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

Correlation

The correlation between TXG.TO and AGI.TO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

TXG.TO vs. AGI.TO - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
29.83%
16.27%
TXG.TO
AGI.TO

Key characteristics

Sharpe Ratio

TXG.TO:

1.75

AGI.TO:

1.38

Sortino Ratio

TXG.TO:

2.34

AGI.TO:

1.99

Omega Ratio

TXG.TO:

1.30

AGI.TO:

1.25

Calmar Ratio

TXG.TO:

1.25

AGI.TO:

1.88

Martin Ratio

TXG.TO:

11.37

AGI.TO:

6.11

Ulcer Index

TXG.TO:

6.94%

AGI.TO:

7.13%

Daily Std Dev

TXG.TO:

45.10%

AGI.TO:

31.44%

Max Drawdown

TXG.TO:

-94.94%

AGI.TO:

-81.88%

Current Drawdown

TXG.TO:

-19.97%

AGI.TO:

-10.56%

Fundamentals

Market Cap

TXG.TO:

CA$2.33B

AGI.TO:

CA$11.48B

EPS

TXG.TO:

CA$2.03

AGI.TO:

CA$0.85

PE Ratio

TXG.TO:

13.35

AGI.TO:

32.14

PEG Ratio

TXG.TO:

0.12

AGI.TO:

-0.44

Total Revenue (TTM)

TXG.TO:

CA$1.10B

AGI.TO:

CA$1.23B

Gross Profit (TTM)

TXG.TO:

CA$417.50M

AGI.TO:

CA$508.80M

EBITDA (TTM)

TXG.TO:

CA$563.10M

AGI.TO:

CA$646.60M

Returns By Period

In the year-to-date period, TXG.TO achieves a 92.13% return, which is significantly higher than AGI.TO's 48.93% return. Over the past 10 years, TXG.TO has underperformed AGI.TO with an annualized return of 9.20%, while AGI.TO has yielded a comparatively higher 14.03% annualized return.


TXG.TO

YTD

92.13%

1M

-9.59%

6M

33.63%

1Y

78.92%

5Y*

6.91%

10Y*

9.20%

AGI.TO

YTD

48.93%

1M

0.07%

6M

24.05%

1Y

43.53%

5Y*

29.15%

10Y*

14.03%

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. AGI.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Torex Gold Resources Inc. (TXG.TO) 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.


Sharpe ratio
The chart of Sharpe ratio for TXG.TO, currently valued at 1.39, compared to the broader market-4.00-2.000.002.001.390.98
The chart of Sortino ratio for TXG.TO, currently valued at 1.98, compared to the broader market-4.00-2.000.002.004.001.981.51
The chart of Omega ratio for TXG.TO, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.19
The chart of Calmar ratio for TXG.TO, currently valued at 1.00, compared to the broader market0.002.004.006.001.000.92
The chart of Martin ratio for TXG.TO, currently valued at 8.40, compared to the broader market0.0010.0020.008.404.04
TXG.TO
AGI.TO

The current TXG.TO Sharpe Ratio is 1.75, which is comparable to the AGI.TO Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TXG.TO and AGI.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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.39
0.98
TXG.TO
AGI.TO

Dividends

TXG.TO vs. AGI.TO - Dividend Comparison

TXG.TO has not paid dividends to shareholders, while AGI.TO's dividend yield for the trailing twelve months is around 0.49%.


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%
AGI.TO
Alamos Gold Inc.
0.49%0.67%0.88%1.23%0.81%0.51%0.41%0.24%0.22%1.01%2.81%1.68%

Drawdowns

TXG.TO vs. AGI.TO - Drawdown Comparison

The maximum TXG.TO drawdown since its inception was -94.94%, which is greater than AGI.TO's maximum drawdown of -81.88%. Use the drawdown chart below to compare losses from any high point for TXG.TO and AGI.TO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.43%
-13.95%
TXG.TO
AGI.TO

Volatility

TXG.TO vs. AGI.TO - Volatility Comparison

Torex Gold Resources Inc. (TXG.TO) has a higher volatility of 19.13% compared to Alamos Gold Inc. (AGI.TO) at 11.42%. This indicates that TXG.TO's price experiences larger fluctuations and is considered to be riskier than AGI.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%
11.42%
TXG.TO
AGI.TO

Financials

TXG.TO vs. AGI.TO - Financials Comparison

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


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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