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AEM vs. GOLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AEM and GOLD is 0.06, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

AEM vs. GOLD - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
1,800.84%
4,554.29%
AEM
GOLD

Key characteristics

Sharpe Ratio

AEM:

2.86

GOLD:

0.48

Sortino Ratio

AEM:

3.27

GOLD:

0.90

Omega Ratio

AEM:

1.45

GOLD:

1.11

Calmar Ratio

AEM:

4.90

GOLD:

0.26

Martin Ratio

AEM:

19.13

GOLD:

1.33

Ulcer Index

AEM:

4.81%

GOLD:

12.56%

Daily Std Dev

AEM:

32.27%

GOLD:

34.80%

Max Drawdown

AEM:

-90.33%

GOLD:

-88.51%

Current Drawdown

AEM:

-4.02%

GOLD:

-55.93%

Fundamentals

Market Cap

AEM:

$60.12B

GOLD:

$32.76B

EPS

AEM:

$3.78

GOLD:

$1.22

PE Ratio

AEM:

31.35

GOLD:

15.61

PEG Ratio

AEM:

28.15

GOLD:

1.50

PS Ratio

AEM:

6.74

GOLD:

2.54

PB Ratio

AEM:

2.89

GOLD:

1.35

Total Revenue (TTM)

AEM:

$6.47B

GOLD:

$10.17B

Gross Profit (TTM)

AEM:

$3.01B

GOLD:

$4.03B

EBITDA (TTM)

AEM:

$3.54B

GOLD:

$5.71B

Returns By Period

In the year-to-date period, AEM achieves a 52.17% return, which is significantly higher than GOLD's 23.60% return. Over the past 10 years, AEM has outperformed GOLD with an annualized return of 16.20%, while GOLD has yielded a comparatively lower 5.45% annualized return.


AEM

YTD

52.17%

1M

9.90%

6M

37.64%

1Y

84.48%

5Y*

17.32%

10Y*

16.20%

GOLD

YTD

23.60%

1M

-2.61%

6M

-1.75%

1Y

13.96%

5Y*

-4.11%

10Y*

5.45%

*Annualized

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Risk-Adjusted Performance

AEM vs. GOLD — Risk-Adjusted Performance Rank

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

AEM
The Risk-Adjusted Performance Rank of AEM is 9898
Overall Rank
The Sharpe Ratio Rank of AEM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of AEM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of AEM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of AEM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of AEM is 9999
Martin Ratio Rank

GOLD
The Risk-Adjusted Performance Rank of GOLD is 6666
Overall Rank
The Sharpe Ratio Rank of GOLD is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLD is 6363
Sortino Ratio Rank
The Omega Ratio Rank of GOLD is 6262
Omega Ratio Rank
The Calmar Ratio Rank of GOLD is 6565
Calmar Ratio Rank
The Martin Ratio Rank of GOLD is 6868
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 vs. GOLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agnico Eagle Mines Limited (AEM) and Barrick Gold Corporation (GOLD). 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 chart of Sharpe ratio for AEM, currently valued at 2.86, compared to the broader market-2.00-1.000.001.002.003.00
AEM: 2.86
GOLD: 0.48
The chart of Sortino ratio for AEM, currently valued at 3.27, compared to the broader market-6.00-4.00-2.000.002.004.00
AEM: 3.27
GOLD: 0.90
The chart of Omega ratio for AEM, currently valued at 1.45, compared to the broader market0.501.001.502.00
AEM: 1.45
GOLD: 1.11
The chart of Calmar ratio for AEM, currently valued at 4.90, compared to the broader market0.001.002.003.004.005.00
AEM: 4.90
GOLD: 0.26
The chart of Martin ratio for AEM, currently valued at 19.13, compared to the broader market-5.000.005.0010.0015.0020.00
AEM: 19.13
GOLD: 1.33

The current AEM Sharpe Ratio is 2.86, which is higher than the GOLD Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of AEM and GOLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.86
0.48
AEM
GOLD

Dividends

AEM vs. GOLD - Dividend Comparison

AEM's dividend yield for the trailing twelve months is around 1.35%, less than GOLD's 2.10% yield.


TTM20242023202220212020201920182017201620152014
AEM
Agnico Eagle Mines Limited
1.35%2.05%2.92%3.08%2.63%1.35%1.10%1.09%0.89%0.86%1.22%1.29%
GOLD
Barrick Gold Corporation
2.10%2.58%2.21%3.78%4.11%1.36%0.70%1.40%0.83%0.50%1.90%1.86%

Drawdowns

AEM vs. GOLD - Drawdown Comparison

The maximum AEM drawdown since its inception was -90.33%, roughly equal to the maximum GOLD drawdown of -88.51%. Use the drawdown chart below to compare losses from any high point for AEM and GOLD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.02%
-55.93%
AEM
GOLD

Volatility

AEM vs. GOLD - Volatility Comparison

The current volatility for Agnico Eagle Mines Limited (AEM) is 14.01%, while Barrick Gold Corporation (GOLD) has a volatility of 16.00%. This indicates that AEM experiences smaller price fluctuations and is considered to be less risky than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.01%
16.00%
AEM
GOLD

Financials

AEM vs. GOLD - 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


Values in USD except per share items