AGI vs. TLT
Compare and contrast key facts about Alamos Gold Inc. (AGI) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGI or TLT.
Key characteristics
| AGI | TLT | |
|---|---|---|
| YTD Return | 44.56% | -3.33% |
| 1Y Return | 50.39% | 9.94% |
| 3Y Return (Ann) | 34.48% | -12.43% |
| 5Y Return (Ann) | 31.09% | -4.96% |
| 10Y Return (Ann) | 11.46% | -0.01% |
| Sharpe Ratio | 1.62 | 0.49 |
| Sortino Ratio | 2.27 | 0.79 |
| Omega Ratio | 1.27 | 1.09 |
| Calmar Ratio | 1.38 | 0.16 |
| Martin Ratio | 6.05 | 1.23 |
| Ulcer Index | 8.82% | 6.00% |
| Daily Std Dev | 33.01% | 15.09% |
| Max Drawdown | -88.13% | -48.35% |
| Current Drawdown | -9.35% | -39.77% |
Correlation
The correlation between AGI and TLT is 0.08, 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 vs. TLT - Performance Comparison
In the year-to-date period, AGI achieves a 44.56% return, which is significantly higher than TLT's -3.33% return. Over the past 10 years, AGI has outperformed TLT with an annualized return of 11.46%, while TLT has yielded a comparatively lower -0.01% 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. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alamos Gold Inc. (AGI) and iShares 20+ Year Treasury Bond ETF (TLT). 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. TLT - Dividend Comparison
AGI's dividend yield for the trailing twelve months is around 0.52%, less than TLT's 3.98% 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% |
TLT iShares 20+ Year Treasury Bond ETF | 3.98% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
AGI vs. TLT - Drawdown Comparison
The maximum AGI drawdown since its inception was -88.13%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for AGI and TLT. For additional features, visit the drawdowns tool.
Volatility
AGI vs. TLT - Volatility Comparison
Alamos Gold Inc. (AGI) has a higher volatility of 9.08% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 5.01%. This indicates that AGI's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.