Agnico Eagle Mines Limited

10-Year Study

AEM.US · Basic Materials · US · Common Stock

Executive Summary: Agnico Eagle Mines Limited has compounded at 19.2% annually over the last 10 years, with a maximum drawdown of 47.3% and an annualized volatility of 39.2%.

1Y CAGR
+93.3%
3Y CAGR
+66.9%
5Y CAGR
+27.9%
10Y CAGR
+19.2%

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 →
47.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +119.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -22.8%
% 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.
202612.431.8-19.25.9————————26.8%
202518.84.012.68.50.70.84.615.917.2-4.68.5-2.6119.5%
2024-10.4-1.424.16.28.3-4.118.06.1-1.17.1-1.7-7.446.0%
20238.6-17.810.711.3-9.8-1.64.9-6.7-6.33.215.32.19.0%
2022-10.15.722.2-4.9-8.4-13.5-6.1-3.22.54.115.53.21.1%
2021-0.9-19.53.58.015.5-15.77.0-10.5-9.92.3-5.56.7-22.8%
20200.3-22.8-16.347.59.40.124.14.0-3.5-0.4-16.57.016.2%
20197.9-2.32.4-4.85.617.51.920.1-14.314.7-2.53.454.5%
20182.4-19.210.40.07.12.0-8.6-17.3-0.93.4-0.415.0-11.5%
201713.6-10.90.112.71.4-6.83.510.0-11.8-1.3-1.85.710.9%
2016———30.6-4.719.18.7-12.77.0-6.2-19.02.316.9%

