PortfoliosLab logo
AG vs. GDXJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AG and GDXJ is 0.21, 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: 0.2

Performance

AG vs. GDXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Majestic Silver Corp. (AG) and VanEck Vectors Junior Gold Miners ETF (GDXJ). The values are adjusted to include any dividend payments, if applicable.

-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%NovemberDecember2025FebruaryMarchApril
-50.84%
-47.57%
AG
GDXJ

Key characteristics

Sharpe Ratio

AG:

-0.07

GDXJ:

1.54

Sortino Ratio

AG:

0.35

GDXJ:

2.10

Omega Ratio

AG:

1.04

GDXJ:

1.26

Calmar Ratio

AG:

-0.05

GDXJ:

0.84

Martin Ratio

AG:

-0.19

GDXJ:

6.39

Ulcer Index

AG:

23.37%

GDXJ:

9.22%

Daily Std Dev

AG:

61.31%

GDXJ:

38.17%

Max Drawdown

AG:

-90.20%

GDXJ:

-88.66%

Current Drawdown

AG:

-75.35%

GDXJ:

-52.79%

Returns By Period

In the year-to-date period, AG achieves a 13.78% return, which is significantly lower than GDXJ's 45.64% return. Over the past 10 years, AG has underperformed GDXJ with an annualized return of 2.24%, while GDXJ has yielded a comparatively higher 11.17% annualized return.


AG

YTD

13.78%

1M

-9.43%

6M

-20.06%

1Y

-7.95%

5Y*

-3.91%

10Y*

2.24%

GDXJ

YTD

45.64%

1M

10.74%

6M

18.75%

1Y

55.77%

5Y*

9.96%

10Y*

11.17%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AG vs. GDXJ — Risk-Adjusted Performance Rank

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

AG
The Risk-Adjusted Performance Rank of AG is 4848
Overall Rank
The Sharpe Ratio Rank of AG is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of AG is 4848
Sortino Ratio Rank
The Omega Ratio Rank of AG is 4646
Omega Ratio Rank
The Calmar Ratio Rank of AG is 4848
Calmar Ratio Rank
The Martin Ratio Rank of AG is 4949
Martin Ratio Rank

GDXJ
The Risk-Adjusted Performance Rank of GDXJ is 8787
Overall Rank
The Sharpe Ratio Rank of GDXJ is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of GDXJ is 9090
Sortino Ratio Rank
The Omega Ratio Rank of GDXJ is 8888
Omega Ratio Rank
The Calmar Ratio Rank of GDXJ is 7979
Calmar Ratio Rank
The Martin Ratio Rank of GDXJ is 8888
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.

AG vs. GDXJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Majestic Silver Corp. (AG) and VanEck Vectors Junior Gold Miners ETF (GDXJ). 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 AG, currently valued at -0.07, compared to the broader market-2.00-1.000.001.002.003.00
AG: -0.07
GDXJ: 1.54
The chart of Sortino ratio for AG, currently valued at 0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
AG: 0.35
GDXJ: 2.10
The chart of Omega ratio for AG, currently valued at 1.04, compared to the broader market0.501.001.502.00
AG: 1.04
GDXJ: 1.26
The chart of Calmar ratio for AG, currently valued at -0.05, compared to the broader market0.001.002.003.004.005.00
AG: -0.05
GDXJ: 0.84
The chart of Martin ratio for AG, currently valued at -0.19, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AG: -0.19
GDXJ: 6.39

The current AG Sharpe Ratio is -0.07, which is lower than the GDXJ Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of AG and GDXJ, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.07
1.54
AG
GDXJ

Dividends

AG vs. GDXJ - Dividend Comparison

AG's dividend yield for the trailing twelve months is around 0.30%, less than GDXJ's 1.79% yield.


TTM20242023202220212020201920182017201620152014
AG
First Majestic Silver Corp.
0.30%0.33%0.34%0.31%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GDXJ
VanEck Vectors Junior Gold Miners ETF
1.79%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%0.74%

Drawdowns

AG vs. GDXJ - Drawdown Comparison

The maximum AG drawdown since its inception was -90.20%, roughly equal to the maximum GDXJ drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for AG and GDXJ. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%NovemberDecember2025FebruaryMarchApril
-75.35%
-52.79%
AG
GDXJ

Volatility

AG vs. GDXJ - Volatility Comparison

First Majestic Silver Corp. (AG) has a higher volatility of 23.18% compared to VanEck Vectors Junior Gold Miners ETF (GDXJ) at 17.58%. This indicates that AG's price experiences larger fluctuations and is considered to be riskier than GDXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
23.18%
17.58%
AG
GDXJ