AEM vs. IVV
Compare and contrast key facts about Agnico Eagle Mines Limited (AEM) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AEM or IVV.
Performance
AEM vs. IVV - Performance Comparison
Returns By Period
In the year-to-date period, AEM achieves a 53.22% return, which is significantly higher than IVV's 25.45% return. Over the past 10 years, AEM has outperformed IVV with an annualized return of 14.02%, while IVV has yielded a comparatively lower 13.13% annualized return.
AEM
53.22%
-4.32%
18.85%
74.26%
9.30%
14.02%
IVV
25.45%
0.97%
11.84%
31.81%
15.61%
13.13%
Key characteristics
| AEM | IVV | |
|---|---|---|
| Sharpe Ratio | 2.48 | 2.70 |
| Sortino Ratio | 3.00 | 3.60 |
| Omega Ratio | 1.39 | 1.50 |
| Calmar Ratio | 1.75 | 3.91 |
| Martin Ratio | 11.90 | 17.60 |
| Ulcer Index | 6.30% | 1.87% |
| Daily Std Dev | 30.31% | 12.17% |
| Max Drawdown | -90.33% | -55.25% |
| Current Drawdown | -7.20% | -1.40% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between AEM and IVV is 0.14, 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.
Risk-Adjusted Performance
AEM vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Agnico Eagle Mines Limited (AEM) and iShares Core S&P 500 ETF (IVV). 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.
Dividends
AEM vs. IVV - Dividend Comparison
AEM's dividend yield for the trailing twelve months is around 1.94%, more than IVV's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEM Agnico Eagle Mines Limited | 1.94% | 2.92% | 3.08% | 2.63% | 1.35% | 1.10% | 1.09% | 0.89% | 0.86% | 1.22% | 1.29% | 3.34% |
IVV iShares Core S&P 500 ETF | 1.25% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
AEM vs. IVV - Drawdown Comparison
The maximum AEM drawdown since its inception was -90.33%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for AEM and IVV. For additional features, visit the drawdowns tool.
Volatility
AEM vs. IVV - Volatility Comparison
Agnico Eagle Mines Limited (AEM) has a higher volatility of 11.34% compared to iShares Core S&P 500 ETF (IVV) at 4.09%. This indicates that AEM's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.