PortfoliosLab logoPortfoliosLab logo
SCR.PA vs. AGI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SCR.PA vs. AGI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SCOR SE (SCR.PA) and Alamos Gold Inc. (AGI.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SCR.PA 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, SCR.PA achieves a 14.88% return, which is significantly higher than AGI.TO's -7.54% return. Over the past 10 years, SCR.PA has underperformed AGI.TO with an annualized return of 6.98%, while AGI.TO has yielded a comparatively higher 16.81% annualized return.


SCR.PA

1D
0.32%
1M
-1.52%
YTD
14.88%
6M
21.75%
1Y
16.92%
3Y*
15.13%
5Y*
10.03%
10Y*
6.98%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCR.PA vs. AGI.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCR.PA
SCOR SE
14.88%30.06%-4.79%30.42%-16.21%11.10%-29.40%-0.53%23.23%7.02%
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 SCR.PA and AGI.TO is 0.04, 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

0.04

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

0.06

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

0.05

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2007

-0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SCR.PA vs. AGI.TO — Risk / Return Rank

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

SCR.PA
SCR.PA Risk / Return Rank: 6161
Overall Rank
SCR.PA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SCR.PA Sortino Ratio Rank: 5656
Sortino Ratio Rank
SCR.PA Omega Ratio Rank: 6060
Omega Ratio Rank
SCR.PA Calmar Ratio Rank: 6262
Calmar Ratio Rank
SCR.PA Martin Ratio Rank: 6262
Martin Ratio Rank

AGI.TO
AGI.TO Risk / Return Rank: 6161
Overall Rank
AGI.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AGI.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
AGI.TO Omega Ratio Rank: 5959
Omega Ratio Rank
AGI.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
AGI.TO Martin Ratio Rank: 6464
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.

SCR.PA vs. AGI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SCOR SE (SCR.PA) 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.


SCR.PAAGI.TODifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratioReturn relative to maximum drawdown

0.86

0.74

+0.13

Martin ratioReturn relative to average drawdown

2.05

2.11

-0.06

SCR.PA vs. AGI.TO - Sharpe Ratio Comparison

The current SCR.PA Sharpe Ratio is 0.67, which is comparable to the AGI.TO Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of SCR.PA and AGI.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.


Loading charts...

Drawdowns

SCR.PA vs. AGI.TO - Drawdown Comparison

The maximum SCR.PA drawdown since its inception was -61.72%, smaller than the maximum AGI.TO drawdown of -85.73%. Use the drawdown chart below to compare losses from any high point for SCR.PA and AGI.TO.


Loading charts...

Drawdown Indicators


SCR.PAAGI.TODifference

Max Drawdown

Largest peak-to-trough decline

-61.72%

-85.73%

+24.01%

Max Drawdown (1Y)

Largest decline over 1 year

-18.99%

-39.64%

+20.65%

Max Drawdown (3Y)

Largest decline over 3 years

-44.04%

-39.64%

-4.40%

Max Drawdown (5Y)

Largest decline over 5 years

-52.50%

-39.64%

-12.86%

Max Drawdown (10Y)

Largest decline over 10 years

-61.72%

-71.86%

+10.14%

Current Drawdown

Current decline from peak

-5.65%

-35.66%

+30.01%

Average Drawdown

Average peak-to-trough decline

-16.40%

-36.69%

+20.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.02%

13.77%

-5.75%

Volatility

SCR.PA vs. AGI.TO - Volatility Comparison

The current volatility for SCOR SE (SCR.PA) is 5.87%, while Alamos Gold Inc. (AGI.TO) has a volatility of 16.58%. This indicates that SCR.PA 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.


Loading charts...

Volatility by Period


SCR.PAAGI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

16.58%

-10.71%

Volatility (6M)

Calculated over the trailing 6-month period

15.86%

40.15%

-24.29%

Volatility (1Y)

Calculated over the trailing 1-year period

24.41%

49.17%

-24.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.63%

38.13%

-4.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.51%

45.93%

-12.42%

Dividends

SCR.PA vs. AGI.TO - Dividend Comparison

SCR.PA's dividend yield for the trailing twelve months is around 6.12%, more than AGI.TO's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SCR.PA
SCOR SE
6.12%6.26%7.61%5.29%8.38%6.56%0.00%4.68%4.19%4.92%4.57%4.06%

Financials

SCR.PA vs. AGI.TO - Financials Comparison

This section allows you to compare key financial metrics between SCOR SE 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


Please note, different currencies. SCR.PA values in EUR, AGI.TO values in USD

Frequently Asked Questions


SCR.PA and AGI.TO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SCR.PA and AGI.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer