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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.

-60.00%-55.00%-50.00%-45.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-57.03%
-62.56%
AG
GOLD

Key characteristics

Sharpe Ratio

AG:

-0.17

GOLD:

-0.34

Sortino Ratio

AG:

0.17

GOLD:

-0.26

Omega Ratio

AG:

1.02

GOLD:

0.97

Calmar Ratio

AG:

-0.12

GOLD:

-0.17

Martin Ratio

AG:

-0.46

GOLD:

-0.99

Ulcer Index

AG:

22.22%

GOLD:

11.54%

Daily Std Dev

AG:

59.68%

GOLD:

33.59%

Max Drawdown

AG:

-90.20%

GOLD:

-88.52%

Current Drawdown

AG:

-78.46%

GOLD:

-64.73%

Fundamentals

Market Cap

AG:

$1.78B

GOLD:

$28.55B

EPS

AG:

-$0.26

GOLD:

$0.92

PEG Ratio

AG:

0.00

GOLD:

2.34

Total Revenue (TTM)

AG:

$524.81M

GOLD:

$12.41B

Gross Profit (TTM)

AG:

$55.16M

GOLD:

$4.12B

EBITDA (TTM)

AG:

$81.85M

GOLD:

$5.97B

Returns By Period

In the year-to-date period, AG achieves a -10.96% return, which is significantly higher than GOLD's -13.01% return. Over the past 10 years, AG has underperformed GOLD with an annualized return of 1.93%, while GOLD has yielded a comparatively higher 6.15% annualized return.


AG

YTD

-10.96%

1M

-16.51%

6M

-11.08%

1Y

-13.35%

5Y*

-11.86%

10Y*

1.93%

GOLD

YTD

-13.01%

1M

-13.58%

6M

-6.18%

1Y

-12.43%

5Y*

0.14%

10Y*

6.15%

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Risk-Adjusted Performance

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 -0.17, compared to the broader market-4.00-2.000.002.00-0.17-0.34
The chart of Sortino ratio for AG, currently valued at 0.17, compared to the broader market-4.00-2.000.002.004.000.17-0.26
The chart of Omega ratio for AG, currently valued at 1.02, compared to the broader market0.501.001.502.001.020.97
The chart of Calmar ratio for AG, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.12-0.17
The chart of Martin ratio for AG, currently valued at -0.46, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.46-0.99
AG
GOLD

The current AG Sharpe Ratio is -0.17, which is higher than the GOLD Sharpe Ratio of -0.34. 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.17
-0.34
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 1.94% yield.


TTM20232022202120202019201820172016201520142013
AG
First Majestic Silver Corp.
0.33%0.34%0.31%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOLD
Barrick Gold Corporation
1.94%2.21%3.78%4.11%1.36%0.70%1.40%0.83%0.50%1.89%1.86%2.83%

Drawdowns

AG vs. GOLD - Drawdown Comparison

The maximum AG drawdown since its inception was -90.20%, roughly equal to the maximum GOLD drawdown of -88.52%. 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%JulyAugustSeptemberOctoberNovemberDecember
-78.46%
-64.73%
AG
GOLD

Volatility

AG vs. GOLD - Volatility Comparison

First Majestic Silver Corp. (AG) has a higher volatility of 15.66% compared to Barrick Gold Corporation (GOLD) at 8.93%. 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%JulyAugustSeptemberOctoberNovemberDecember
15.66%
8.93%
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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