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TXG.TO vs. AEM.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TXG.TO and AEM.TO is 0.33, 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.


-0.50.00.51.00.3

Performance

TXG.TO vs. AEM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Torex Gold Resources Inc. (TXG.TO) and Agnico Eagle Mines Limited (AEM.TO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
29.83%
21.24%
TXG.TO
AEM.TO

Key characteristics

Sharpe Ratio

TXG.TO:

1.75

AEM.TO:

2.02

Sortino Ratio

TXG.TO:

2.34

AEM.TO:

2.61

Omega Ratio

TXG.TO:

1.30

AEM.TO:

1.33

Calmar Ratio

TXG.TO:

1.25

AEM.TO:

1.35

Martin Ratio

TXG.TO:

11.37

AEM.TO:

9.84

Ulcer Index

TXG.TO:

6.94%

AEM.TO:

5.77%

Daily Std Dev

TXG.TO:

45.10%

AEM.TO:

28.08%

Max Drawdown

TXG.TO:

-94.94%

AEM.TO:

-84.31%

Current Drawdown

TXG.TO:

-19.97%

AEM.TO:

-8.69%

Fundamentals

Market Cap

TXG.TO:

CA$2.33B

AEM.TO:

CA$58.68B

EPS

TXG.TO:

CA$2.03

AEM.TO:

CA$2.81

PE Ratio

TXG.TO:

13.35

AEM.TO:

41.64

PEG Ratio

TXG.TO:

0.12

AEM.TO:

28.26

Total Revenue (TTM)

TXG.TO:

CA$1.10B

AEM.TO:

CA$7.82B

Gross Profit (TTM)

TXG.TO:

CA$417.50M

AEM.TO:

CA$3.18B

EBITDA (TTM)

TXG.TO:

CA$563.10M

AEM.TO:

CA$4.11B

Returns By Period

In the year-to-date period, TXG.TO achieves a 92.13% return, which is significantly higher than AEM.TO's 58.29% return. Over the past 10 years, TXG.TO has underperformed AEM.TO with an annualized return of 9.20%, while AEM.TO has yielded a comparatively higher 16.89% annualized return.


TXG.TO

YTD

92.13%

1M

-9.59%

6M

33.63%

1Y

78.92%

5Y*

6.91%

10Y*

9.20%

AEM.TO

YTD

58.29%

1M

-3.84%

6M

28.45%

1Y

56.81%

5Y*

9.19%

10Y*

16.89%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

TXG.TO vs. AEM.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Torex Gold Resources Inc. (TXG.TO) and Agnico Eagle Mines Limited (AEM.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.


Sharpe ratio
The chart of Sharpe ratio for TXG.TO, currently valued at 1.39, compared to the broader market-4.00-2.000.002.001.391.49
The chart of Sortino ratio for TXG.TO, currently valued at 1.98, compared to the broader market-4.00-2.000.002.004.001.982.00
The chart of Omega ratio for TXG.TO, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.26
The chart of Calmar ratio for TXG.TO, currently valued at 1.00, compared to the broader market0.002.004.006.001.001.02
The chart of Martin ratio for TXG.TO, currently valued at 8.40, compared to the broader market0.0010.0020.008.406.82
TXG.TO
AEM.TO

The current TXG.TO Sharpe Ratio is 1.75, which is comparable to the AEM.TO Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of TXG.TO and AEM.TO, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.39
1.49
TXG.TO
AEM.TO

Dividends

TXG.TO vs. AEM.TO - Dividend Comparison

TXG.TO has not paid dividends to shareholders, while AEM.TO's dividend yield for the trailing twelve months is around 1.42%.


TTM20232022202120202019201820172016201520142013
TXG.TO
Torex Gold Resources Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AEM.TO
Agnico Eagle Mines Limited
1.42%2.20%2.27%2.71%1.06%0.71%0.80%0.71%0.82%0.88%1.42%3.97%

Drawdowns

TXG.TO vs. AEM.TO - Drawdown Comparison

The maximum TXG.TO drawdown since its inception was -94.94%, which is greater than AEM.TO's maximum drawdown of -84.31%. Use the drawdown chart below to compare losses from any high point for TXG.TO and AEM.TO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.43%
-11.21%
TXG.TO
AEM.TO

Volatility

TXG.TO vs. AEM.TO - Volatility Comparison

Torex Gold Resources Inc. (TXG.TO) has a higher volatility of 19.13% compared to Agnico Eagle Mines Limited (AEM.TO) at 9.53%. This indicates that TXG.TO's price experiences larger fluctuations and is considered to be riskier than AEM.TO 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
19.13%
9.53%
TXG.TO
AEM.TO

Financials

TXG.TO vs. AEM.TO - Financials Comparison

This section allows you to compare key financial metrics between Torex Gold Resources 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


Values in CAD 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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