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AGI vs. AEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AGI and AEM is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

AGI vs. AEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alamos Gold Inc. (AGI) and Agnico Eagle Mines Limited (AEM). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
16.91%
20.99%
AGI
AEM

Key characteristics

Sharpe Ratio

AGI:

1.04

AEM:

1.59

Sortino Ratio

AGI:

1.57

AEM:

2.09

Omega Ratio

AGI:

1.19

AEM:

1.26

Calmar Ratio

AGI:

0.89

AEM:

1.12

Martin Ratio

AGI:

4.37

AEM:

7.33

Ulcer Index

AGI:

7.92%

AEM:

6.56%

Daily Std Dev

AGI:

33.23%

AEM:

30.21%

Max Drawdown

AGI:

-88.13%

AEM:

-90.33%

Current Drawdown

AGI:

-14.16%

AEM:

-11.61%

Fundamentals

Market Cap

AGI:

$8.02B

AEM:

$41.22B

EPS

AGI:

$0.60

AEM:

$1.98

PE Ratio

AGI:

31.78

AEM:

41.28

PEG Ratio

AGI:

-2.50

AEM:

28.15

Total Revenue (TTM)

AGI:

$1.23B

AEM:

$7.88B

Gross Profit (TTM)

AGI:

$496.20M

AEM:

$3.06B

EBITDA (TTM)

AGI:

$626.05M

AEM:

$3.38B

Returns By Period

In the year-to-date period, AGI achieves a 36.90% return, which is significantly lower than AEM's 45.94% return. Over the past 10 years, AGI has underperformed AEM with an annualized return of 11.38%, while AEM has yielded a comparatively higher 15.11% annualized return.


AGI

YTD

36.90%

1M

-1.91%

6M

16.91%

1Y

33.24%

5Y*

29.92%

10Y*

11.38%

AEM

YTD

45.94%

1M

-5.15%

6M

20.99%

1Y

46.53%

5Y*

8.92%

10Y*

15.11%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AGI vs. AEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alamos Gold Inc. (AGI) and Agnico Eagle Mines Limited (AEM). 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, currently valued at 1.04, compared to the broader market-4.00-2.000.002.001.041.59
The chart of Sortino ratio for AGI, currently valued at 1.57, compared to the broader market-4.00-2.000.002.004.001.572.09
The chart of Omega ratio for AGI, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.26
The chart of Calmar ratio for AGI, currently valued at 0.89, compared to the broader market0.002.004.006.000.891.12
The chart of Martin ratio for AGI, currently valued at 4.37, compared to the broader market-5.000.005.0010.0015.0020.0025.004.377.33
AGI
AEM

The current AGI Sharpe Ratio is 1.04, which is lower than the AEM Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of AGI and AEM, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.04
1.59
AGI
AEM

Dividends

AGI vs. AEM - Dividend Comparison

AGI's dividend yield for the trailing twelve months is around 0.55%, less than AEM's 2.05% yield.


TTM20232022202120202019201820172016201520142013
AGI
Alamos Gold Inc.
0.55%0.74%0.99%1.30%0.74%0.66%0.56%0.31%0.29%1.22%2.81%1.65%
AEM
Agnico Eagle Mines Limited
2.05%2.92%3.08%2.63%1.35%1.10%1.09%0.89%0.86%1.22%1.29%3.34%

Drawdowns

AGI vs. AEM - Drawdown Comparison

The maximum AGI drawdown since its inception was -88.13%, roughly equal to the maximum AEM drawdown of -90.33%. Use the drawdown chart below to compare losses from any high point for AGI and AEM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.16%
-11.61%
AGI
AEM

Volatility

AGI vs. AEM - Volatility Comparison

Alamos Gold Inc. (AGI) has a higher volatility of 11.21% compared to Agnico Eagle Mines Limited (AEM) at 9.92%. This indicates that AGI's price experiences larger fluctuations and is considered to be riskier than AEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%7.00%8.00%9.00%10.00%11.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.21%
9.92%
AGI
AEM

Financials

AGI vs. AEM - Financials Comparison

This section allows you to compare key financial metrics between Alamos Gold Inc. and Agnico Eagle Mines Limited. 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


Values in USD except per share items
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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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