PortfoliosLab logoPortfoliosLab logo
THG vs. AEM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
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.

Loading graphics...

THG vs. AEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THG
The Hanover Insurance Group, Inc.
-4.63%20.66%30.61%-7.61%5.40%14.51%-12.31%26.73%10.15%21.41%
AEM
Agnico Eagle Mines Limited
19.95%119.53%46.04%8.98%1.08%-22.81%17.39%54.18%-11.51%10.92%

Fundamentals

Market Cap

THG:

$6.29B

AEM:

$102.04B

EPS

THG:

$18.22

AEM:

$8.83

PE Ratio

THG:

9.52

AEM:

22.98

PEG Ratio

THG:

0.04

AEM:

0.36

PS Ratio

THG:

0.96

AEM:

8.61

PB Ratio

THG:

1.76

AEM:

4.12

Total Revenue (TTM)

THG:

$6.58B

AEM:

$11.87B

Gross Profit (TTM)

THG:

$2.78B

AEM:

$6.80B

EBITDA (TTM)

THG:

$883.70M

AEM:

$8.35B

Returns By Period

In the year-to-date period, THG achieves a -4.63% return, which is significantly lower than AEM's 19.95% return. Over the past 10 years, THG has underperformed AEM with an annualized return of 9.72%, while AEM has yielded a comparatively higher 20.98% annualized return.


THG

1D
0.44%
1M
-3.50%
YTD
-4.63%
6M
-3.54%
1Y
1.75%
3Y*
13.21%
5Y*
8.36%
10Y*
9.72%

AEM

1D
5.80%
1M
-19.18%
YTD
19.95%
6M
20.91%
1Y
89.16%
3Y*
61.82%
5Y*
30.88%
10Y*
20.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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: 4242
Overall Rank
THG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
THG Sortino Ratio Rank: 3636
Sortino Ratio Rank
THG Omega Ratio Rank: 3636
Omega Ratio Rank
THG Calmar Ratio Rank: 4646
Calmar Ratio Rank
THG Martin Ratio Rank: 4848
Martin Ratio Rank

AEM
AEM Risk / Return Rank: 8888
Overall Rank
AEM Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AEM Sortino Ratio Rank: 8585
Sortino Ratio Rank
AEM Omega Ratio Rank: 8686
Omega Ratio Rank
AEM Calmar Ratio Rank: 8787
Calmar Ratio Rank
AEM Martin Ratio Rank: 9191
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 ratio

Return per unit of total volatility

0.08

2.04

-1.96

Sortino ratio

Return per unit of downside risk

0.25

2.33

-2.08

Omega ratio

Gain probability vs. loss probability

1.03

1.33

-0.30

Calmar ratio

Return relative to maximum drawdown

0.18

3.14

-2.96

Martin ratio

Return relative to average drawdown

0.47

10.90

-10.43

THG vs. AEM - Sharpe Ratio Comparison

The current THG Sharpe Ratio is 0.08, which is lower than the AEM Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of THG and AEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


THGAEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

2.04

-1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.85

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.56

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.18

+0.10

Correlation

The correlation between THG and AEM is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

THG vs. AEM - Dividend Comparison

THG's dividend yield for the trailing twelve months is around 2.13%, more than AEM's 0.81% yield.


TTM20252024202320222021202020192018201720162015
THG
The Hanover Insurance Group, Inc.
2.13%2.00%2.23%2.70%2.26%2.17%2.27%7.10%1.90%1.89%2.07%2.08%
AEM
Agnico Eagle Mines Limited
0.81%0.94%2.05%2.92%3.08%2.63%2.36%0.89%1.09%0.89%0.86%1.22%

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.


Loading graphics...

Drawdown Indicators


THGAEMDifference

Max Drawdown

Largest peak-to-trough decline

-89.84%

-90.49%

+0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-13.98%

-28.97%

+14.99%

Max Drawdown (5Y)

Largest decline over 5 years

-30.35%

-46.76%

+16.41%

Max Drawdown (10Y)

Largest decline over 10 years

-40.10%

-53.86%

+13.76%

Current Drawdown

Current decline from peak

-6.40%

-19.51%

+13.11%

Average Drawdown

Average peak-to-trough decline

-22.78%

-46.76%

+23.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

8.35%

-2.99%

Volatility

THG vs. AEM - Volatility Comparison

The current volatility for The Hanover Insurance Group, Inc. (THG) is 4.70%, while Agnico Eagle Mines Limited (AEM) has a volatility of 16.46%. 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.


Loading graphics...

Volatility by Period


THGAEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

16.46%

-11.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

35.61%

-22.47%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

43.99%

-22.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.54%

36.39%

-13.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.93%

37.45%

-13.52%

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


1.00B1.50B2.00B2.50B3.00B3.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.67B
3.56B
(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%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
100.0%
61.7%
Portfolio components
THG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Hanover Insurance Group, Inc. reported a gross profit of 1.67B and revenue of 1.67B. Therefore, the gross margin over that period was 100.0%.

AEM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Agnico Eagle Mines Limited reported a gross profit of 2.20B and revenue of 3.56B. Therefore, the gross margin over that period was 61.7%.

THG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Hanover Insurance Group, Inc. reported an operating income of 272.40M and revenue of 1.67B, resulting in an operating margin of 16.3%.

AEM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Agnico Eagle Mines Limited reported an operating income of 1.99B and revenue of 3.56B, resulting in an operating margin of 55.9%.

THG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Hanover Insurance Group, Inc. reported a net income of 198.50M and revenue of 1.67B, resulting in a net margin of 11.9%.

AEM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Agnico Eagle Mines Limited reported a net income of 1.52B and revenue of 3.56B, resulting in a net margin of 42.7%.