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THG vs. AEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

THG vs. AEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hanover Insurance Group, Inc. (THG) and Agnico Eagle Mines Limited (AEM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, THG achieves a 2.52% return, which is significantly higher than AEM's 1.68% return. Over the past 10 years, THG has underperformed AEM with an annualized return of 11.15%, while AEM has yielded a comparatively higher 15.27% annualized return.


THG

1D
-0.37%
1M
1.68%
YTD
2.52%
6M
4.64%
1Y
7.54%
3Y*
20.30%
5Y*
8.48%
10Y*
11.15%

AEM

1D
-4.07%
1M
-4.37%
YTD
1.68%
6M
1.89%
1Y
41.42%
3Y*
51.78%
5Y*
22.28%
10Y*
15.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

THG vs. AEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THG
The Hanover Insurance Group, Inc.
2.52%20.66%30.61%-7.61%5.40%14.51%-12.31%26.73%10.15%21.41%
AEM
Agnico Eagle Mines Limited
1.68%119.53%46.04%8.98%1.08%-22.81%17.39%54.18%-11.51%10.92%

Correlation

The correlation between THG and AEM 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

0.05

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

0.07

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

0.01

Correlation (All Time)
Calculated using the full available price history since Oct 12, 1995

0.04

Fundamentals

EPS

THG:

$26.44

AEM:

$10.60

PE Ratio

THG:

7.05

AEM:

16.20

PEG Ratio

THG:

0.03

AEM:

0.25

PS Ratio

THG:

0.76

AEM:

6.39

Total Revenue (TTM)

THG:

$6.68B

AEM:

$13.51B

Gross Profit (TTM)

THG:

$1.56B

AEM:

$8.28B

EBITDA (TTM)

THG:

$716.20M

AEM:

$9.72B

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Return for Risk

THG vs. AEM — Risk / Return Rank

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

THG
THG Risk / Return Rank: 5252
Overall Rank
THG Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
THG Sortino Ratio Rank: 4545
Sortino Ratio Rank
THG Omega Ratio Rank: 4545
Omega Ratio Rank
THG Calmar Ratio Rank: 5757
Calmar Ratio Rank
THG Martin Ratio Rank: 5858
Martin Ratio Rank

AEM
AEM Risk / Return Rank: 6666
Overall Rank
AEM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AEM Sortino Ratio Rank: 6363
Sortino Ratio Rank
AEM Omega Ratio Rank: 6363
Omega Ratio Rank
AEM Calmar Ratio Rank: 6666
Calmar Ratio Rank
AEM Martin Ratio Rank: 6767
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.

THG vs. AEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hanover Insurance Group, Inc. (THG) and Agnico Eagle Mines Limited (AEM). 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.


THGAEMDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.08

1.19

-0.11

Calmar ratioReturn relative to maximum drawdown

0.76

1.31

-0.55

Martin ratioReturn relative to average drawdown

1.67

3.29

-1.62

THG vs. AEM - Sharpe Ratio Comparison

The current THG Sharpe Ratio is 0.38, which is lower than the AEM Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of THG and AEM, 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


THGAEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.97

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.61

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.41

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.17

+0.12

Drawdowns

THG vs. AEM - Drawdown Comparison

The maximum THG drawdown since its inception was -89.84%, roughly equal to the maximum AEM drawdown of -90.49%. Use the drawdown chart below to compare losses from any high point for THG and AEM.


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Drawdown Indicators


THGAEMDifference

Max Drawdown

Largest peak-to-trough decline

-89.84%

-90.49%

+0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-31.77%

+21.75%

Max Drawdown (3Y)

Largest decline over 3 years

-13.98%

-31.77%

+17.79%

Max Drawdown (5Y)

Largest decline over 5 years

-30.35%

-46.22%

+15.87%

Max Drawdown (10Y)

Largest decline over 10 years

-40.10%

-53.86%

+13.76%

Current Drawdown

Current decline from peak

-5.66%

-31.77%

+26.11%

Average Drawdown

Average peak-to-trough decline

-22.67%

-46.66%

+23.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

12.61%

-7.90%

Volatility

THG vs. AEM - Volatility Comparison

The current volatility for The Hanover Insurance Group, Inc. (THG) is 5.22%, while Agnico Eagle Mines Limited (AEM) has a volatility of 13.70%. This indicates that THG experiences smaller price fluctuations and is considered to be less risky than AEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THGAEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

13.70%

-8.48%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

34.59%

-20.36%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

43.02%

-22.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.76%

36.80%

-14.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.07%

37.22%

-13.15%

Dividends

THG vs. AEM - Dividend Comparison

THG's dividend yield for the trailing twelve months is around 1.99%, more than AEM's 0.99% yield.


PositionTTM20252024202320222021202020192018201720162015
AEM
Agnico Eagle Mines Limited
0.99%0.94%2.05%2.92%3.08%2.63%2.36%0.89%1.09%0.89%0.86%1.22%
THG
The Hanover Insurance Group, Inc.
1.99%2.00%2.23%2.70%2.26%2.17%2.27%7.10%1.90%1.89%2.07%2.08%

Financials

THG vs. AEM - Financials Comparison

This section allows you to compare key financial metrics between The Hanover Insurance Group, Inc. and Agnico Eagle Mines Limited. 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


1.00B2.00B3.00B4.00B20222023202420252026
1.70B
4.10B
(THG) Total Revenue
(AEM) Total Revenue
Values in USD except per share items

THG vs. AEM - Profitability Comparison

The chart below illustrates the profitability comparison between The Hanover Insurance Group, Inc. and Agnico Eagle Mines Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%202220232024202520260
66.4%
Portfolio components
THG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Hanover Insurance Group, Inc. reported a gross profit of 0.00 and revenue of 1.70B. Therefore, the gross margin over that period was 0.0%.

AEM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Agnico Eagle Mines Limited reported a gross profit of 2.72B and revenue of 4.10B. Therefore, the gross margin over that period was 66.4%.

THG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Hanover Insurance Group, Inc. reported an operating income of 0.00 and revenue of 1.70B, resulting in an operating margin of 0.0%.

AEM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Agnico Eagle Mines Limited reported an operating income of 2.56B and revenue of 4.10B, resulting in an operating margin of 62.4%.

THG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Hanover Insurance Group, Inc. reported a net income of 186.80M and revenue of 1.70B, resulting in a net margin of 11.0%.

AEM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Agnico Eagle Mines Limited reported a net income of 1.70B and revenue of 4.10B, resulting in a net margin of 41.4%.


Frequently Asked Questions


THG and AEM 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.

AEM has higher volatility (13.70%) compared to THG (5.22%). In terms of maximum drawdown, THG dropped -89.84% vs AEM's -90.49%.

AEM currently has the higher Sharpe Ratio (0.97 vs 0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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