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NHYDY vs. AGF-B.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NHYDY vs. AGF-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Norsk Hydro ASA ADR (NHYDY) and AGF Management Ltd (AGF-B.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NHYDY is traded in USD, while AGF-B.TO is traded in CAD. To make them comparable, the AGF-B.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NHYDY achieves a 57.28% return, which is significantly higher than AGF-B.TO's 9.53% return. Both investments have delivered pretty close results over the past 10 years, with NHYDY having a 17.75% annualized return and AGF-B.TO not far ahead at 18.44%.


NHYDY

1D
-1.57%
1M
4.09%
YTD
57.28%
6M
66.38%
1Y
126.05%
3Y*
26.98%
5Y*
19.63%
10Y*
17.75%

AGF-B.TO

1D
-0.14%
1M
0.76%
YTD
9.53%
6M
18.63%
1Y
50.42%
3Y*
38.73%
5Y*
20.96%
10Y*
18.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NHYDY vs. AGF-B.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NHYDY
Norsk Hydro ASA ADR
57.28%47.30%-14.94%-4.18%5.95%76.35%34.91%-15.68%-38.01%65.31%
AGF-B.TO
AGF Management Ltd
9.53%66.88%34.50%18.35%-15.74%44.02%3.52%47.69%-42.98%46.70%

Correlation

The correlation between NHYDY and AGF-B.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.22

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

0.26

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.26

Fundamentals

Market Cap

NHYDY:

$23.36B

AGF-B.TO:

CA$1.18B

EPS

NHYDY:

$3.10

AGF-B.TO:

CA$1.73

PE Ratio

NHYDY:

3.84

AGF-B.TO:

10.35

PEG Ratio

NHYDY:

0.16

AGF-B.TO:

0.27

PS Ratio

NHYDY:

0.12

AGF-B.TO:

2.13

PB Ratio

NHYDY:

0.23

AGF-B.TO:

0.98

Total Revenue (TTM)

NHYDY:

$201.27B

AGF-B.TO:

CA$561.40M

Gross Profit (TTM)

NHYDY:

$60.54B

AGF-B.TO:

CA$342.49M

EBITDA (TTM)

NHYDY:

$24.40B

AGF-B.TO:

CA$163.56M

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Return for Risk

NHYDY vs. AGF-B.TO — Risk / Return Rank

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

NHYDY
NHYDY Risk / Return Rank: 9898
Overall Rank
NHYDY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NHYDY Sortino Ratio Rank: 9797
Sortino Ratio Rank
NHYDY Omega Ratio Rank: 9696
Omega Ratio Rank
NHYDY Calmar Ratio Rank: 9898
Calmar Ratio Rank
NHYDY Martin Ratio Rank: 9999
Martin Ratio Rank

AGF-B.TO
AGF-B.TO Risk / Return Rank: 8181
Overall Rank
AGF-B.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
AGF-B.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
AGF-B.TO Omega Ratio Rank: 8383
Omega Ratio Rank
AGF-B.TO Calmar Ratio Rank: 7777
Calmar Ratio Rank
AGF-B.TO Martin Ratio Rank: 8080
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.

NHYDY vs. AGF-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Norsk Hydro ASA ADR (NHYDY) and AGF Management Ltd (AGF-B.TO). 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.


NHYDYAGF-B.TODifference
Sharpe ratioReturn per unit of total volatility

+2.44

Sortino ratioReturn per unit of downside risk

+2.48

Omega ratioGain probability vs. loss probability

1.57

1.29

+0.27

Calmar ratioReturn relative to maximum drawdown

10.97

2.00

+8.97

Martin ratioReturn relative to average drawdown

39.71

5.71

+34.00

NHYDY vs. AGF-B.TO - Sharpe Ratio Comparison

The current NHYDY Sharpe Ratio is 3.99, which is higher than the AGF-B.TO Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of NHYDY and AGF-B.TO, 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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Sharpe Ratios by Period


NHYDYAGF-B.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.99

1.55

+2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.71

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.55

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.11

+0.35

Drawdowns

NHYDY vs. AGF-B.TO - Drawdown Comparison

The maximum NHYDY drawdown since its inception was -73.90%, smaller than the maximum AGF-B.TO drawdown of -89.55%. Use the drawdown chart below to compare losses from any high point for NHYDY and AGF-B.TO.


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Drawdown Indicators


NHYDYAGF-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-73.90%

-89.55%

+15.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-25.30%

+13.74%

Max Drawdown (3Y)

Largest decline over 3 years

-29.35%

-25.30%

-4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-46.67%

-35.24%

-11.43%

Max Drawdown (10Y)

Largest decline over 10 years

-73.90%

-69.75%

-4.15%

Current Drawdown

Current decline from peak

-8.68%

-14.09%

+5.41%

Average Drawdown

Average peak-to-trough decline

-25.23%

-55.85%

+30.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

8.85%

-5.66%

Volatility

NHYDY vs. AGF-B.TO - Volatility Comparison

Norsk Hydro ASA ADR (NHYDY) has a higher volatility of 10.64% compared to AGF Management Ltd (AGF-B.TO) at 6.87%. This indicates that NHYDY's price experiences larger fluctuations and is considered to be riskier than AGF-B.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NHYDYAGF-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.64%

6.87%

+3.77%

Volatility (6M)

Calculated over the trailing 6-month period

26.84%

26.88%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

31.79%

32.76%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.27%

29.82%

+9.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.36%

33.65%

+5.71%

Dividends

NHYDY vs. AGF-B.TO - Dividend Comparison

NHYDY's dividend yield for the trailing twelve months is around 2.67%, less than AGF-B.TO's 2.85% yield.


PositionTTM20252024202320222021202020192018201720162015
AGF-B.TO
AGF Management Ltd
2.85%3.01%4.26%5.58%5.52%4.07%5.26%4.97%6.64%3.91%3.83%11.35%
NHYDY
Norsk Hydro ASA ADR
2.67%2.65%4.30%8.10%9.59%1.86%5.44%3.92%4.96%1.91%2.60%0.00%

Financials

NHYDY vs. AGF-B.TO - Financials Comparison

This section allows you to compare key financial metrics between Norsk Hydro ASA ADR and AGF Management Ltd. 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B20222023202420252026
50.39B
143.70M
(NHYDY) Total Revenue
(AGF-B.TO) Total Revenue
Please note, different currencies. NHYDY values in USD, AGF-B.TO values in CAD

NHYDY vs. AGF-B.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Norsk Hydro ASA ADR and AGF Management Ltd 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%40.0%60.0%80.0%100.0%20222023202420252026
31.9%
50.9%
Portfolio components
NHYDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported a gross profit of 16.09B and revenue of 50.39B. Therefore, the gross margin over that period was 31.9%.

AGF-B.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AGF Management Ltd reported a gross profit of 73.16M and revenue of 143.70M. Therefore, the gross margin over that period was 50.9%.

NHYDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported an operating income of 9.11B and revenue of 50.39B, resulting in an operating margin of 18.1%.

AGF-B.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AGF Management Ltd reported an operating income of 33.41M and revenue of 143.70M, resulting in an operating margin of 23.3%.

NHYDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported a net income of 4.24B and revenue of 50.39B, resulting in a net margin of 8.4%.

AGF-B.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AGF Management Ltd reported a net income of 18.04M and revenue of 143.70M, resulting in a net margin of 12.6%.


Frequently Asked Questions


NHYDY and AGF-B.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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