SAB.MC vs. AGI.TO
SAB.MC (Banco de Sabadell S.A) and AGI.TO (Alamos Gold Inc.) are both stocks. SAB.MC operates in Banks - Diversified (Financial Services), while AGI.TO operates in Gold (Basic Materials). Over the past 10 years, SAB.MC returned 14.29%/yr vs 16.81%/yr for AGI.TO. At a correlation of -0.02, they often move in opposite directions.
Performance
SAB.MC vs. AGI.TO - Performance Comparison
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Different Trading Currencies
SAB.MC is traded in EUR, while AGI.TO is traded in CAD. To make them comparable, the AGI.TO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SAB.MC achieves a -0.78% return, which is significantly higher than AGI.TO's -7.54% return. Over the past 10 years, SAB.MC has underperformed AGI.TO with an annualized return of 14.29%, while AGI.TO has yielded a comparatively higher 16.81% annualized return.
SAB.MC
- 1D
- 4.24%
- 1M
- 0.71%
- YTD
- -0.78%
- 6M
- 4.10%
- 1Y
- 25.41%
- 3Y*
- 58.67%
- 5Y*
- 46.51%
- 10Y*
- 14.29%
AGI.TO
- 1D
- 1.99%
- 1M
- -18.33%
- YTD
- -7.54%
- 6M
- -7.03%
- 1Y
- 29.04%
- 3Y*
- 39.29%
- 5Y*
- 34.01%
- 10Y*
- 16.81%
SAB.MC vs. AGI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAB.MC Banco de Sabadell S.A | -0.78% | 95.56% | 80.12% | 32.15% | 58.09% | 67.18% | -64.45% | 8.30% | -36.46% | 29.25% |
AGI.TO Alamos Gold Inc. | -7.45% | 85.19% | 47.14% | 30.41% | 42.18% | -4.96% | 34.77% | 71.00% | -41.93% | -16.59% |
Correlation
The correlation between SAB.MC and AGI.TO is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | -0.02 |
The correlation between SAB.MC and AGI.TO shifts across timeframes, from -0.07 (10 years) to 0.05 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SAB.MC vs. AGI.TO — Risk / Return Rank
SAB.MC
AGI.TO
SAB.MC vs. AGI.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco de Sabadell S.A (SAB.MC) and Alamos Gold Inc. (AGI.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.
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.
| SAB.MC | AGI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.74 | +0.91 |
| Martin ratioReturn relative to average drawdown | 3.79 | 2.11 | +1.68 |
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Drawdowns
SAB.MC vs. AGI.TO - Drawdown Comparison
The maximum SAB.MC drawdown since its inception was -89.47%, roughly equal to the maximum AGI.TO drawdown of -85.73%. Use the drawdown chart below to compare losses from any high point for SAB.MC and AGI.TO.
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Drawdown Indicators
| SAB.MC | AGI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.47% | -85.73% | -3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -13.62% | -39.64% | +26.02% |
Max Drawdown (3Y)Largest decline over 3 years | -18.83% | -39.64% | +20.81% |
Max Drawdown (5Y)Largest decline over 5 years | -37.02% | -39.64% | +2.62% |
Max Drawdown (10Y)Largest decline over 10 years | -84.98% | -71.86% | -13.12% |
Current DrawdownCurrent decline from peak | -4.19% | -35.66% | +31.47% |
Average DrawdownAverage peak-to-trough decline | -45.48% | -36.69% | -8.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.93% | 13.77% | -7.84% |
Volatility
SAB.MC vs. AGI.TO - Volatility Comparison
The current volatility for Banco de Sabadell S.A (SAB.MC) is 8.61%, while Alamos Gold Inc. (AGI.TO) has a volatility of 16.58%. This indicates that SAB.MC experiences smaller price fluctuations and is considered to be less risky than AGI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAB.MC | AGI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.61% | 16.58% | -7.97% |
Volatility (6M)Calculated over the trailing 6-month period | 21.07% | 40.15% | -19.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.91% | 49.17% | -20.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.22% | 38.13% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.66% | 45.93% | -4.27% |
Dividends
SAB.MC vs. AGI.TO - Dividend Comparison
SAB.MC's dividend yield for the trailing twelve months is around 18.47%, more than AGI.TO's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGI.TO Alamos Gold Inc. | 0.37% | 0.26% | 0.52% | 0.76% | 0.91% | 1.03% | 0.79% | 0.51% | 0.41% | 0.29% | 0.22% | 0.88% |
SAB.MC Banco de Sabadell S.A | 18.47% | 7.85% | 5.85% | 4.50% | 5.68% | 0.00% | 5.65% | 0.93% | 7.00% | 3.02% | 5.07% | 2.38% |
Financials
SAB.MC vs. AGI.TO - Financials Comparison
This section allows you to compare key financial metrics between Banco de Sabadell S.A 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SAB.MC and AGI.TO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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