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WPM vs. AEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WPM and AEM is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

WPM vs. AEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wheaton Precious Metals Corp. (WPM) and Agnico Eagle Mines Limited (AEM). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-3.30%
15.76%
WPM
AEM

Key characteristics

Sharpe Ratio

WPM:

0.88

AEM:

2.58

Sortino Ratio

WPM:

1.33

AEM:

3.08

Omega Ratio

WPM:

1.17

AEM:

1.40

Calmar Ratio

WPM:

1.00

AEM:

1.83

Martin Ratio

WPM:

3.44

AEM:

15.72

Ulcer Index

WPM:

7.81%

AEM:

4.95%

Daily Std Dev

WPM:

30.38%

AEM:

30.10%

Max Drawdown

WPM:

-86.74%

AEM:

-90.33%

Current Drawdown

WPM:

-15.49%

AEM:

-3.84%

Fundamentals

Market Cap

WPM:

$26.38B

AEM:

$42.88B

EPS

WPM:

$1.34

AEM:

$1.98

PE Ratio

WPM:

43.39

AEM:

42.94

PEG Ratio

WPM:

2.40

AEM:

28.15

Total Revenue (TTM)

WPM:

$906.32M

AEM:

$6.07B

Gross Profit (TTM)

WPM:

$569.41M

AEM:

$2.50B

EBITDA (TTM)

WPM:

$467.03M

AEM:

$3.27B

Returns By Period

In the year-to-date period, WPM achieves a 2.72% return, which is significantly lower than AEM's 8.72% return. Over the past 10 years, WPM has underperformed AEM with an annualized return of 10.82%, while AEM has yielded a comparatively higher 12.00% annualized return.


WPM

YTD

2.72%

1M

0.96%

6M

-3.30%

1Y

25.98%

5Y*

16.94%

10Y*

10.82%

AEM

YTD

8.72%

1M

9.35%

6M

15.76%

1Y

77.18%

5Y*

10.02%

10Y*

12.00%

*Annualized

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Risk-Adjusted Performance

WPM vs. AEM — Risk-Adjusted Performance Rank

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

WPM
The Risk-Adjusted Performance Rank of WPM is 7272
Overall Rank
The Sharpe Ratio Rank of WPM is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of WPM is 6767
Sortino Ratio Rank
The Omega Ratio Rank of WPM is 6666
Omega Ratio Rank
The Calmar Ratio Rank of WPM is 7979
Calmar Ratio Rank
The Martin Ratio Rank of WPM is 7575
Martin Ratio Rank

AEM
The Risk-Adjusted Performance Rank of AEM is 9393
Overall Rank
The Sharpe Ratio Rank of AEM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of AEM is 9292
Sortino Ratio Rank
The Omega Ratio Rank of AEM is 9191
Omega Ratio Rank
The Calmar Ratio Rank of AEM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of AEM is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WPM vs. AEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wheaton Precious Metals Corp. (WPM) 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.


Sharpe ratio
The chart of Sharpe ratio for WPM, currently valued at 0.88, compared to the broader market-2.000.002.004.000.882.58
The chart of Sortino ratio for WPM, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.333.08
The chart of Omega ratio for WPM, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.40
The chart of Calmar ratio for WPM, currently valued at 1.00, compared to the broader market0.002.004.006.001.001.83
The chart of Martin ratio for WPM, currently valued at 3.44, compared to the broader market-10.000.0010.0020.003.4415.72
WPM
AEM

The current WPM Sharpe Ratio is 0.88, which is lower than the AEM Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of WPM 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.88
2.58
WPM
AEM

Dividends

WPM vs. AEM - Dividend Comparison

WPM's dividend yield for the trailing twelve months is around 1.07%, less than AEM's 1.88% yield.


TTM20242023202220212020201920182017201620152014
WPM
Wheaton Precious Metals Corp.
1.07%1.10%1.22%1.54%1.33%1.01%1.21%1.84%1.49%1.09%1.61%1.28%
AEM
Agnico Eagle Mines Limited
1.88%2.05%2.92%3.08%3.29%1.35%1.10%1.09%0.89%1.05%1.22%1.29%

Drawdowns

WPM vs. AEM - Drawdown Comparison

The maximum WPM drawdown since its inception was -86.74%, roughly equal to the maximum AEM drawdown of -90.33%. Use the drawdown chart below to compare losses from any high point for WPM and AEM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.49%
-3.84%
WPM
AEM

Volatility

WPM vs. AEM - Volatility Comparison

The current volatility for Wheaton Precious Metals Corp. (WPM) is 7.84%, while Agnico Eagle Mines Limited (AEM) has a volatility of 9.06%. This indicates that WPM 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.


6.00%7.00%8.00%9.00%10.00%11.00%12.00%AugustSeptemberOctoberNovemberDecember2025
7.84%
9.06%
WPM
AEM

Financials

WPM vs. AEM - Financials Comparison

This section allows you to compare key financial metrics between Wheaton Precious Metals Corp. 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 USD 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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