IVN.TO:

CA$117.84M

Gross Profit (TTM)

AEM.TO:

CA$4.28B

IVN.TO:

-CA$15.34M

EBITDA (TTM)

AEM.TO:

CA$2.38B

IVN.TO:

CA$211.16M

Returns By Period

In the year-to-date period, AEM.TO achieves a 48.66% return, which is significantly higher than IVN.TO's -41.09% return. Over the past 10 years, AEM.TO has underperformed IVN.TO with an annualized return of 17.86%, while IVN.TO has yielded a comparatively higher 27.01% annualized return.


AEM.TO

YTD

48.66%

1M

3.23%

6M

48.73%

1Y

88.60%

3Y*

38.50%

5Y*

17.99%

10Y*

17.86%

IVN.TO

YTD

-41.09%

1M

-21.79%

6M

-42.07%

1Y

-41.71%

3Y*

6.16%

5Y*

22.06%

10Y*

27.01%

*Annualized

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Agnico Eagle Mines Limited

Ivanhoe Mines Ltd.

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

Risk-Adjusted Performance

AEM.TO vs. IVN.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 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AEM.TO is 9595
Sortino Ratio Rank
The Omega Ratio Rank of AEM.TO is 9494
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

IVN.TO
The Risk-Adjusted Performance Rank of IVN.TO is 99
Overall Rank
The Sharpe Ratio Rank of IVN.TO is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of IVN.TO is 1414
Sortino Ratio Rank
The Omega Ratio Rank of IVN.TO is 1515
Omega Ratio Rank
The Calmar Ratio Rank of IVN.TO is 55
Calmar Ratio Rank
The Martin Ratio Rank of IVN.TO is 11
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. IVN.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agnico Eagle Mines Limited (AEM.TO) and Ivanhoe Mines Ltd. (IVN.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 2.73, which is higher than the IVN.TO Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of AEM.TO and IVN.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. IVN.TO - Dividend Comparison

AEM.TO's dividend yield for the trailing twelve months is around 0.96%, while IVN.TO has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
AEM.TO
Agnico Eagle Mines Limited
0.96%1.42%2.20%2.27%2.71%1.06%0.71%0.80%0.71%0.82%0.88%1.50%
IVN.TO
Ivanhoe Mines Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AEM.TO vs. IVN.TO - Drawdown Comparison

The maximum AEM.TO drawdown since its inception was -84.30%, smaller than the maximum IVN.TO drawdown of -89.81%. Use the drawdown chart below to compare losses from any high point for AEM.TO and IVN.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. IVN.TO - Volatility Comparison

The current volatility for Agnico Eagle Mines Limited (AEM.TO) is 7.86%, while Ivanhoe Mines Ltd. (IVN.TO) has a volatility of 25.01%. This indicates that AEM.TO experiences smaller price fluctuations and is considered to be less risky than IVN.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. IVN.TO - Financials Comparison

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


0.00500.00M1.00B1.50B2.00B2.50B20212022202320242025
2.47B
77.02M
(AEM.TO) Total Revenue
(IVN.TO) Total Revenue
Values in CAD except per share items