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AGI vs. IBBQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGI vs. IBBQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alamos Gold Inc. (AGI) and Invesco Nasdaq Biotechnology ETF (IBBQ). 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 achieves a -21.82% return, which is significantly lower than IBBQ's 10.18% return.


AGI

1D
-2.53%
1M
-21.40%
YTD
-21.82%
6M
-25.25%
1Y
16.85%
3Y*
37.64%
5Y*
32.33%
10Y*
15.05%

IBBQ

1D
1.39%
1M
6.55%
YTD
10.18%
6M
7.55%
1Y
48.02%
3Y*
15.71%
5Y*
4.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGI vs. IBBQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AGI
Alamos Gold Inc.
-21.82%109.93%37.72%34.33%33.11%-12.87%
IBBQ
Invesco Nasdaq Biotechnology ETF
10.18%33.32%-0.63%4.73%-10.41%-6.24%

Correlation

The correlation between AGI and IBBQ is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.22

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2021

0.20

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Return for Risk

AGI vs. IBBQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGI
AGI Risk / Return Rank: 5353
Overall Rank
AGI Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
AGI Sortino Ratio Rank: 5151
Sortino Ratio Rank
AGI Omega Ratio Rank: 5151
Omega Ratio Rank
AGI Calmar Ratio Rank: 5252
Calmar Ratio Rank
AGI Martin Ratio Rank: 5555
Martin Ratio Rank

IBBQ
IBBQ Risk / Return Rank: 8585
Overall Rank
IBBQ Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IBBQ Sortino Ratio Rank: 8484
Sortino Ratio Rank
IBBQ Omega Ratio Rank: 7575
Omega Ratio Rank
IBBQ Calmar Ratio Rank: 9393
Calmar Ratio Rank
IBBQ Martin Ratio Rank: 9090
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 vs. IBBQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alamos Gold Inc. (AGI) and Invesco Nasdaq Biotechnology ETF (IBBQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AGIIBBQDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-2.56

Omega ratioGain probability vs. loss probability

1.10

1.39

-0.29

Calmar ratioReturn relative to maximum drawdown

0.37

5.79

-5.42

Martin ratioReturn relative to average drawdown

1.10

18.44

-17.34

AGI vs. IBBQ - Sharpe Ratio Comparison

The current AGI Sharpe Ratio is 0.32, which is lower than the IBBQ Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of AGI and IBBQ, 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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Drawdowns

AGI vs. IBBQ - Drawdown Comparison

The maximum AGI drawdown since its inception was -88.13%, which is greater than IBBQ's maximum drawdown of -37.94%. Use the drawdown chart below to compare losses from any high point for AGI and IBBQ.


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Drawdown Indicators


AGIIBBQDifference

Max Drawdown

Largest peak-to-trough decline

-88.13%

-37.94%

-50.19%

Max Drawdown (1Y)

Largest decline over 1 year

-45.49%

-8.34%

-37.15%

Max Drawdown (3Y)

Largest decline over 3 years

-45.49%

-23.66%

-21.83%

Max Drawdown (5Y)

Largest decline over 5 years

-45.49%

-37.94%

-7.55%

Max Drawdown (10Y)

Largest decline over 10 years

-71.13%

Current Drawdown

Current decline from peak

-45.49%

0.00%

-45.49%

Average Drawdown

Average peak-to-trough decline

-37.73%

-16.65%

-21.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.36%

2.61%

+12.75%

Volatility

AGI vs. IBBQ - Volatility Comparison

Alamos Gold Inc. (AGI) has a higher volatility of 21.68% compared to Invesco Nasdaq Biotechnology ETF (IBBQ) at 6.90%. This indicates that AGI's price experiences larger fluctuations and is considered to be riskier than IBBQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGIIBBQDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.68%

6.90%

+14.78%

Volatility (6M)

Calculated over the trailing 6-month period

45.47%

15.62%

+29.85%

Volatility (1Y)

Calculated over the trailing 1-year period

53.74%

20.07%

+33.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.76%

21.92%

+19.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.62%

21.87%

+26.75%

Dividends

AGI vs. IBBQ - Dividend Comparison

AGI's dividend yield for the trailing twelve months is around 0.43%, less than IBBQ's 0.82% yield.


PositionTTM20252024202320222021202020192018201720162015
AGI
Alamos Gold Inc.
0.43%0.26%0.54%0.74%0.99%1.30%0.74%0.66%0.56%0.31%0.29%1.22%
IBBQ
Invesco Nasdaq Biotechnology ETF
0.82%0.90%1.14%0.81%0.76%0.63%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGI and IBBQ have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGI has higher volatility (21.68%) compared to IBBQ (6.90%). In terms of maximum drawdown, AGI dropped -88.13% vs IBBQ's -37.94%.

IBBQ currently has the higher Sharpe Ratio (2.41 vs 0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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