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EXK vs. IAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EXK and IAG 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

EXK vs. IAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Endeavour Silver Corp. (EXK) and IAMGOLD Corporation (IAG). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
18.98%
18.03%
EXK
IAG

Key characteristics

Sharpe Ratio

EXK:

2.17

IAG:

2.62

Sortino Ratio

EXK:

2.77

IAG:

3.17

Omega Ratio

EXK:

1.34

IAG:

1.40

Calmar Ratio

EXK:

1.81

IAG:

1.65

Martin Ratio

EXK:

7.49

IAG:

14.84

Ulcer Index

EXK:

21.35%

IAG:

9.83%

Daily Std Dev

EXK:

73.74%

IAG:

55.68%

Max Drawdown

EXK:

-91.88%

IAG:

-95.55%

Current Drawdown

EXK:

-68.25%

IAG:

-71.62%

Fundamentals

Market Cap

EXK:

$1.04B

IAG:

$3.55B

EPS

EXK:

-$0.13

IAG:

$1.35

PEG Ratio

EXK:

0.00

IAG:

31.67

Total Revenue (TTM)

EXK:

$175.64M

IAG:

$1.17B

Gross Profit (TTM)

EXK:

$24.48M

IAG:

$404.44M

EBITDA (TTM)

EXK:

-$7.55M

IAG:

$1.04B

Returns By Period

In the year-to-date period, EXK achieves a 7.92% return, which is significantly lower than IAG's 20.54% return. Over the past 10 years, EXK has underperformed IAG with an annualized return of 5.80%, while IAG has yielded a comparatively higher 10.34% annualized return.


EXK

YTD

7.92%

1M

12.54%

6M

18.98%

1Y

168.71%

5Y*

14.30%

10Y*

5.80%

IAG

YTD

20.54%

1M

11.47%

6M

18.03%

1Y

142.02%

5Y*

14.79%

10Y*

10.34%

*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

EXK vs. IAG — Risk-Adjusted Performance Rank

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

EXK
The Risk-Adjusted Performance Rank of EXK is 8989
Overall Rank
The Sharpe Ratio Rank of EXK is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of EXK is 8989
Sortino Ratio Rank
The Omega Ratio Rank of EXK is 8686
Omega Ratio Rank
The Calmar Ratio Rank of EXK is 8888
Calmar Ratio Rank
The Martin Ratio Rank of EXK is 8787
Martin Ratio Rank

IAG
The Risk-Adjusted Performance Rank of IAG is 9292
Overall Rank
The Sharpe Ratio Rank of IAG is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IAG is 9292
Sortino Ratio Rank
The Omega Ratio Rank of IAG is 9090
Omega Ratio Rank
The Calmar Ratio Rank of IAG is 8787
Calmar Ratio Rank
The Martin Ratio Rank of IAG is 9595
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.

EXK vs. IAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Endeavour Silver Corp. (EXK) and IAMGOLD Corporation (IAG). 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 EXK, currently valued at 2.17, compared to the broader market-2.000.002.002.172.62
The chart of Sortino ratio for EXK, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.773.17
The chart of Omega ratio for EXK, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.40
The chart of Calmar ratio for EXK, currently valued at 1.81, compared to the broader market0.002.004.006.001.811.65
The chart of Martin ratio for EXK, currently valued at 7.49, compared to the broader market0.0010.0020.0030.007.4914.84
EXK
IAG

The current EXK Sharpe Ratio is 2.17, which is comparable to the IAG Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of EXK and IAG, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
2.17
2.62
EXK
IAG

Dividends

EXK vs. IAG - Dividend Comparison

Neither EXK nor IAG has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
EXK
Endeavour Silver Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.09%
IAG
IAMGOLD Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EXK vs. IAG - Drawdown Comparison

The maximum EXK drawdown since its inception was -91.88%, roughly equal to the maximum IAG drawdown of -95.55%. Use the drawdown chart below to compare losses from any high point for EXK and IAG. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%SeptemberOctoberNovemberDecember2025February
-68.25%
-71.62%
EXK
IAG

Volatility

EXK vs. IAG - Volatility Comparison

Endeavour Silver Corp. (EXK) has a higher volatility of 17.04% compared to IAMGOLD Corporation (IAG) at 12.54%. This indicates that EXK's price experiences larger fluctuations and is considered to be riskier than IAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
17.04%
12.54%
EXK
IAG

Financials

EXK vs. IAG - Financials Comparison

This section allows you to compare key financial metrics between Endeavour Silver Corp. and IAMGOLD 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


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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