AGI.TO vs. XEQT.TO
Compare and contrast key facts about Alamos Gold Inc. (AGI.TO) and iShares Core Equity ETF Portfolio (XEQT.TO).
XEQT.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Aug 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGI.TO or XEQT.TO.
Key characteristics
| AGI.TO | XEQT.TO | |
|---|---|---|
| YTD Return | 54.63% | 21.44% |
| 1Y Return | 60.41% | 29.98% |
| 3Y Return (Ann) | 41.24% | 9.58% |
| 5Y Return (Ann) | 33.97% | 12.35% |
| Sharpe Ratio | 2.10 | 3.12 |
| Sortino Ratio | 2.82 | 4.35 |
| Omega Ratio | 1.34 | 1.58 |
| Calmar Ratio | 2.80 | 3.67 |
| Martin Ratio | 7.25 | 21.88 |
| Ulcer Index | 8.94% | 1.39% |
| Daily Std Dev | 30.93% | 9.74% |
| Max Drawdown | -81.88% | -29.74% |
| Current Drawdown | -3.45% | 0.00% |
Correlation
The correlation between AGI.TO and XEQT.TO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AGI.TO vs. XEQT.TO - Performance Comparison
In the year-to-date period, AGI.TO achieves a 54.63% return, which is significantly higher than XEQT.TO's 21.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AGI.TO vs. XEQT.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alamos Gold Inc. (AGI.TO) and iShares Core Equity ETF Portfolio (XEQT.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.
Dividends
AGI.TO vs. XEQT.TO - Dividend Comparison
AGI.TO's dividend yield for the trailing twelve months is around 0.36%, less than XEQT.TO's 1.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGI.TO Alamos Gold Inc. | 0.36% | 0.56% | 0.73% | 1.03% | 0.58% | 0.51% | 0.41% | 0.24% | 0.22% | 1.01% | 2.81% | 1.68% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.84% | 2.09% | 2.14% | 1.65% | 1.68% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AGI.TO vs. XEQT.TO - Drawdown Comparison
The maximum AGI.TO drawdown since its inception was -81.88%, which is greater than XEQT.TO's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for AGI.TO and XEQT.TO. For additional features, visit the drawdowns tool.
Volatility
AGI.TO vs. XEQT.TO - Volatility Comparison
Alamos Gold Inc. (AGI.TO) has a higher volatility of 6.10% compared to iShares Core Equity ETF Portfolio (XEQT.TO) at 2.77%. This indicates that AGI.TO's price experiences larger fluctuations and is considered to be riskier than XEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.