EGO vs. AEM
Compare and contrast key facts about Eldorado Gold Corporation (EGO) and Agnico Eagle Mines Limited (AEM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EGO or AEM.
Key characteristics
| EGO | AEM | |
|---|---|---|
| YTD Return | 18.43% | 41.21% |
| 1Y Return | 43.42% | 61.81% |
| 3Y Return (Ann) | 14.66% | 13.45% |
| 5Y Return (Ann) | 15.01% | 8.09% |
| 10Y Return (Ann) | -6.72% | 13.75% |
| Sharpe Ratio | 1.27 | 2.24 |
| Sortino Ratio | 1.74 | 2.77 |
| Omega Ratio | 1.23 | 1.36 |
| Calmar Ratio | 0.55 | 1.57 |
| Martin Ratio | 6.21 | 10.94 |
| Ulcer Index | 7.94% | 6.15% |
| Daily Std Dev | 38.84% | 30.06% |
| Max Drawdown | -97.49% | -90.33% |
| Current Drawdown | -85.42% | -14.47% |
Fundamentals
| EGO | AEM | |
|---|---|---|
| Market Cap | $3.19B | $39.23B |
| EPS | $1.39 | $1.95 |
| PE Ratio | 11.06 | 39.56 |
| PEG Ratio | 10.65 | 28.15 |
| Total Revenue (TTM) | $1.20B | $7.86B |
| Gross Profit (TTM) | $375.53M | $2.97B |
| EBITDA (TTM) | $618.71M | $4.27B |
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.
Performance
EGO vs. AEM - Performance Comparison
In the year-to-date period, EGO achieves a 18.43% return, which is significantly lower than AEM's 41.21% return. Over the past 10 years, EGO has underperformed AEM with an annualized return of -6.72%, while AEM has yielded a comparatively higher 13.75% 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
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.
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 2.11%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 2.11% | 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.
Volatility
EGO vs. AEM - Volatility Comparison
Eldorado Gold Corporation (EGO) has a higher volatility of 12.93% compared to Agnico Eagle Mines Limited (AEM) at 10.82%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities