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AGI.TO vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AGI.TO and ^TNX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

AGI.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alamos Gold Inc. (AGI.TO) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,099.76%
16.21%
AGI.TO
^TNX

Key characteristics

Sharpe Ratio

AGI.TO:

1.41

^TNX:

0.75

Sortino Ratio

AGI.TO:

2.02

^TNX:

1.25

Omega Ratio

AGI.TO:

1.25

^TNX:

1.14

Calmar Ratio

AGI.TO:

1.92

^TNX:

0.30

Martin Ratio

AGI.TO:

6.28

^TNX:

1.62

Ulcer Index

AGI.TO:

7.08%

^TNX:

10.31%

Daily Std Dev

AGI.TO:

31.44%

^TNX:

22.26%

Max Drawdown

AGI.TO:

-81.88%

^TNX:

-93.78%

Current Drawdown

AGI.TO:

-10.87%

^TNX:

-43.61%

Returns By Period

In the year-to-date period, AGI.TO achieves a 48.42% return, which is significantly higher than ^TNX's 17.02% return. Over the past 10 years, AGI.TO has outperformed ^TNX with an annualized return of 14.33%, while ^TNX has yielded a comparatively lower 7.22% annualized return.


AGI.TO

YTD

48.42%

1M

0.60%

6M

22.36%

1Y

43.90%

5Y*

32.16%

10Y*

14.33%

^TNX

YTD

17.02%

1M

2.68%

6M

6.27%

1Y

16.18%

5Y*

18.78%

10Y*

7.22%

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Risk-Adjusted Performance

AGI.TO vs. ^TNX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for AGI.TO, currently valued at 1.08, compared to the broader market-4.00-2.000.002.001.080.79
The chart of Sortino ratio for AGI.TO, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.001.611.32
The chart of Omega ratio for AGI.TO, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.14
The chart of Calmar ratio for AGI.TO, currently valued at 1.00, compared to the broader market0.002.004.006.001.000.56
The chart of Martin ratio for AGI.TO, currently valued at 5.01, compared to the broader market-5.000.005.0010.0015.0020.0025.005.011.69
AGI.TO
^TNX

The current AGI.TO Sharpe Ratio is 1.41, which is higher than the ^TNX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of AGI.TO and ^TNX, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.08
0.79
AGI.TO
^TNX

Drawdowns

AGI.TO vs. ^TNX - Drawdown Comparison

The maximum AGI.TO drawdown since its inception was -81.88%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for AGI.TO and ^TNX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.32%
-13.80%
AGI.TO
^TNX

Volatility

AGI.TO vs. ^TNX - Volatility Comparison

Alamos Gold Inc. (AGI.TO) has a higher volatility of 11.91% compared to Treasury Yield 10 Years (^TNX) at 6.13%. 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.91%
6.13%
AGI.TO
^TNX
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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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