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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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-11.58%
14.84%
EGO
AEM

Key characteristics

Sharpe Ratio

EGO:

0.40

AEM:

2.58

Sortino Ratio

EGO:

0.79

AEM:

3.08

Omega Ratio

EGO:

1.10

AEM:

1.40

Calmar Ratio

EGO:

0.17

AEM:

1.83

Martin Ratio

EGO:

1.68

AEM:

15.72

Ulcer Index

EGO:

9.36%

AEM:

4.95%

Daily Std Dev

EGO:

38.85%

AEM:

30.10%

Max Drawdown

EGO:

-97.49%

AEM:

-90.33%

Current Drawdown

EGO:

-86.22%

AEM:

-3.84%

Fundamentals

Market Cap

EGO:

$3.00B

AEM:

$42.88B

EPS

EGO:

$1.40

AEM:

$1.98

PE Ratio

EGO:

10.36

AEM:

42.94

PEG Ratio

EGO:

10.65

AEM:

28.15

Total Revenue (TTM)

EGO:

$885.26M

AEM:

$6.07B

Gross Profit (TTM)

EGO:

$284.12M

AEM:

$2.50B

EBITDA (TTM)

EGO:

$461.71M

AEM:

$3.27B

Returns By Period

In the year-to-date period, EGO achieves a -2.42% return, which is significantly lower than AEM's 8.72% return. Over the past 10 years, EGO has underperformed AEM with an annualized return of -7.26%, while AEM has yielded a comparatively higher 12.16% annualized return.


EGO

YTD

-2.42%

1M

-3.07%

6M

-11.74%

1Y

14.79%

5Y*

14.89%

10Y*

-7.26%

AEM

YTD

8.72%

1M

9.91%

6M

15.76%

1Y

76.50%

5Y*

10.02%

10Y*

12.16%

*Annualized

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 Rank

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

EGO
The Risk-Adjusted Performance Rank of EGO is 5757
Overall Rank
The Sharpe Ratio Rank of EGO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of EGO is 5353
Sortino Ratio Rank
The Omega Ratio Rank of EGO is 5252
Omega Ratio Rank
The Calmar Ratio Rank of EGO is 5454
Calmar Ratio Rank
The Martin Ratio Rank of EGO is 6363
Martin Ratio Rank

AEM
The Risk-Adjusted Performance Rank of AEM is 9393
Overall Rank
The Sharpe Ratio Rank of AEM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of AEM is 9292
Sortino Ratio Rank
The Omega Ratio Rank of AEM is 9191
Omega Ratio Rank
The Calmar Ratio Rank of AEM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of AEM is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.40, compared to the broader market-2.000.002.004.000.402.58
The chart of Sortino ratio for EGO, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.000.793.08
The chart of Omega ratio for EGO, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.40
The chart of Calmar ratio for EGO, currently valued at 0.17, compared to the broader market0.002.004.006.000.171.83
The chart of Martin ratio for EGO, currently valued at 1.68, compared to the broader market-10.000.0010.0020.0030.001.6815.72
EGO
AEM

The current EGO Sharpe Ratio is 0.40, which is lower than the AEM Sharpe Ratio of 2.58. 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.40
2.58
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 1.88%.


TTM20242023202220212020201920182017201620152014
EGO
Eldorado Gold Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.05%0.00%0.54%0.30%
AEM
Agnico Eagle Mines Limited
1.88%2.05%2.92%3.08%3.29%1.35%1.10%1.09%0.89%1.05%1.22%1.29%

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%AugustSeptemberOctoberNovemberDecember2025
-86.22%
-3.84%
EGO
AEM

Volatility

EGO vs. AEM - Volatility Comparison

Eldorado Gold Corporation (EGO) has a higher volatility of 11.41% compared to Agnico Eagle Mines Limited (AEM) at 9.06%. 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%AugustSeptemberOctoberNovemberDecember2025
11.41%
9.06%
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
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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.

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