AGI vs. GDX
Compare and contrast key facts about Alamos Gold Inc. (AGI) and VanEck Vectors Gold Miners ETF (GDX).
GDX is a passively managed fund by VanEck that tracks the performance of the NYSE Arca Gold Miners Index. It was launched on May 22, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGI or GDX.
Key characteristics
| AGI | GDX | |
|---|---|---|
| YTD Return | 44.56% | 25.83% |
| 1Y Return | 50.39% | 43.75% |
| 3Y Return (Ann) | 34.48% | 7.21% |
| 5Y Return (Ann) | 31.09% | 9.65% |
| 10Y Return (Ann) | 11.46% | 8.95% |
| Sharpe Ratio | 1.62 | 1.37 |
| Sortino Ratio | 2.27 | 1.95 |
| Omega Ratio | 1.27 | 1.23 |
| Calmar Ratio | 1.38 | 0.76 |
| Martin Ratio | 6.05 | 5.88 |
| Ulcer Index | 8.82% | 7.36% |
| Daily Std Dev | 33.01% | 31.59% |
| Max Drawdown | -88.13% | -80.57% |
| Current Drawdown | -9.35% | -34.21% |
Correlation
The correlation between AGI and GDX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AGI vs. GDX - Performance Comparison
In the year-to-date period, AGI achieves a 44.56% return, which is significantly higher than GDX's 25.83% return. Over the past 10 years, AGI has outperformed GDX with an annualized return of 11.46%, while GDX has yielded a comparatively lower 8.95% annualized 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 vs. GDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alamos Gold Inc. (AGI) and VanEck Vectors Gold Miners ETF (GDX). 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 vs. GDX - Dividend Comparison
AGI's dividend yield for the trailing twelve months is around 0.52%, less than GDX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGI Alamos Gold Inc. | 0.52% | 0.74% | 0.99% | 1.30% | 0.74% | 0.66% | 0.56% | 0.31% | 0.29% | 1.22% | 2.81% | 1.65% |
GDX VanEck Vectors Gold Miners ETF | 1.28% | 1.61% | 1.66% | 1.67% | 0.53% | 0.65% | 0.50% | 0.76% | 0.26% | 0.85% | 0.66% | 0.90% |
Drawdowns
AGI vs. GDX - Drawdown Comparison
The maximum AGI drawdown since its inception was -88.13%, which is greater than GDX's maximum drawdown of -80.57%. Use the drawdown chart below to compare losses from any high point for AGI and GDX. For additional features, visit the drawdowns tool.
Volatility
AGI vs. GDX - Volatility Comparison
Alamos Gold Inc. (AGI) and VanEck Vectors Gold Miners ETF (GDX) have volatilities of 9.08% and 8.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.