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

Performance

AEM vs. PAAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agnico Eagle Mines Limited (AEM) and Pan American Silver Corp. (PAAS). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
25.48%
11.05%
AEM
PAAS

Returns By Period

In the year-to-date period, AEM achieves a 55.30% return, which is significantly higher than PAAS's 43.46% return. Over the past 10 years, AEM has outperformed PAAS with an annualized return of 14.47%, while PAAS has yielded a comparatively lower 10.19% annualized return.


AEM

YTD

55.30%

1M

-5.02%

6M

25.48%

1Y

73.10%

5Y (annualized)

9.65%

10Y (annualized)

14.47%

PAAS

YTD

43.46%

1M

-10.96%

6M

11.05%

1Y

62.91%

5Y (annualized)

6.42%

10Y (annualized)

10.19%

Fundamentals


AEMPAAS
Market Cap$41.91B$8.16B
EPS$1.98-$0.20
PEG Ratio28.157.59
Total Revenue (TTM)$7.86B$2.68B
Gross Profit (TTM)$3.04B$429.70M
EBITDA (TTM)$3.37B$764.41M

Key characteristics


AEMPAAS
Sharpe Ratio2.421.29
Sortino Ratio2.952.00
Omega Ratio1.381.23
Calmar Ratio1.710.91
Martin Ratio11.584.78
Ulcer Index6.33%12.70%
Daily Std Dev30.27%47.06%
Max Drawdown-90.33%-85.10%
Current Drawdown-5.94%-36.19%

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Correlation

-0.50.00.51.00.7

The correlation between AEM and PAAS is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

AEM vs. PAAS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agnico Eagle Mines Limited (AEM) and Pan American Silver Corp. (PAAS). 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.


Sharpe ratio
The chart of Sharpe ratio for AEM, currently valued at 2.42, compared to the broader market-4.00-2.000.002.004.002.421.29
The chart of Sortino ratio for AEM, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.002.952.00
The chart of Omega ratio for AEM, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.23
The chart of Calmar ratio for AEM, currently valued at 1.71, compared to the broader market0.002.004.006.001.710.91
The chart of Martin ratio for AEM, currently valued at 11.58, compared to the broader market0.0010.0020.0030.0011.584.78
AEM
PAAS

The current AEM Sharpe Ratio is 2.42, which is higher than the PAAS Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of AEM and PAAS, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.42
1.29
AEM
PAAS

Dividends

AEM vs. PAAS - Dividend Comparison

AEM's dividend yield for the trailing twelve months is around 1.91%, more than PAAS's 1.75% yield.


TTM20232022202120202019201820172016201520142013
AEM
Agnico Eagle Mines Limited
1.91%2.92%3.08%2.63%1.35%1.10%1.09%0.89%0.86%1.22%1.29%3.34%
PAAS
Pan American Silver Corp.
1.75%2.45%2.75%1.36%0.64%0.59%0.96%0.64%0.34%4.23%5.43%4.27%

Drawdowns

AEM vs. PAAS - Drawdown Comparison

The maximum AEM drawdown since its inception was -90.33%, which is greater than PAAS's maximum drawdown of -85.10%. Use the drawdown chart below to compare losses from any high point for AEM and PAAS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.94%
-36.19%
AEM
PAAS

Volatility

AEM vs. PAAS - Volatility Comparison

The current volatility for Agnico Eagle Mines Limited (AEM) is 11.23%, while Pan American Silver Corp. (PAAS) has a volatility of 12.19%. This indicates that AEM experiences smaller price fluctuations and is considered to be less risky than PAAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.23%
12.19%
AEM
PAAS

Financials

AEM vs. PAAS - Financials Comparison

This section allows you to compare key financial metrics between Agnico Eagle Mines Limited and Pan American Silver Corp.. 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