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GORO vs. AEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GORO vs. AEM - Performance Comparison

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

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Returns By Period

In the year-to-date period, GORO achieves a 44.93% return, which is significantly higher than AEM's -3.66% return. Over the past 10 years, GORO has underperformed AEM with an annualized return of -9.01%, while AEM has yielded a comparatively higher 14.70% annualized return.


GORO

1D
0.84%
1M
-12.41%
YTD
44.93%
6M
41.71%
1Y
90.08%
3Y*
14.89%
5Y*
-15.91%
10Y*
-9.01%

AEM

1D
3.09%
1M
-16.80%
YTD
-3.66%
6M
-2.93%
1Y
34.46%
3Y*
50.92%
5Y*
20.78%
10Y*
14.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GORO vs. AEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GORO
Gold Resource Corporation
44.93%259.84%-38.80%-75.42%0.20%-45.33%-46.91%39.34%-8.71%1.64%
AEM
Agnico Eagle Mines Limited
-3.66%119.53%46.04%8.98%1.08%-22.81%17.39%54.18%-11.51%10.92%

Correlation

The correlation between GORO and AEM is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.44

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

0.50

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

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2006

0.51

The correlation between GORO and AEM shifts across timeframes, from 0.44 (3 years) to 0.56 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GORO:

$196.46M

AEM:

$81.60B

EPS

GORO:

$0.05

AEM:

$10.60

PE Ratio

GORO:

26.16

AEM:

15.35

PEG Ratio

GORO:

0.78

AEM:

0.24

PS Ratio

GORO:

2.13

AEM:

6.06

PB Ratio

GORO:

4.02

AEM:

3.11

Total Revenue (TTM)

GORO:

$81.00M

AEM:

$13.51B

Gross Profit (TTM)

GORO:

$38.71M

AEM:

$8.28B

EBITDA (TTM)

GORO:

$43.09M

AEM:

$9.72B

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Return for Risk

GORO vs. AEM — Risk / Return Rank

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

GORO
GORO Risk / Return Rank: 7373
Overall Rank
GORO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GORO Sortino Ratio Rank: 7575
Sortino Ratio Rank
GORO Omega Ratio Rank: 7070
Omega Ratio Rank
GORO Calmar Ratio Rank: 7676
Calmar Ratio Rank
GORO Martin Ratio Rank: 7272
Martin Ratio Rank

AEM
AEM Risk / Return Rank: 6464
Overall Rank
AEM Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AEM Sortino Ratio Rank: 6161
Sortino Ratio Rank
AEM Omega Ratio Rank: 6262
Omega Ratio Rank
AEM Calmar Ratio Rank: 6161
Calmar Ratio Rank
AEM Martin Ratio Rank: 6565
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.

GORO vs. AEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Resource Corporation (GORO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GOROAEMDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.21

1.16

+0.05

Calmar ratioReturn relative to maximum drawdown

2.05

0.88

+1.17

Martin ratioReturn relative to average drawdown

3.70

2.48

+1.22

GORO vs. AEM - Sharpe Ratio Comparison

The current GORO Sharpe Ratio is 0.93, which is comparable to the AEM Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of GORO and AEM, 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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Drawdowns

GORO vs. AEM - Drawdown Comparison

The maximum GORO drawdown since its inception was -99.48%, which is greater than AEM's maximum drawdown of -90.49%. Use the drawdown chart below to compare losses from any high point for GORO and AEM.


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Drawdown Indicators


GOROAEMDifference

Max Drawdown

Largest peak-to-trough decline

-99.48%

-90.49%

-8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-44.27%

-39.39%

-4.88%

Max Drawdown (3Y)

Largest decline over 3 years

-85.50%

-39.39%

-46.11%

Max Drawdown (5Y)

Largest decline over 5 years

-95.47%

-45.03%

-50.44%

Max Drawdown (10Y)

Largest decline over 10 years

-98.29%

-53.86%

-44.43%

Current Drawdown

Current decline from peak

-95.01%

-35.35%

-59.66%

Average Drawdown

Average peak-to-trough decline

-65.14%

-46.65%

-18.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.42%

13.93%

+10.49%

Volatility

GORO vs. AEM - Volatility Comparison

Gold Resource Corporation (GORO) has a higher volatility of 17.99% compared to Agnico Eagle Mines Limited (AEM) at 15.31%. This indicates that GORO'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.


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Volatility by Period


GOROAEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.99%

15.31%

+2.68%

Volatility (6M)

Calculated over the trailing 6-month period

70.66%

36.02%

+34.64%

Volatility (1Y)

Calculated over the trailing 1-year period

97.40%

44.06%

+53.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.01%

37.06%

+55.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.68%

37.35%

+41.33%

Dividends

GORO vs. AEM - Dividend Comparison

GORO has not paid dividends to shareholders, while AEM's dividend yield for the trailing twelve months is around 1.05%.


PositionTTM20252024202320222021202020192018201720162015
AEM
Agnico Eagle Mines Limited
1.05%0.94%2.05%2.92%3.08%2.63%2.36%0.89%1.09%0.89%0.86%1.22%
GORO
Gold Resource Corporation
0.00%0.00%0.00%0.00%2.61%2.78%1.37%0.42%0.50%0.45%0.69%7.23%

Financials

GORO vs. AEM - Financials Comparison

This section allows you to compare key financial metrics between Gold Resource 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


0.001.00B2.00B3.00B4.00B202220232024202520260
4.10B
(GORO) Total Revenue
(AEM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


GORO and AEM have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GORO has higher volatility (17.99%) compared to AEM (15.31%). In terms of maximum drawdown, GORO dropped -99.48% vs AEM's -90.49%.

GORO currently has the higher Sharpe Ratio (0.93 vs 0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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