AGI vs. SHY
AGI (Alamos Gold Inc.) is a stock, while SHY (iShares 1-3 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE US Treasury 1-3 Year Index. Over the past 10 years, AGI returned 14.19%/yr vs 1.68%/yr for SHY. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
AGI vs. SHY - Performance Comparison
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Returns By Period
In the year-to-date period, AGI achieves a -18.78% return, which is significantly lower than SHY's 0.94% return. Over the past 10 years, AGI has outperformed SHY with an annualized return of 14.19%, while SHY has yielded a comparatively lower 1.68% annualized return.
AGI
- 1D
- 8.73%
- 1M
- -0.95%
- 6M
- -22.60%
- YTD
- -18.78%
- 1Y
- 19.63%
- 3Y*
- 39.60%
- 5Y*
- 33.41%
- 10Y*
- 14.19%
- ALL TIME*
- 16.90%
SHY
- 1D
- 0.04%
- 1M
- 0.21%
- 6M
- 0.75%
- YTD
- 0.94%
- 1Y
- 2.73%
- 3Y*
- 4.16%
- 5Y*
- 1.83%
- 10Y*
- 1.68%
- ALL TIME*
- 1.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $159.79M | $136.30M | $145.52M | |
| $322.37M | $279.93M | $281.77M |
AGI vs. SHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGI Alamos Gold Inc. | -18.78% | 109.93% | 37.72% | 34.33% | 33.11% | -11.00% | 46.75% | 68.42% | -44.49% | -4.57% |
SHY iShares 1-3 Year Treasury Bond ETF | 0.94% | 4.95% | 3.92% | 4.16% | -3.88% | -0.71% | 3.03% | 3.38% | 1.46% | 0.26% |
Correlation
The correlation between AGI and SHY is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2003 | 0.12 |
The correlation between AGI and SHY shifts across timeframes, from 0.12 (all time) to 0.28 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AGI vs. SHY — Risk / Return Rank
AGI
SHY
AGI vs. SHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alamos Gold Inc. (AGI) and iShares 1-3 Year Treasury Bond ETF (SHY). 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.
| AGI | SHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.40 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 3.08 | -2.69 |
| Martin ratioReturn relative to average drawdown | 0.90 | 12.04 | -11.14 |
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Drawdowns
AGI vs. SHY - Drawdown Comparison
The maximum AGI drawdown since its inception was -88.13%, which is greater than SHY's maximum drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for AGI and SHY.
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Drawdown Indicators
| AGI | SHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.13% | -5.71% | -82.42% |
Max Drawdown (1Y)Largest decline over 1 year | -49.60% | -0.89% | -48.71% |
Max Drawdown (3Y)Largest decline over 3 years | -49.60% | -0.97% | -48.63% |
Max Drawdown (5Y)Largest decline over 5 years | -49.60% | -5.65% | -43.95% |
Max Drawdown (10Y)Largest decline over 10 years | -67.21% | -5.71% | -61.50% |
Current DrawdownCurrent decline from peak | -43.37% | 0.00% | -43.37% |
Average DrawdownAverage peak-to-trough decline | -37.77% | -0.52% | -37.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.86% | 0.23% | +21.63% |
Volatility
AGI vs. SHY - Volatility Comparison
Alamos Gold Inc. (AGI) has a higher volatility of 13.94% compared to iShares 1-3 Year Treasury Bond ETF (SHY) at 0.34%. This indicates that AGI's price experiences larger fluctuations and is considered to be riskier than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGI | SHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.94% | 0.34% | +13.60% |
Volatility (6M)Calculated over the trailing 6-month period | 43.34% | 1.07% | +42.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.49% | 1.29% | +53.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.97% | 2.00% | +39.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.50% | 1.57% | +46.93% |
Dividends
AGI vs. SHY - Dividend Comparison
AGI's dividend yield for the trailing twelve months is around 0.42%, less than SHY's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGI Alamos Gold Inc. | 0.42% | 0.26% | 0.54% | 0.74% | 0.99% | 1.30% | 0.74% | 0.66% | 0.56% | 0.31% | 0.29% | 1.22% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.63% | 3.81% | 3.92% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% |
Frequently Asked Questions
AGI and SHY 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 (13.94%) compared to SHY (0.34%). In terms of maximum drawdown, AGI dropped -88.13% vs SHY's -5.71%.
SHY currently has the higher Sharpe Ratio (2.12 vs 0.36), 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.
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