AEM vs. ACGL
AEM (Agnico Eagle Mines Limited) and ACGL (Arch Capital Group Ltd.) are both stocks. AEM operates in Gold (Basic Materials), while ACGL operates in Insurance - Diversified (Financial Services). Over the past 10 years, AEM returned 11.46%/yr vs 15.70%/yr for ACGL. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
AEM vs. ACGL - Performance Comparison
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Returns By Period
In the year-to-date period, AEM achieves a -13.95% return, which is significantly lower than ACGL's 4.81% return. Over the past 10 years, AEM has underperformed ACGL with an annualized return of 11.46%, while ACGL has yielded a comparatively higher 15.70% annualized return.
AEM
- 1D
- -3.64%
- 1M
- -6.19%
- 6M
- -23.42%
- YTD
- -13.95%
- 1Y
- 17.91%
- 3Y*
- 44.82%
- 5Y*
- 20.40%
- 10Y*
- 11.46%
- ALL TIME*
- 7.47%
ACGL
- 1D
- -0.60%
- 1M
- 2.01%
- 6M
- 4.68%
- YTD
- 4.81%
- 1Y
- 16.81%
- 3Y*
- 11.10%
- 5Y*
- 22.07%
- 10Y*
- 15.70%
- ALL TIME*
- 13.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $213.28M | $189.90M | $217.00M | |
| $362.33M | $376.74M | $426.77M |
AEM vs. ACGL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AEM Agnico Eagle Mines Limited | -13.95% | 119.53% | 46.04% | 8.98% | 1.08% | -22.81% | 17.39% | 54.18% | -11.51% | 10.92% |
ACGL Arch Capital Group Ltd. | 4.81% | 3.87% | 30.76% | 18.30% | 41.24% | 23.23% | -15.90% | 60.52% | -11.69% | 5.19% |
Correlation
The correlation between AEM and ACGL is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.11 |
Correlation (3Y) Balances recent behavior with more history. | -0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 1995 | 0.06 |
The correlation between AEM and ACGL shifts across timeframes, from -0.11 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AEM:
$73.56B
ACGL:
$35.12B
AEM:
$11.60
ACGL:
$12.85
AEM:
12.52
ACGL:
7.82
AEM:
0.19
ACGL:
0.18
AEM:
5.06
ACGL:
1.91
AEM:
2.56
ACGL:
1.51
AEM:
$14.43B
ACGL:
$19.20B
AEM:
$9.02B
ACGL:
$6.56B
AEM:
$10.36B
ACGL:
$5.60B
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Return for Risk
AEM vs. ACGL — Risk / Return Rank
AEM
ACGL
AEM vs. ACGL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Agnico Eagle Mines Limited (AEM) and Arch Capital Group Ltd. (ACGL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AEM | ACGL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.15 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | 1.20 | -0.81 |
| Martin ratioReturn relative to average drawdown | 0.90 | 3.11 | -2.22 |
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Drawdowns
AEM vs. ACGL - Drawdown Comparison
The maximum AEM drawdown since its inception was -90.49%, which is greater than ACGL's maximum drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for AEM and ACGL.
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Drawdown Indicators
| AEM | ACGL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.49% | -54.70% | -35.79% |
Max Drawdown (1Y)Largest decline over 1 year | -45.80% | -14.08% | -31.72% |
Max Drawdown (3Y)Largest decline over 3 years | -45.80% | -22.43% | -23.37% |
Max Drawdown (5Y)Largest decline over 5 years | -45.80% | -22.43% | -23.37% |
Max Drawdown (10Y)Largest decline over 10 years | -53.86% | -53.84% | -0.02% |
Current DrawdownCurrent decline from peak | -42.25% | -7.96% | -34.29% |
Average DrawdownAverage peak-to-trough decline | -46.63% | -11.71% | -34.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.06% | 5.41% | +14.65% |
Volatility
AEM vs. ACGL - Volatility Comparison
Agnico Eagle Mines Limited (AEM) has a higher volatility of 11.20% compared to Arch Capital Group Ltd. (ACGL) at 8.78%. This indicates that AEM's price experiences larger fluctuations and is considered to be riskier than ACGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AEM | ACGL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.20% | 8.78% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 36.02% | 16.73% | +19.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.77% | 21.43% | +23.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.35% | 24.61% | +12.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.38% | 27.63% | +9.75% |
Dividends
AEM vs. ACGL - Dividend Comparison
AEM's dividend yield for the trailing twelve months is around 1.17%, while ACGL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 0.00% | 0.00% | 5.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AEM Agnico Eagle Mines Limited | 1.17% | 0.94% | 2.05% | 2.92% | 3.08% | 2.63% | 2.36% | 0.89% | 1.09% | 0.89% | 0.86% | 1.22% |
Financials
AEM vs. ACGL - Financials Comparison
This section allows you to compare key financial metrics between Agnico Eagle Mines Limited and Arch Capital Group 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.
Total Revenue: Total amount of money received from sales and other business activities
AEM vs. ACGL - Profitability Comparison
AEM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Agnico Eagle Mines Limited reported a gross profit of 2.30B and revenue of 3.71B. Therefore, the gross margin over that period was 62.2%.
ACGL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Arch Capital Group Ltd. reported a gross profit of -30.00M and revenue of 4.47B. Therefore, the gross margin over that period was -0.7%.
AEM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Agnico Eagle Mines Limited reported an operating income of 2.22B and revenue of 3.71B, resulting in an operating margin of 60.0%.
ACGL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Arch Capital Group Ltd. reported an operating income of 46.00M and revenue of 4.47B, resulting in an operating margin of 1.0%.
AEM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Agnico Eagle Mines Limited reported a net income of 1.56B and revenue of 3.71B, resulting in a net margin of 42.1%.
ACGL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Arch Capital Group Ltd. reported a net income of 1.06B and revenue of 4.47B, resulting in a net margin of 23.6%.
Frequently Asked Questions
AEM and ACGL have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AEM has higher volatility (11.20%) compared to ACGL (8.78%). In terms of maximum drawdown, AEM dropped -90.49% vs ACGL's -54.70%.
ACGL currently has the higher Sharpe Ratio (0.79 vs 0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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