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AG vs. TIT.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AG vs. TIT.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Majestic Silver Corp. (AG) and Telecom Italia S.p.A. (TIT.MI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AG is traded in USD, while TIT.MI is traded in EUR. To make them comparable, the TIT.MI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AG achieves a 3.18% return, which is significantly lower than TIT.MI's 43.21% return. Over the past 10 years, AG has outperformed TIT.MI with an annualized return of 3.41%, while TIT.MI has yielded a comparatively lower -0.17% annualized return.


AG

1D
1.06%
1M
-21.38%
YTD
3.18%
6M
19.63%
1Y
108.06%
3Y*
44.51%
5Y*
-0.09%
10Y*
3.41%

TIT.MI

1D
0.00%
1M
5.36%
YTD
43.21%
6M
49.91%
1Y
96.52%
3Y*
47.48%
5Y*
9.93%
10Y*
-0.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AG vs. TIT.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AG
First Majestic Silver Corp.
3.18%204.32%-10.47%-25.99%-24.73%-17.24%9.62%108.15%-12.61%-11.66%
TIT.MI
Telecom Italia S.p.A.
43.21%135.22%-20.97%40.31%-52.93%8.46%-23.53%12.69%-36.08%-1.74%

Correlation

The correlation between AG and TIT.MI is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2010

0.13

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Return for Risk

AG vs. TIT.MI — Risk / Return Rank

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

AG
AG Risk / Return Rank: 7878
Overall Rank
AG Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AG Sortino Ratio Rank: 7777
Sortino Ratio Rank
AG Omega Ratio Rank: 7676
Omega Ratio Rank
AG Calmar Ratio Rank: 7878
Calmar Ratio Rank
AG Martin Ratio Rank: 7878
Martin Ratio Rank

TIT.MI
TIT.MI Risk / Return Rank: 9595
Overall Rank
TIT.MI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TIT.MI Sortino Ratio Rank: 9494
Sortino Ratio Rank
TIT.MI Omega Ratio Rank: 9494
Omega Ratio Rank
TIT.MI Calmar Ratio Rank: 9696
Calmar Ratio Rank
TIT.MI Martin Ratio Rank: 9696
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. TIT.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Majestic Silver Corp. (AG) and Telecom Italia S.p.A. (TIT.MI). 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.


AGTIT.MIDifference
Sharpe ratioReturn per unit of total volatility

-1.70

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.26

1.49

-0.23

Calmar ratioReturn relative to maximum drawdown

2.32

6.81

-4.50

Martin ratioReturn relative to average drawdown

5.47

19.97

-14.49

AG vs. TIT.MI - Sharpe Ratio Comparison

The current AG Sharpe Ratio is 1.49, which is lower than the TIT.MI Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of AG and TIT.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AGTIT.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

3.19

-1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.24

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

-0.00

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

-0.11

+0.14

Drawdowns

AG vs. TIT.MI - Drawdown Comparison

The maximum AG drawdown since its inception was -90.20%, roughly equal to the maximum TIT.MI drawdown of -92.70%. Use the drawdown chart below to compare losses from any high point for AG and TIT.MI.


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Drawdown Indicators


AGTIT.MIDifference

Max Drawdown

Largest peak-to-trough decline

-90.20%

-92.70%

+2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-46.87%

-14.28%

-32.59%

Max Drawdown (3Y)

Largest decline over 3 years

-46.87%

-33.79%

-13.08%

Max Drawdown (5Y)

Largest decline over 5 years

-76.89%

-70.15%

-6.74%

Max Drawdown (10Y)

Largest decline over 10 years

-80.82%

-83.94%

+3.12%

Current Drawdown

Current decline from peak

-46.31%

-62.01%

+15.70%

Average Drawdown

Average peak-to-trough decline

-59.20%

-64.27%

+5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.82%

4.87%

+14.95%

Volatility

AG vs. TIT.MI - Volatility Comparison

First Majestic Silver Corp. (AG) has a higher volatility of 24.80% compared to Telecom Italia S.p.A. (TIT.MI) at 4.79%. This indicates that AG's price experiences larger fluctuations and is considered to be riskier than TIT.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGTIT.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.80%

4.79%

+20.01%

Volatility (6M)

Calculated over the trailing 6-month period

57.88%

20.45%

+37.43%

Volatility (1Y)

Calculated over the trailing 1-year period

73.16%

30.48%

+42.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.65%

41.95%

+19.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.96%

39.00%

+22.96%

Dividends

AG vs. TIT.MI - Dividend Comparison

AG's dividend yield for the trailing twelve months is around 0.21%, while TIT.MI has not paid dividends to shareholders.


PositionTTM202520242023202220212020
AG
First Majestic Silver Corp.
0.21%0.12%0.33%0.34%0.31%0.14%0.00%
TIT.MI
Telecom Italia S.p.A.
0.00%0.00%0.00%0.00%0.00%2.30%2.65%

Financials

AG vs. TIT.MI - Financials Comparison

This section allows you to compare key financial metrics between First Majestic Silver Corp. and Telecom Italia S.p.A.. 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


Please note, different currencies. AG values in USD, TIT.MI values in EUR

Frequently Asked Questions


AG and TIT.MI have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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