AGI.TO vs. ^TNX
AGI.TO (Alamos Gold Inc.) is a stock, while ^TNX (Treasury Yield 10 Years) is an index. Over the past 10 years, AGI.TO returned 19.68%/yr vs 10.95%/yr for ^TNX. At a correlation of -0.20, they often move in opposite directions.
Performance
AGI.TO vs. ^TNX - Performance Comparison
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Different Trading Currencies
AGI.TO is traded in CAD, while ^TNX is traded in USD. To make them comparable, the ^TNX values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AGI.TO achieves a 1.23% return, which is significantly lower than ^TNX's 9.25% return. Over the past 10 years, AGI.TO has outperformed ^TNX with an annualized return of 19.68%, while ^TNX has yielded a comparatively lower 10.95% annualized return.
AGI.TO
- 1D
- 2.13%
- 1M
- 1.25%
- YTD
- 1.23%
- 6M
- 6.41%
- 1Y
- 45.00%
- 3Y*
- 48.49%
- 5Y*
- 38.86%
- 10Y*
- 19.68%
^TNX
- 1D
- 0.00%
- 1M
- 3.77%
- YTD
- 9.25%
- 6M
- 8.84%
- 1Y
- 4.53%
- 3Y*
- 7.92%
- 5Y*
- 27.08%
- 10Y*
- 10.95%
AGI.TO vs. ^TNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGI.TO Alamos Gold Inc. | 1.23% | 100.53% | 49.72% | 31.23% | 42.46% | -11.39% | 43.39% | 60.59% | -39.82% | -11.33% |
^TNX Treasury Yield 10 Years | 9.02% | -13.14% | 28.45% | -2.53% | 174.83% | 63.40% | -53.02% | -32.07% | 21.16% | -7.94% |
Correlation
The correlation between AGI.TO and ^TNX is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2009 | -0.21 |
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Return for Risk
AGI.TO vs. ^TNX — Risk / Return Rank
AGI.TO
^TNX
AGI.TO vs. ^TNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alamos Gold Inc. (AGI.TO) and Treasury Yield 10 Years (^TNX). 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.
| AGI.TO | ^TNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.06 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 0.36 | +1.12 |
| Martin ratioReturn relative to average drawdown | 3.57 | 0.73 | +2.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGI.TO | ^TNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.27 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.82 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.23 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.05 | +0.30 |
Drawdowns
AGI.TO vs. ^TNX - Drawdown Comparison
The maximum AGI.TO drawdown since its inception was -81.87%, roughly equal to the maximum ^TNX drawdown of -83.97%. Use the drawdown chart below to compare losses from any high point for AGI.TO and ^TNX.
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Drawdown Indicators
| AGI.TO | ^TNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.87% | -83.97% | +2.10% |
Max Drawdown (1Y)Largest decline over 1 year | -30.56% | -12.47% | -18.09% |
Max Drawdown (3Y)Largest decline over 3 years | -30.56% | -28.10% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -30.56% | -28.10% | -2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -70.53% | -83.93% | +13.40% |
Current DrawdownCurrent decline from peak | -29.08% | -9.63% | -19.45% |
Average DrawdownAverage peak-to-trough decline | -31.62% | -32.51% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.63% | 6.24% | +6.39% |
Volatility
AGI.TO vs. ^TNX - Volatility Comparison
Alamos Gold Inc. (AGI.TO) has a higher volatility of 16.28% compared to Treasury Yield 10 Years (^TNX) at 5.21%. This indicates that AGI.TO's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGI.TO | ^TNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.28% | 5.21% | +11.07% |
Volatility (6M)Calculated over the trailing 6-month period | 40.15% | 11.59% | +28.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.08% | 17.01% | +32.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.08% | 33.36% | +5.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.71% | 48.25% | -1.54% |
Frequently Asked Questions
AGI.TO and ^TNX have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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