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 39.2%. The dominant macroeconomic risk driver is GLD.US, accounting for 33.2% of variance. Idiosyncratic stock-specific factors contribute 13.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113055.878370101083
2016-05-0112444.616612202057
2016-06-0114821.624270356355
2016-07-0116107.088345236087
2016-08-0114058.424466362725
2016-09-0115038.224553108785
2016-10-0114100.07582003172
2016-11-0111420.94685644851
2016-12-0111685.257473570593
2017-01-0113271.088067118939
2017-02-0111825.408650105453
2017-03-0111833.785273697073
2017-04-0113336.710470117305
2017-05-0113526.55853207121
2017-06-0112607.2820339634
2017-07-0113051.574176160728
2017-08-0114351.043435938695
2017-09-0112657.243792855701
2017-10-0112494.876353751768
2017-11-0112268.243988199887
2017-12-0112961.51719525479
2018-01-0113270.260337515023
2018-02-0110721.41601358801
2018-03-0111841.698368710497
2018-04-0111847.32693001712
2018-05-0112683.102065682
2018-06-0112931.42094685645
2018-07-0111816.866480593053
2018-08-019770.35469868987
2018-09-019679.76797083743
2018-10-0110008.078640934209
2018-11-019971.062573047138
2018-12-0111470.147104105208
2019-01-0112372.96833768719
2019-02-0112090.546996831452
2019-03-0112386.675539928021
2019-04-0111791.571063897414
2019-05-0112450.046518403742
2019-06-0114635.020908449796
2019-07-0114917.7733411471
2019-08-0117911.80375524367
2019-09-0115341.935099377217
2019-10-0117591.27374342369
2019-11-0117144.43219404631
2019-12-0117722.617876972894
2020-01-0117783.042138058674
2020-02-0113726.074475798841
2020-03-0111490.84034420308
2020-04-0116946.041962580002
2020-05-0118540.712708298153
2020-06-0118558.09502998037
2020-07-0123028.132873777857
2020-08-0123960.487499627525
2020-09-0123121.136572073727
2020-10-0123028.199092146173
2020-11-0119234.58188066788
2020-12-0120589.509023908144
2021-01-0120396.780462932613
2021-02-0116412.321913975717
2021-03-0116982.230300863157
2021-04-0118342.32247683185
2021-05-0121180.607288655803
2021-06-0117844.856984879036
2021-07-0119093.536756160793
2021-08-0117084.372133986246
2021-09-0115400.273481861133
2021-10-0115756.69384930686
2021-11-0114894.26582039592
2021-12-0115893.203015584493
2022-01-0114290.122537090563
2022-02-0115100.635365243967
2022-03-0118455.588995831553
2022-04-0117548.49667749337
2022-05-0116072.721012081543
2022-06-0113895.461061943974
2022-07-0113054.322238445724
2022-08-0112633.272743526328
2022-09-0112945.98898788535
2022-10-0113476.33189970566
2022-11-0115566.150494485666
2022-12-0116066.79446811751
2023-01-0117454.367266936173
2023-02-0114349.884614493214
2023-03-0115889.925206352991
2023-04-0117685.634918269978
2023-05-0115957.699706321537
2023-06-0115706.301671020525
2023-07-0116469.931894408193
2023-08-0115369.481940595502
2023-09-0114399.97881012214
2023-10-0114862.547221973902
2023-11-0117142.213878707815
2023-12-0117509.295403451964
2024-01-0115692.925560621263
2024-02-0115470.66360737805
2024-03-0119201.505805695444
2024-04-0120392.542487360566
2024-05-0122085.812383497057
2024-06-0121175.93889368972
2024-07-0124986.971536034383
2024-08-0126508.437875582305
2024-09-0126212.342441669894
2024-10-0128076.753710711815
2024-11-0127600.444987435065
2024-12-0125570.123596584457
2025-01-0130385.986868897562
2025-02-0131610.960464323205
2025-03-0135593.49868059901
2025-04-0138604.2161235105
2025-05-0138870.41396412951
2025-06-0139180.084163546126
2025-07-0140968.9402743427
2025-08-0147495.12467263294
2025-09-0155680.87381758825
2025-10-0153120.77237104801
2025-11-0157619.91318771915
2025-12-0156129.999900672454
2026-01-0163072.995818310046
2026-02-0183153.71600928382
2026-03-0167205.02200105287
2026-04-0171161.56950776577
Annual Return Matrix
YearAnnual Return
20170.10921964916655069
2018-0.11506138275969524
20190.5451081591298776
20200.16176454104222482
2021-0.22809218048232183
20220.01092237054813916
20230.08978150172997545
20240.4603742188017055
20251.1951399526348028
20260.2677992095794255
Total Factor Risk
0.3920214989689308
VTI.US Exposure
0.12435654185833855
VEA.US Exposure
0.22054677122205926
VWO.US Exposure
-0.02627486900178126
QQQ.US Exposure
-0.005081742216818467
VTV.US Exposure
-0.024354538830568397
IJR.US Exposure
-0.0277068529558145
QUAL.US Exposure
-0.02378554954022102
SHV.US Exposure
0.22138991227006719
TLT.US Exposure
0.012148685367350793
LQD.US Exposure
-0.019854341798317004
HYG.US Exposure
-0.011139827381519949
GLD.US Exposure
0.3316789113554022
USO.US Exposure
-0.0023238909096751966
VNQ.US Exposure
0.02590527578390772
BTC-USD.CC Exposure
0.024419418224533855
CPER.US Exposure
-0.0015172723587356107
VIX.INDX Exposure
0.01094599189604698
UUP.US Exposure
0.005253172010931648
TIP.US Exposure
0.03275065783438715
Idiosyncratic Exposure
0.1326435471704261
Value Score
40.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.2%

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 →0.76%
Market Cap$105.1B
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
$149
Avg Yield on Cost
1.49%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$148.991.49%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 →
+0.6%
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 →
+24.4%
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 →
14.8% 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.US) has an annualized volatility of 39.2% and experienced a maximum drawdown of 47.3% over the last 10 years. Its primary macro risk driver is GLD.US.

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

Over the past 10 years, AEM.US has generated a Compound Annual Growth Rate (CAGR) of 19.2%. 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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