Agnico Eagle Mines Limited

10-Year Study

AEM.TO · Basic Materials · CA · Common Stock

Executive Summary: Agnico Eagle Mines Limited has compounded at 19.8% annually over the last 10 years, with a maximum drawdown of 46.6% and an annualized volatility of 37.3%.

1Y CAGR
+93.3%
3Y CAGR
+67.3%
5Y CAGR
+31.6%
10Y CAGR
+19.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
46.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +109.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -22.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.232.1-17.44.3————————26.6%
202520.13.611.93.90.20.36.015.118.7-3.88.1-4.3109.6%
2024-9.0-0.724.17.97.2-3.719.13.6-0.810.3-1.3-4.758.5%
20236.8-15.79.711.6-9.4-4.24.5-4.3-5.95.412.9-0.36.7%
2022-9.65.520.4-2.2-9.7-12.1-6.6-0.77.82.714.03.98.2%
2021-0.4-19.92.35.712.3-12.37.7-9.5-9.5-0.0-2.45.5-22.9%
20202.3-21.8-11.844.88.7-1.322.41.4-1.3-0.6-18.95.313.7%
20193.7-1.83.8-4.56.613.92.721.0-14.714.0-2.21.346.8%
20180.3-15.710.9-0.38.03.6-9.6-17.2-1.95.40.817.9-4.0%
201710.0-9.81.015.70.3-10.4-0.510.2-11.92.1-1.62.63.7%
2016———26.2-0.417.59.9-12.46.7-4.0-18.82.321.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 37.3%. The dominant macroeconomic risk driver is GLD.US, accounting for 33.1% of variance. Idiosyncratic stock-specific factors contribute 14.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112621.857415196846
2016-05-0112565.867146412893
2016-06-0114760.50168916329
2016-07-0116220.771853070906
2016-08-0114217.132868919905
2016-09-0115175.356104242586
2016-10-0114570.042778507506
2016-11-0111834.594881911897
2016-12-0112102.58664308823
2017-01-0113307.489049826485
2017-02-0112000.4190964893
2017-03-0112122.902600953703
2017-04-0114020.183073612767
2017-05-0114057.850648321826
2017-06-0112591.575138378506
2017-07-0112533.438277820085
2017-08-0113809.280431771604
2017-09-0112165.374452491324
2017-10-0112426.41534506463
2017-11-0112230.871056276483
2017-12-0112553.140923749994
2018-01-0112585.569792342802
2018-02-0110604.470021823685
2018-03-0111756.218727479953
2018-04-0111719.343347354328
2018-05-0112652.42079331899
2018-06-0113104.687236467527
2018-07-0111850.106562948806
2018-08-019810.409947919596
2018-09-019622.838714293746
2018-10-0110141.93060375449
2018-11-0110223.756637823968
2018-12-0112054.97830409028
2019-01-0112503.488211633507
2019-02-0112281.367072304365
2019-03-0112748.736321866105
2019-04-0112173.858600933256
2019-05-0112974.562887472594
2019-06-0114777.137775415393
2019-07-0115175.509432226478
2019-08-0118356.47734067945
2019-09-0115657.265957609925
2019-10-0117851.491625736613
2019-11-0117456.416520579172
2019-12-0117690.88056261148
2020-01-0118093.44318431557
2020-02-0114143.075452700872
2020-03-0112475.403635917592
2020-04-0118060.24767580331
2020-05-0119623.043151605598
2020-06-0119364.634389422412
2020-07-0123695.127747765244
2020-08-0124016.400983343472
2020-09-0123692.597836031055
2020-10-0123554.117111914096
2020-11-0119110.621029444083
2020-12-0120116.554822420643
2021-01-0120044.695107304036
2021-02-0116046.974583331204
2021-03-0116410.64300645511
2021-04-0117352.587920821432
2021-05-0119488.600064397753
2021-06-0117084.136175693428
2021-07-0118394.63045400416
2021-08-0116647.918061525408
2021-09-0115067.949851527403
2021-10-0115063.375566674675
2021-11-0114703.974772435717
2021-12-0115514.440940616072
2022-01-0114018.18980982219
2022-02-0114784.80417460991
2022-03-0117798.92568192621
