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OR vs. AG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OR and AG 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

OR vs. AG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Osisko Gold Royalties Ltd (OR) and First Majestic Silver Corp. (AG). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
107.31%
61.32%
OR
AG

Key characteristics

Sharpe Ratio

OR:

0.99

AG:

-0.17

Sortino Ratio

OR:

1.46

AG:

0.17

Omega Ratio

OR:

1.18

AG:

1.02

Calmar Ratio

OR:

1.30

AG:

-0.12

Martin Ratio

OR:

5.35

AG:

-0.46

Ulcer Index

OR:

5.29%

AG:

22.22%

Daily Std Dev

OR:

28.64%

AG:

59.68%

Max Drawdown

OR:

-61.96%

AG:

-90.20%

Current Drawdown

OR:

-13.32%

AG:

-78.46%

Fundamentals

Market Cap

OR:

$3.54B

AG:

$1.78B

EPS

OR:

-$0.20

AG:

-$0.26

PEG Ratio

OR:

0.00

AG:

0.00

Total Revenue (TTM)

OR:

$252.11M

AG:

$524.81M

Gross Profit (TTM)

OR:

$208.21M

AG:

$55.16M

EBITDA (TTM)

OR:

$36.27M

AG:

$81.85M

Returns By Period

In the year-to-date period, OR achieves a 29.17% return, which is significantly higher than AG's -10.96% return.


OR

YTD

29.17%

1M

-7.81%

6M

11.95%

1Y

26.22%

5Y*

17.17%

10Y*

N/A

AG

YTD

-10.96%

1M

-16.51%

6M

-11.08%

1Y

-13.35%

5Y*

-11.86%

10Y*

1.93%

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Risk-Adjusted Performance

OR vs. AG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Osisko Gold Royalties Ltd (OR) and First Majestic Silver Corp. (AG). 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 OR, currently valued at 0.99, compared to the broader market-4.00-2.000.002.000.99-0.17
The chart of Sortino ratio for OR, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.460.17
The chart of Omega ratio for OR, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.02
The chart of Calmar ratio for OR, currently valued at 1.30, compared to the broader market0.002.004.006.001.30-0.13
The chart of Martin ratio for OR, currently valued at 5.35, compared to the broader market-5.000.005.0010.0015.0020.0025.005.35-0.46
OR
AG

The current OR Sharpe Ratio is 0.99, which is higher than the AG Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of OR and AG, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.99
-0.17
OR
AG

Dividends

OR vs. AG - Dividend Comparison

OR's dividend yield for the trailing twelve months is around 1.01%, more than AG's 0.33% yield.


TTM20232022202120202019201820172016
OR
Osisko Gold Royalties Ltd
1.01%1.23%1.84%1.82%1.18%1.56%1.72%1.21%1.65%
AG
First Majestic Silver Corp.
0.33%0.34%0.31%0.14%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OR vs. AG - Drawdown Comparison

The maximum OR drawdown since its inception was -61.96%, smaller than the maximum AG drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for OR and AG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.32%
-75.06%
OR
AG

Volatility

OR vs. AG - Volatility Comparison

The current volatility for Osisko Gold Royalties Ltd (OR) is 8.31%, while First Majestic Silver Corp. (AG) has a volatility of 15.66%. This indicates that OR experiences smaller price fluctuations and is considered to be less risky than AG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.31%
15.66%
OR
AG

Financials

OR vs. AG - Financials Comparison

This section allows you to compare key financial metrics between Osisko Gold Royalties Ltd and First Majestic Silver 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


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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