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AXS vs. ABX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AXS vs. ABX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AXIS Capital Holdings Limited (AXS) and Barrick Gold Corporation (ABX.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AXS is traded in USD, while ABX.TO is traded in CAD. To make them comparable, the ABX.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with AXS having a -9.77% return and ABX.TO slightly higher at -9.32%. Over the past 10 years, AXS has underperformed ABX.TO with an annualized return of 8.69%, while ABX.TO has yielded a comparatively higher 9.36% annualized return.


AXS

1D
-2.63%
1M
-3.20%
YTD
-9.77%
6M
-2.08%
1Y
-5.91%
3Y*
24.17%
5Y*
16.16%
10Y*
8.69%

ABX.TO

1D
-0.99%
1M
-9.18%
YTD
-9.32%
6M
-3.25%
1Y
96.99%
3Y*
35.14%
5Y*
13.99%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXS vs. ABX.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXS
AXIS Capital Holdings Limited
-9.77%22.96%63.90%5.57%2.63%11.81%-11.92%18.26%5.75%-20.96%
ABX.TO
Barrick Gold Corporation
-9.32%187.00%-12.13%8.23%-4.75%-13.94%24.68%37.48%-5.29%-8.71%

Correlation

The correlation between AXS and ABX.TO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.06

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

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2006

0.04

Fundamentals

Market Cap

AXS:

$7.23B

ABX.TO:

CA$91.34B

EPS

AXS:

$13.77

ABX.TO:

CA$3.60

PE Ratio

AXS:

6.99

ABX.TO:

15.16

PEG Ratio

AXS:

0.13

ABX.TO:

0.17

PS Ratio

AXS:

1.13

ABX.TO:

4.86

PB Ratio

AXS:

1.13

ABX.TO:

3.34

Total Revenue (TTM)

AXS:

$6.61B

ABX.TO:

CA$19.02B

Gross Profit (TTM)

AXS:

$3.55B

ABX.TO:

CA$10.15B

EBITDA (TTM)

AXS:

$2.61B

ABX.TO:

CA$12.44B

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Return for Risk

AXS vs. ABX.TO — Risk / Return Rank

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

AXS
AXS Risk / Return Rank: 2222
Overall Rank
AXS Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AXS Sortino Ratio Rank: 2323
Sortino Ratio Rank
AXS Omega Ratio Rank: 2424
Omega Ratio Rank
AXS Calmar Ratio Rank: 2222
Calmar Ratio Rank
AXS Martin Ratio Rank: 1313
Martin Ratio Rank

ABX.TO
ABX.TO Risk / Return Rank: 8888
Overall Rank
ABX.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ABX.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
ABX.TO Omega Ratio Rank: 8787
Omega Ratio Rank
ABX.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
ABX.TO Martin Ratio Rank: 8787
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.

AXS vs. ABX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXIS Capital Holdings Limited (AXS) and Barrick Gold Corporation (ABX.TO). 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.


AXSABX.TODifference
Sharpe ratioReturn per unit of total volatility

-2.56

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

0.96

1.35

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.58

3.34

-3.92

Martin ratioReturn relative to average drawdown

-1.27

8.31

-9.59

AXS vs. ABX.TO - Sharpe Ratio Comparison

The current AXS Sharpe Ratio is -0.37, which is lower than the ABX.TO Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of AXS and ABX.TO, 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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Sharpe Ratios by Period


AXSABX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

2.18

-2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.40

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.26

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.07

+0.25

Drawdowns

AXS vs. ABX.TO - Drawdown Comparison

The maximum AXS drawdown since its inception was -55.93%, smaller than the maximum ABX.TO drawdown of -88.57%. Use the drawdown chart below to compare losses from any high point for AXS and ABX.TO.


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Drawdown Indicators


AXSABX.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.93%

-88.57%

+32.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

-29.24%

+14.64%

Max Drawdown (3Y)

Largest decline over 3 years

-16.73%

-29.24%

+12.51%

Max Drawdown (5Y)

Largest decline over 5 years

-18.99%

-46.90%

+27.91%

Max Drawdown (10Y)

Largest decline over 10 years

-49.31%

-57.25%

+7.94%

Current Drawdown

Current decline from peak

-11.13%

-25.12%

+13.99%

Average Drawdown

Average peak-to-trough decline

-12.15%

-48.13%

+35.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.82%

11.71%

-3.89%

Volatility

AXS vs. ABX.TO - Volatility Comparison

The current volatility for AXIS Capital Holdings Limited (AXS) is 7.08%, while Barrick Gold Corporation (ABX.TO) has a volatility of 16.61%. This indicates that AXS experiences smaller price fluctuations and is considered to be less risky than ABX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXSABX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

16.61%

-9.53%

Volatility (6M)

Calculated over the trailing 6-month period

15.60%

34.09%

-18.49%

Volatility (1Y)

Calculated over the trailing 1-year period

22.73%

44.69%

-21.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.00%

35.29%

-10.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.58%

36.47%

-9.89%

Dividends

AXS vs. ABX.TO - Dividend Comparison

AXS's dividend yield for the trailing twelve months is around 1.83%, less than ABX.TO's 2.32% yield.


PositionTTM20252024202320222021202020192018201720162015
ABX.TO
Barrick Gold Corporation
2.32%1.22%2.46%2.27%4.77%3.96%1.33%0.60%1.17%0.72%0.47%1.43%
AXS
AXIS Capital Holdings Limited
1.83%1.64%1.99%3.18%3.19%3.10%3.27%2.71%3.04%3.04%2.19%2.17%

Financials

AXS vs. ABX.TO - Financials Comparison

This section allows you to compare key financial metrics between AXIS Capital Holdings Limited and Barrick Gold Corporation. 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


1.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
1.64B
5.16B
(AXS) Total Revenue
(ABX.TO) Total Revenue
Please note, different currencies. AXS values in USD, ABX.TO values in CAD

AXS vs. ABX.TO - Profitability Comparison

The chart below illustrates the profitability comparison between AXIS Capital Holdings Limited and Barrick Gold Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
99.9%
57.5%
Portfolio components
AXS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AXIS Capital Holdings Limited reported a gross profit of 1.64B and revenue of 1.64B. Therefore, the gross margin over that period was 99.9%.

ABX.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Barrick Gold Corporation reported a gross profit of 2.97B and revenue of 5.16B. Therefore, the gross margin over that period was 57.5%.

AXS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AXIS Capital Holdings Limited reported an operating income of 1.48B and revenue of 1.64B, resulting in an operating margin of 90.2%.

ABX.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Barrick Gold Corporation reported an operating income of 2.93B and revenue of 5.16B, resulting in an operating margin of 56.7%.

AXS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AXIS Capital Holdings Limited reported a net income of 254.77M and revenue of 1.64B, resulting in a net margin of 15.5%.

ABX.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Barrick Gold Corporation reported a net income of 1.58B and revenue of 5.16B, resulting in a net margin of 30.5%.


Frequently Asked Questions


AXS and ABX.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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