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AG vs. GOLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AG and GOLD is 0.73, 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.


-0.50.00.51.00.7

Performance

AG vs. GOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Majestic Silver Corp. (AG) and Barrick Gold Corporation (GOLD). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-1.92%
-8.00%
AG
GOLD

Key characteristics

Sharpe Ratio

AG:

0.50

GOLD:

0.91

Sortino Ratio

AG:

1.16

GOLD:

1.42

Omega Ratio

AG:

1.13

GOLD:

1.17

Calmar Ratio

AG:

0.36

GOLD:

0.44

Martin Ratio

AG:

1.34

GOLD:

2.50

Ulcer Index

AG:

22.14%

GOLD:

11.91%

Daily Std Dev

AG:

59.73%

GOLD:

32.72%

Max Drawdown

AG:

-90.20%

GOLD:

-88.51%

Current Drawdown

AG:

-78.54%

GOLD:

-58.73%

Fundamentals

Market Cap

AG:

$2.61B

GOLD:

$30.98B

EPS

AG:

-$0.26

GOLD:

$1.22

PEG Ratio

AG:

0.00

GOLD:

1.31

Total Revenue (TTM)

AG:

$419.27M

GOLD:

$13.33B

Gross Profit (TTM)

AG:

$58.24M

GOLD:

$5.09B

EBITDA (TTM)

AG:

$75.90M

GOLD:

$7.19B

Returns By Period

In the year-to-date period, AG achieves a -0.91% return, which is significantly lower than GOLD's 15.74% return. Over the past 10 years, AG has underperformed GOLD with an annualized return of -0.76%, while GOLD has yielded a comparatively higher 6.02% annualized return.


AG

YTD

-0.91%

1M

-3.55%

6M

-1.91%

1Y

20.71%

5Y*

-10.58%

10Y*

-0.76%

GOLD

YTD

15.74%

1M

13.26%

6M

-8.01%

1Y

25.79%

5Y*

0.81%

10Y*

6.02%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AG vs. GOLD — 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 6161
Overall Rank
The Sharpe Ratio Rank of AG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of AG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of AG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of AG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of AG is 6161
Martin Ratio Rank

GOLD
The Risk-Adjusted Performance Rank of GOLD is 6868
Overall Rank
The Sharpe Ratio Rank of GOLD is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLD is 6868
Sortino Ratio Rank
The Omega Ratio Rank of GOLD is 6464
Omega Ratio Rank
The Calmar Ratio Rank of GOLD is 6464
Calmar Ratio Rank
The Martin Ratio Rank of GOLD is 6969
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. GOLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Majestic Silver Corp. (AG) and Barrick Gold Corporation (GOLD). 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 AG, currently valued at 0.50, compared to the broader market-2.000.002.004.000.500.91
The chart of Sortino ratio for AG, currently valued at 1.16, compared to the broader market-6.00-4.00-2.000.002.004.006.001.161.42
The chart of Omega ratio for AG, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.17
The chart of Calmar ratio for AG, currently valued at 0.36, compared to the broader market0.002.004.006.000.360.44
The chart of Martin ratio for AG, currently valued at 1.34, compared to the broader market-10.000.0010.0020.0030.001.342.50
AG
GOLD

The current AG Sharpe Ratio is 0.50, which is lower than the GOLD Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of AG and GOLD, 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-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.50
0.91
AG
GOLD

Dividends

AG vs. GOLD - Dividend Comparison

AG's dividend yield for the trailing twelve months is around 0.33%, less than GOLD's 2.23% yield.


TTM20242023202220212020201920182017201620152014
AG
First Majestic Silver Corp.
0.33%0.33%0.34%0.31%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOLD
Barrick Gold Corporation
2.23%2.58%2.21%3.78%4.11%1.36%0.70%1.40%0.83%0.50%1.90%1.86%

Drawdowns

AG vs. GOLD - Drawdown Comparison

The maximum AG drawdown since its inception was -90.20%, roughly equal to the maximum GOLD drawdown of -88.51%. Use the drawdown chart below to compare losses from any high point for AG and GOLD. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%SeptemberOctoberNovemberDecember2025February
-78.54%
-58.73%
AG
GOLD

Volatility

AG vs. GOLD - Volatility Comparison

First Majestic Silver Corp. (AG) has a higher volatility of 17.73% compared to Barrick Gold Corporation (GOLD) at 9.51%. This indicates that AG's price experiences larger fluctuations and is considered to be riskier than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
17.73%
9.51%
AG
GOLD

Financials

AG vs. GOLD - Financials Comparison

This section allows you to compare key financial metrics between First Majestic Silver Corp. and Barrick Gold Corporation. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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