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AGI.TO vs. XBAL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AGI.TO vs. XBAL.TO

Last updated Jun 5, 2026

AGI.TO (Alamos Gold Inc.) is a stock, while XBAL.TO (iShares Core Balanced ETF Portfolio) is Diversified Portfolio fund actively managed by iShares. Over the past 10 years, AGI.TO returned 19.68%/yr vs 7.68%/yr for XBAL.TO. At a 0.13 correlation, their price movements are largely independent.

Performance

AGI.TO vs. XBAL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Alamos Gold Inc. (AGI.TO) and iShares Core Balanced ETF Portfolio (XBAL.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGI.TO achieves a 1.23% return, which is significantly lower than XBAL.TO's 8.30% return. Over the past 10 years, AGI.TO has outperformed XBAL.TO with an annualized return of 19.68%, while XBAL.TO has yielded a comparatively lower 7.68% annualized return.

AGI.TO

1D
2.13%
1M
-6.42%
YTD
1.23%
6M
7.54%
1Y
45.79%
3Y*
48.49%
5Y*
38.86%
10Y*
19.68%

XBAL.TO

1D
0.45%
1M
4.08%
YTD
8.30%
6M
6.25%
1Y
17.97%
3Y*
14.47%
5Y*
8.24%
10Y*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGI.TO vs. XBAL.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
XBAL.TO
iShares Core Balanced ETF Portfolio		8.30%11.87%15.76%13.01%-11.19%10.11%10.67%15.28%-2.80%5.48%

Correlation

The correlation between AGI.TO and XBAL.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.28

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

0.27

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

0.24

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2007

0.13

The correlation between AGI.TO and XBAL.TO shifts across timeframes, from 0.13 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Alamos Gold Inc.

iShares Core Balanced ETF Portfolio

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Often compared with XBAL.TO:
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Return for Risk

AGI.TO vs. XBAL.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AGI.TO
AGI.TO Risk / Return Rank: 6767
Overall Rank
AGI.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AGI.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
AGI.TO Omega Ratio Rank: 6363
Omega Ratio Rank
AGI.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
AGI.TO Martin Ratio Rank: 6969
Martin Ratio Rank
XBAL.TO
XBAL.TO Risk / Return Rank: 6565
Overall Rank
XBAL.TO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XBAL.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
XBAL.TO Omega Ratio Rank: 6767
Omega Ratio Rank
XBAL.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
XBAL.TO Martin Ratio Rank: 6969
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.

AGI.TO vs. XBAL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alamos Gold Inc. (AGI.TO) and iShares Core Balanced ETF Portfolio (XBAL.TO). 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.TOXBAL.TODifference
Sharpe ratioReturn per unit of total volatility
0.92
2.12

-1.20

Sortino ratioReturn per unit of downside risk
1.40
2.94

-1.54

Omega ratioGain probability vs. loss probability

1.18

1.40

-0.21

Calmar ratioReturn relative to maximum drawdown

1.48

2.98

-1.50

Martin ratioReturn relative to average drawdown

3.57

12.49

-8.92

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGI.TO vs. XBAL.TO - Sharpe Ratio Comparison

The current AGI.TO Sharpe Ratio is 0.92, which is lower than the XBAL.TO Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of AGI.TO and XBAL.TO, 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

AGI.TOXBAL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

2.12

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.94

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.82

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.68

-0.33

Drawdowns

AGI.TO vs. XBAL.TO - Drawdown Comparison

The maximum AGI.TO drawdown since its inception was -81.87%, which is greater than XBAL.TO's maximum drawdown of -28.83%. Use the drawdown chart below to compare losses from any high point for AGI.TO and XBAL.TO.

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Drawdown Indicators

AGI.TOXBAL.TODifference

Max Drawdown

Largest peak-to-trough decline

-81.87%

-28.83%

-53.04%

Max Drawdown (1Y)

Largest decline over 1 year

-30.56%

-6.06%

-24.50%

Max Drawdown (3Y)

Largest decline over 3 years

-30.56%

-9.35%

-21.21%

Max Drawdown (5Y)

Largest decline over 5 years

-30.56%

-17.12%

-13.44%

Max Drawdown (10Y)

Largest decline over 10 years

-70.53%

-20.93%

-49.60%

Current Drawdown

Current decline from peak

-29.08%

0.00%

-29.08%

Average Drawdown

Average peak-to-trough decline

-31.62%

-3.39%

-28.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.63%

1.44%

+11.19%

Volatility

AGI.TO vs. XBAL.TO - Volatility Comparison

Alamos Gold Inc. (AGI.TO) has a higher volatility of 16.28% compared to iShares Core Balanced ETF Portfolio (XBAL.TO) at 3.14%. This indicates that AGI.TO's price experiences larger fluctuations and is considered to be riskier than XBAL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AGI.TOXBAL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.28%

3.14%

+13.14%

Volatility (6M)

Calculated over the trailing 6-month period

40.15%

7.22%

+32.93%

Volatility (1Y)

Calculated over the trailing 1-year period

49.08%

8.52%

+40.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.08%

8.79%

+30.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.71%

9.37%

+37.34%

Dividends

AGI.TO vs. XBAL.TO - Dividend Comparison

AGI.TO's dividend yield for the trailing twelve months is around 0.29%, less than XBAL.TO's 2.09% yield.

PositionTTM20252024202320222021202020192018201720162015
AGI.TO
Alamos Gold Inc.		0.29%0.26%0.52%0.76%0.96%1.28%0.78%0.66%0.53%0.31%0.28%1.08%
XBAL.TO
iShares Core Balanced ETF Portfolio		2.09%2.24%2.68%2.40%2.09%1.74%1.99%2.26%3.39%2.93%3.64%3.29%

Frequently Asked Questions

AGI.TO and XBAL.TO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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