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NGD vs. AGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NGD and AGI is 0.55, 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.


-0.50.00.51.00.5

Performance

NGD vs. AGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Gold Inc. (NGD) and Alamos Gold Inc. (AGI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
19.90%
13.50%
NGD
AGI

Key characteristics

Sharpe Ratio

NGD:

1.94

AGI:

1.64

Sortino Ratio

NGD:

2.72

AGI:

2.24

Omega Ratio

NGD:

1.30

AGI:

1.28

Calmar Ratio

NGD:

1.17

AGI:

1.41

Martin Ratio

NGD:

10.25

AGI:

7.96

Ulcer Index

NGD:

10.56%

AGI:

6.88%

Daily Std Dev

NGD:

55.77%

AGI:

33.51%

Max Drawdown

NGD:

-96.73%

AGI:

-88.13%

Current Drawdown

NGD:

-80.28%

AGI:

-8.44%

Fundamentals

Market Cap

NGD:

$2.19B

AGI:

$8.22B

EPS

NGD:

$0.02

AGI:

$0.60

PE Ratio

NGD:

138.50

AGI:

32.58

PEG Ratio

NGD:

-2.09

AGI:

-2.50

Total Revenue (TTM)

NGD:

$654.90M

AGI:

$969.79M

Gross Profit (TTM)

NGD:

$131.60M

AGI:

$408.03M

EBITDA (TTM)

NGD:

$217.95M

AGI:

$521.44M

Returns By Period

In the year-to-date period, NGD achieves a 11.69% return, which is significantly higher than AGI's 6.02% return. Over the past 10 years, NGD has underperformed AGI with an annualized return of -4.96%, while AGI has yielded a comparatively higher 9.92% annualized return.


NGD

YTD

11.69%

1M

0.00%

6M

14.94%

1Y

97.86%

5Y*

21.74%

10Y*

-4.96%

AGI

YTD

6.02%

1M

2.30%

6M

10.18%

1Y

52.94%

5Y*

29.85%

10Y*

9.92%

*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

NGD vs. AGI — Risk-Adjusted Performance Rank

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

NGD
The Risk-Adjusted Performance Rank of NGD is 8989
Overall Rank
The Sharpe Ratio Rank of NGD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of NGD is 9090
Sortino Ratio Rank
The Omega Ratio Rank of NGD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of NGD is 8484
Calmar Ratio Rank
The Martin Ratio Rank of NGD is 9393
Martin Ratio Rank

AGI
The Risk-Adjusted Performance Rank of AGI is 8787
Overall Rank
The Sharpe Ratio Rank of AGI is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of AGI is 8686
Sortino Ratio Rank
The Omega Ratio Rank of AGI is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AGI is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AGI is 9090
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.

NGD vs. AGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New Gold Inc. (NGD) and Alamos Gold Inc. (AGI). 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 NGD, currently valued at 1.94, compared to the broader market-2.000.002.001.941.64
The chart of Sortino ratio for NGD, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.002.722.24
The chart of Omega ratio for NGD, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.28
The chart of Calmar ratio for NGD, currently valued at 1.17, compared to the broader market0.002.004.006.001.171.41
The chart of Martin ratio for NGD, currently valued at 10.25, compared to the broader market0.0010.0020.0010.257.96
NGD
AGI

The current NGD Sharpe Ratio is 1.94, which is comparable to the AGI Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of NGD and AGI, 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 Ratio1.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.94
1.64
NGD
AGI

Dividends

NGD vs. AGI - Dividend Comparison

NGD has not paid dividends to shareholders, while AGI's dividend yield for the trailing twelve months is around 0.51%.


TTM20242023202220212020201920182017201620152014
NGD
New Gold Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGI
Alamos Gold Inc.
0.51%0.54%0.74%0.99%1.30%0.74%0.66%0.56%0.31%0.29%1.22%2.81%

Drawdowns

NGD vs. AGI - Drawdown Comparison

The maximum NGD drawdown since its inception was -96.73%, which is greater than AGI's maximum drawdown of -88.13%. Use the drawdown chart below to compare losses from any high point for NGD and AGI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-80.28%
-8.44%
NGD
AGI

Volatility

NGD vs. AGI - Volatility Comparison

New Gold Inc. (NGD) has a higher volatility of 14.67% compared to Alamos Gold Inc. (AGI) at 10.43%. This indicates that NGD's price experiences larger fluctuations and is considered to be riskier than AGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
14.67%
10.43%
NGD
AGI

Financials

NGD vs. AGI - Financials Comparison

This section allows you to compare key financial metrics between New Gold Inc. and Alamos Gold Inc.. 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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