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IAG vs. ERO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IAG vs. ERO - Performance Comparison

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

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Returns By Period

In the year-to-date period, IAG achieves a 0.97% return, which is significantly lower than ERO's 3.89% return.


IAG

1D
3.16%
1M
-11.39%
YTD
0.97%
6M
5.11%
1Y
120.82%
3Y*
80.32%
5Y*
35.17%
10Y*
16.20%

ERO

1D
6.10%
1M
-5.13%
YTD
3.89%
6M
16.30%
1Y
87.56%
3Y*
14.46%
5Y*
4.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAG vs. ERO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAG
IAMGOLD Corporation
0.97%219.57%103.95%-1.94%-17.57%-14.71%-1.61%1.36%-36.88%1.57%
ERO
Ero Copper Corp
3.89%109.87%-14.63%14.84%-10.07%-5.73%-10.97%151.68%21.41%52.76%

Correlation

The correlation between IAG and ERO 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

0.47

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

0.44

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2017

0.32

Over the past year, IAG and ERO have become more correlated (0.56) than their long-term average of 0.32, meaning their price movements have been converging.

Fundamentals

Market Cap

IAG:

$9.89B

ERO:

$3.09B

EPS

IAG:

$1.73

ERO:

$2.80

PE Ratio

IAG:

9.63

ERO:

10.51

PEG Ratio

IAG:

0.06

ERO:

0.11

PS Ratio

IAG:

2.84

ERO:

3.32

PB Ratio

IAG:

2.28

ERO:

2.80

Total Revenue (TTM)

IAG:

$3.42B

ERO:

$925.20M

Gross Profit (TTM)

IAG:

$1.64B

ERO:

$394.67M

EBITDA (TTM)

IAG:

$1.97B

ERO:

$528.87M

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Return for Risk

IAG vs. ERO — Risk / Return Rank

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

IAG
IAG Risk / Return Rank: 8585
Overall Rank
IAG Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IAG Sortino Ratio Rank: 8383
Sortino Ratio Rank
IAG Omega Ratio Rank: 8383
Omega Ratio Rank
IAG Calmar Ratio Rank: 8484
Calmar Ratio Rank
IAG Martin Ratio Rank: 8484
Martin Ratio Rank

ERO
ERO Risk / Return Rank: 7878
Overall Rank
ERO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ERO Sortino Ratio Rank: 7777
Sortino Ratio Rank
ERO Omega Ratio Rank: 7676
Omega Ratio Rank
ERO Calmar Ratio Rank: 7979
Calmar Ratio Rank
ERO Martin Ratio Rank: 7777
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.

IAG vs. ERO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IAMGOLD Corporation (IAG) and Ero Copper Corp (ERO). 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.


IAGERODifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.31

1.26

+0.06

Calmar ratioReturn relative to maximum drawdown

3.07

2.32

+0.75

Martin ratioReturn relative to average drawdown

7.68

4.95

+2.73

IAG vs. ERO - Sharpe Ratio Comparison

The current IAG Sharpe Ratio is 1.96, which is comparable to the ERO Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of IAG and ERO, 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

IAG vs. ERO - Drawdown Comparison

The maximum IAG drawdown since its inception was -95.55%, which is greater than ERO's maximum drawdown of -67.17%. Use the drawdown chart below to compare losses from any high point for IAG and ERO.


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Drawdown Indicators


IAGERODifference

Max Drawdown

Largest peak-to-trough decline

-95.55%

-67.17%

-28.38%

Max Drawdown (1Y)

Largest decline over 1 year

-39.60%

-37.97%

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-39.60%

-59.84%

+20.24%

Max Drawdown (5Y)

Largest decline over 5 years

-73.69%

-63.89%

-9.80%

Max Drawdown (10Y)

Largest decline over 10 years

-86.46%

Current Drawdown

Current decline from peak

-32.23%

-22.72%

-9.51%

Average Drawdown

Average peak-to-trough decline

-56.18%

-27.04%

-29.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.80%

17.75%

-1.95%

Volatility

IAG vs. ERO - Volatility Comparison

The current volatility for IAMGOLD Corporation (IAG) is 20.86%, while Ero Copper Corp (ERO) has a volatility of 26.23%. This indicates that IAG experiences smaller price fluctuations and is considered to be less risky than ERO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAGERODifference

Volatility (1M)

Calculated over the trailing 1-month period

20.86%

26.23%

-5.37%

Volatility (6M)

Calculated over the trailing 6-month period

49.19%

47.36%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

61.99%

58.06%

+3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.55%

55.03%

+5.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.65%

59.38%

-0.73%

Dividends

IAG vs. ERO - Dividend Comparison

Neither IAG nor ERO has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

IAG vs. ERO - Financials Comparison

This section allows you to compare key financial metrics between IAMGOLD Corporation and Ero Copper Corp. 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
1.03B
259.52M
(IAG) Total Revenue
(ERO) Total Revenue
Values in USD except per share items

IAG vs. ERO - Profitability Comparison

The chart below illustrates the profitability comparison between IAMGOLD Corporation and Ero Copper Corp over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%20222023202420252026
55.4%
39.8%
Portfolio components
IAG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IAMGOLD Corporation reported a gross profit of 570.70M and revenue of 1.03B. Therefore, the gross margin over that period was 55.4%.

ERO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ero Copper Corp reported a gross profit of 103.33M and revenue of 259.52M. Therefore, the gross margin over that period was 39.8%.

IAG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IAMGOLD Corporation reported an operating income of 544.70M and revenue of 1.03B, resulting in an operating margin of 52.9%.

ERO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ero Copper Corp reported an operating income of 90.17M and revenue of 259.52M, resulting in an operating margin of 34.7%.

IAG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IAMGOLD Corporation reported a net income of 379.70M and revenue of 1.03B, resulting in a net margin of 36.9%.

ERO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ero Copper Corp reported a net income of 107.26M and revenue of 259.52M, resulting in a net margin of 41.3%.


Frequently Asked Questions


IAG and ERO 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.

ERO has higher volatility (26.23%) compared to IAG (20.86%). In terms of maximum drawdown, IAG dropped -95.55% vs ERO's -67.17%.

IAG currently has the higher Sharpe Ratio (1.96 vs 1.52), 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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