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AEM vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AEM and IVV is 0.13, 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. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agnico Eagle Mines Limited (AEM) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
2,509.20%
520.30%
AEM
IVV

Key characteristics

Sharpe Ratio

AEM:

2.86

IVV:

0.53

Sortino Ratio

AEM:

3.27

IVV:

0.87

Omega Ratio

AEM:

1.45

IVV:

1.13

Calmar Ratio

AEM:

4.90

IVV:

0.55

Martin Ratio

AEM:

19.13

IVV:

2.27

Ulcer Index

AEM:

4.81%

IVV:

4.56%

Daily Std Dev

AEM:

32.27%

IVV:

19.37%

Max Drawdown

AEM:

-90.33%

IVV:

-55.25%

Current Drawdown

AEM:

-4.02%

IVV:

-9.90%

Returns By Period

In the year-to-date period, AEM achieves a 52.17% return, which is significantly higher than IVV's -5.74% return. Over the past 10 years, AEM has outperformed IVV with an annualized return of 16.13%, while IVV has yielded a comparatively lower 12.05% annualized return.


AEM

YTD

52.17%

1M

13.14%

6M

37.64%

1Y

86.13%

5Y*

17.27%

10Y*

16.13%

IVV

YTD

-5.74%

1M

-3.19%

6M

-4.30%

1Y

10.85%

5Y*

16.03%

10Y*

12.05%

*Annualized

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Risk-Adjusted Performance

AEM vs. IVV — 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 9797
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

IVV
The Risk-Adjusted Performance Rank of IVV is 6161
Overall Rank
The Sharpe Ratio Rank of IVV is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 5959
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6161
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 6464
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6363
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. 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.


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
IVV: 0.53
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
IVV: 0.87
The chart of Omega ratio for AEM, currently valued at 1.45, compared to the broader market0.501.001.502.00
AEM: 1.45
IVV: 1.13
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
IVV: 0.55
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
IVV: 2.27

The current AEM Sharpe Ratio is 2.86, which is higher than the IVV Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of AEM and IVV, 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
0.53
AEM
IVV

Dividends

AEM vs. IVV - Dividend Comparison

AEM's dividend yield for the trailing twelve months is around 1.35%, less than IVV's 1.40% 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%
IVV
iShares Core S&P 500 ETF
1.40%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.02%
-9.90%
AEM
IVV

Volatility

AEM vs. IVV - Volatility Comparison

Agnico Eagle Mines Limited (AEM) and iShares Core S&P 500 ETF (IVV) have volatilities of 14.01% and 14.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.01%
14.25%
AEM
IVV