2022-04-0117398.765198636407
2022-05-0115712.847351770171
2022-06-0113809.68930639531
2022-07-0112904.977537450359
2022-08-0112815.178448218585
2022-09-0113808.973775803823
2022-10-0114180.461926106134
2022-11-0116160.309518090147
2022-12-0116782.87224201289
2023-01-0117923.019130221455
2023-02-0115115.915955821098
2023-03-0116578.894914110773
2023-04-0118494.2680888689
2023-05-0116755.656524872353
2023-06-0116044.955764876648
2023-07-0116767.769435599694
2023-08-0116044.52133558896
2023-09-0115093.248968869311
2023-10-0115905.12064356866
2023-11-0117949.519316770504
2023-12-0117900.224369949763
2024-01-0116281.438625363517
2024-02-0116172.269100833593
2024-03-0120068.128734175272
2024-04-0121660.74650284424
2024-05-0123229.726207330103
2024-06-0122362.52868511032
2024-07-0126623.61557607879
2024-08-0127575.04127078233
2024-09-0127361.557607879018
2024-10-0130181.846988893947
2024-11-0129791.857261868863
2024-12-0128378.73545300753
2025-01-0134086.778527949136
2025-02-0135317.823355940694
2025-03-0139509.222678231
2025-04-0141060.10968061781
2025-05-0141133.37490225341
2025-06-0141252.86851103195
2025-07-0143737.08850602324
2025-08-0150348.13118742302
2025-09-0159762.77605425767
2025-10-0157514.04228785796
2025-11-0162156.86474938541
2025-12-0159481.035883859164
2026-01-0166145.6922502926
2026-02-0187401.03956373078
2026-03-0172158.7046851921
2026-04-0175273.81822456417
Annual Return Matrix
YearAnnual Return
20170.03722793266835023
2018-0.039684300740798095
20190.4675165824735603
20200.13711438790309072
2021-0.22877246737474866
20220.08175810564182995
20230.06657693104162354
20240.5853843430392252
20251.0959720344958308
20260.26550953772125796
Total Factor Risk
0.3733830561795111
VTI.US Exposure
0.10469782075408128
VEA.US Exposure
0.21847149749590425
VWO.US Exposure
-0.01856428902908065
QQQ.US Exposure
0.011537125091762952
VTV.US Exposure
-0.03025310129492073
IJR.US Exposure
-0.022564597038718767
QUAL.US Exposure
-0.014298042018086935
SHV.US Exposure
0.2209930708761673
TLT.US Exposure
0.013669755038736374
LQD.US Exposure
-0.01587605394064254
HYG.US Exposure
-0.006639114136796382
GLD.US Exposure
0.3308354608259197
USO.US Exposure
-0.00019806811994314545
VNQ.US Exposure
0.023340389647081673
BTC-USD.CC Exposure
0.02525829391289388
CPER.US Exposure
-0.0039021073810118203
VIX.INDX Exposure
0.005683176245686163
UUP.US Exposure
-0.02119865304319307
TIP.US Exposure
0.03112470870841772
Idiosyncratic Exposure
0.14788272740574274
Value Score
40.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →23.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.55%
Market Cap$145.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$157
Avg Yield on Cost
1.57%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$156.911.57%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+23.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
14.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.70
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Agnico Eagle Mines Limited a high-risk investment?

Agnico Eagle Mines Limited (AEM.TO) has an annualized volatility of 37.3% and experienced a maximum drawdown of 46.6% over the last 10 years. Its primary macro risk driver is GLD.US.

What is the 10-year return of AEM.TO?

Over the past 10 years, AEM.TO has generated a Compound Annual Growth Rate (CAGR) of 19.8%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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