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AG vs. GDXJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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AG vs. GDXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AG
First Majestic Silver Corp.
33.11%204.32%-10.47%-25.99%-24.73%-17.24%9.62%108.15%-12.61%-11.66%
GDXJ
VanEck Vectors Junior Gold Miners ETF
10.08%172.28%15.67%7.12%-14.53%-21.25%30.40%40.44%-11.02%8.22%

Returns By Period

In the year-to-date period, AG achieves a 33.11% return, which is significantly higher than GDXJ's 10.08% return. Over the past 10 years, AG has underperformed GDXJ with an annualized return of 13.19%, while GDXJ has yielded a comparatively higher 17.88% annualized return.


AG

1D
3.21%
1M
-29.84%
YTD
33.11%
6M
80.96%
1Y
235.07%
3Y*
45.84%
5Y*
6.46%
10Y*
13.19%

GDXJ

1D
4.34%
1M
-19.21%
YTD
10.08%
6M
28.26%
1Y
125.16%
3Y*
49.66%
5Y*
23.75%
10Y*
17.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AG vs. GDXJ — Risk / Return Rank

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

AG
AG Risk / Return Rank: 9494
Overall Rank
AG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AG Sortino Ratio Rank: 9292
Sortino Ratio Rank
AG Omega Ratio Rank: 9090
Omega Ratio Rank
AG Calmar Ratio Rank: 9494
Calmar Ratio Rank
AG Martin Ratio Rank: 9696
Martin Ratio Rank

GDXJ
GDXJ Risk / Return Rank: 9292
Overall Rank
GDXJ Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GDXJ Sortino Ratio Rank: 9090
Sortino Ratio Rank
GDXJ Omega Ratio Rank: 8989
Omega Ratio Rank
GDXJ Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDXJ Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AG vs. GDXJ - Risk-Adjusted Trends 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.


AGGDXJDifference

Sharpe ratio

Return per unit of total volatility

3.15

2.47

+0.67

Sortino ratio

Return per unit of downside risk

3.13

2.63

+0.50

Omega ratio

Gain probability vs. loss probability

1.40

1.38

+0.03

Calmar ratio

Return relative to maximum drawdown

5.41

3.77

+1.64

Martin ratio

Return relative to average drawdown

17.49

13.05

+4.44

AG vs. GDXJ - Sharpe Ratio Comparison

The current AG Sharpe Ratio is 3.15, which is comparable to the GDXJ Sharpe Ratio of 2.47. 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.


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Sharpe Ratios by Period


AGGDXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.15

2.47

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.59

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.40

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.08

-0.02

Correlation

The correlation between AG and GDXJ is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AG vs. GDXJ - Dividend Comparison

AG's dividend yield for the trailing twelve months is around 0.10%, less than GDXJ's 2.12% yield.


TTM20252024202320222021202020192018201720162015
AG
First Majestic Silver Corp.
0.10%0.12%0.33%0.34%0.31%0.14%0.00%0.00%0.00%0.00%0.00%0.00%
GDXJ
VanEck Vectors Junior Gold Miners ETF
2.12%2.33%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%

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.


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Drawdown Indicators


AGGDXJDifference

Max Drawdown

Largest peak-to-trough decline

-90.20%

-88.66%

-1.54%

Max Drawdown (1Y)

Largest decline over 1 year

-42.92%

-32.92%

-10.00%

Max Drawdown (5Y)

Largest decline over 5 years

-77.20%

-51.76%

-25.44%

Max Drawdown (10Y)

Largest decline over 10 years

-80.82%

-57.77%

-23.05%

Current Drawdown

Current decline from peak

-30.74%

-19.81%

-10.93%

Average Drawdown

Average peak-to-trough decline

-59.48%

-60.90%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.27%

9.51%

+3.76%

Volatility

AG vs. GDXJ - Volatility Comparison

First Majestic Silver Corp. (AG) has a higher volatility of 24.09% compared to VanEck Vectors Junior Gold Miners ETF (GDXJ) at 19.46%. 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.


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Volatility by Period


AGGDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.09%

19.46%

+4.63%

Volatility (6M)

Calculated over the trailing 6-month period

59.80%

42.52%

+17.28%

Volatility (1Y)

Calculated over the trailing 1-year period

75.27%

50.91%

+24.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.07%

40.57%

+20.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.37%

44.46%

+17.91%