PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EGO vs. AEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EGO and AEM is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

EGO vs. AEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eldorado Gold Corporation (EGO) and Agnico Eagle Mines Limited (AEM). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-2.15%
18.23%
EGO
AEM

Key characteristics

Sharpe Ratio

EGO:

0.35

AEM:

1.42

Sortino Ratio

EGO:

0.71

AEM:

1.91

Omega Ratio

EGO:

1.09

AEM:

1.24

Calmar Ratio

EGO:

0.15

AEM:

1.00

Martin Ratio

EGO:

1.56

AEM:

6.59

Ulcer Index

EGO:

8.64%

AEM:

6.51%

Daily Std Dev

EGO:

38.74%

AEM:

30.32%

Max Drawdown

EGO:

-97.49%

AEM:

-90.33%

Current Drawdown

EGO:

-85.79%

AEM:

-12.51%

Fundamentals

Market Cap

EGO:

$3.29B

AEM:

$41.22B

EPS

EGO:

$1.41

AEM:

$1.98

PE Ratio

EGO:

11.31

AEM:

41.28

PEG Ratio

EGO:

10.65

AEM:

28.15

Total Revenue (TTM)

EGO:

$1.20B

AEM:

$7.88B

Gross Profit (TTM)

EGO:

$375.53M

AEM:

$3.06B

EBITDA (TTM)

EGO:

$593.21M

AEM:

$3.38B

Returns By Period

In the year-to-date period, EGO achieves a 15.42% return, which is significantly lower than AEM's 44.45% return. Over the past 10 years, EGO has underperformed AEM with an annualized return of -6.44%, while AEM has yielded a comparatively higher 14.92% annualized return.


EGO

YTD

15.42%

1M

-8.33%

6M

-2.16%

1Y

17.78%

5Y*

16.13%

10Y*

-6.44%

AEM

YTD

44.45%

1M

-5.72%

6M

18.23%

1Y

46.53%

5Y*

8.71%

10Y*

14.92%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EGO vs. AEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eldorado Gold Corporation (EGO) and Agnico Eagle Mines Limited (AEM). 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.


Sharpe ratio
The chart of Sharpe ratio for EGO, currently valued at 0.35, compared to the broader market-4.00-2.000.002.000.351.42
The chart of Sortino ratio for EGO, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.711.91
The chart of Omega ratio for EGO, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.24
The chart of Calmar ratio for EGO, currently valued at 0.15, compared to the broader market0.002.004.006.000.151.00
The chart of Martin ratio for EGO, currently valued at 1.56, compared to the broader market0.0010.0020.001.566.59
EGO
AEM

The current EGO Sharpe Ratio is 0.35, which is lower than the AEM Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of EGO and AEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.35
1.42
EGO
AEM

Dividends

EGO vs. AEM - Dividend Comparison

EGO has not paid dividends to shareholders, while AEM's dividend yield for the trailing twelve months is around 2.07%.


TTM20232022202120202019201820172016201520142013
EGO
Eldorado Gold Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.05%0.00%0.54%0.30%2.07%
AEM
Agnico Eagle Mines Limited
2.07%2.92%3.08%2.63%1.35%1.10%1.09%0.89%0.86%1.22%1.29%3.34%

Drawdowns

EGO vs. AEM - Drawdown Comparison

The maximum EGO drawdown since its inception was -97.49%, which is greater than AEM's maximum drawdown of -90.33%. Use the drawdown chart below to compare losses from any high point for EGO and AEM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-85.79%
-12.51%
EGO
AEM

Volatility

EGO vs. AEM - Volatility Comparison

Eldorado Gold Corporation (EGO) has a higher volatility of 12.08% compared to Agnico Eagle Mines Limited (AEM) at 9.86%. This indicates that EGO's price experiences larger fluctuations and is considered to be riskier than AEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
12.08%
9.86%
EGO
AEM

Financials

EGO vs. AEM - Financials Comparison

This section allows you to compare key financial metrics between Eldorado Gold Corporation and Agnico Eagle Mines Limited. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab