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

Correlation

The correlation between AG and GOLD is 0.17, 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. 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.

-60.00%-55.00%-50.00%-45.00%-40.00%NovemberDecember2025FebruaryMarchApril
-50.84%
-52.34%
AG
GOLD

Key characteristics

Sharpe Ratio

AG:

-0.07

GOLD:

0.60

Sortino Ratio

AG:

0.35

GOLD:

1.05

Omega Ratio

AG:

1.04

GOLD:

1.13

Calmar Ratio

AG:

-0.05

GOLD:

0.32

Martin Ratio

AG:

-0.19

GOLD:

1.66

Ulcer Index

AG:

23.37%

GOLD:

12.54%

Daily Std Dev

AG:

61.31%

GOLD:

34.76%

Max Drawdown

AG:

-90.20%

GOLD:

-88.51%

Current Drawdown

AG:

-75.35%

GOLD:

-55.10%

Fundamentals

Market Cap

AG:

$3.00B

GOLD:

$34.33B

EPS

AG:

-$0.34

GOLD:

$1.22

PEG Ratio

AG:

0.00

GOLD:

1.50

PS Ratio

AG:

5.36

GOLD:

2.66

PB Ratio

AG:

2.18

GOLD:

1.35

Total Revenue (TTM)

AG:

$627.80M

GOLD:

$10.17B

Gross Profit (TTM)

AG:

$198.22M

GOLD:

$4.03B

EBITDA (TTM)

AG:

$176.00M

GOLD:

$5.71B

Returns By Period

In the year-to-date period, AG achieves a 13.78% return, which is significantly lower than GOLD's 25.93% return. Over the past 10 years, AG has underperformed GOLD with an annualized return of 2.24%, while GOLD has yielded a comparatively higher 6.22% annualized return.


AG

YTD

13.78%

1M

-9.43%

6M

-20.06%

1Y

-7.95%

5Y*

-3.91%

10Y*

2.24%

GOLD

YTD

25.93%

1M

0.31%

6M

-3.39%

1Y

20.12%

5Y*

-3.87%

10Y*

6.22%

*Annualized

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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 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

GOLD
The Risk-Adjusted Performance Rank of GOLD is 6969
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 6565
Omega Ratio Rank
The Calmar Ratio Rank of GOLD is 6767
Calmar Ratio Rank
The Martin Ratio Rank of GOLD is 7171
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.


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
GOLD: 0.60
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
GOLD: 1.05
The chart of Omega ratio for AG, currently valued at 1.04, compared to the broader market0.501.001.502.00
AG: 1.04
GOLD: 1.13
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
GOLD: 0.32
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
GOLD: 1.66

The current AG Sharpe Ratio is -0.07, which is lower than the GOLD Sharpe Ratio of 0.60. 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.07
0.60
AG
GOLD

Dividends

AG vs. GOLD - Dividend Comparison

AG's dividend yield for the trailing twelve months is around 0.30%, less than GOLD's 2.06% 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%
GOLD
Barrick Gold Corporation
2.06%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.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%NovemberDecember2025FebruaryMarchApril
-75.35%
-55.10%
AG
GOLD

Volatility

AG vs. GOLD - Volatility Comparison

First Majestic Silver Corp. (AG) has a higher volatility of 23.18% compared to Barrick Gold Corporation (GOLD) at 15.89%. 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%NovemberDecember2025FebruaryMarchApril
23.18%
15.89%
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