First Majestic Silver Corp

10-Year Study

AG.TO · Basic Materials · CA · Common Stock

Executive Summary: First Majestic Silver Corp has compounded at 8.0% annually over the last 10 years, with a maximum drawdown of 73.3% and an annualized volatility of 55.1%.

1Y CAGR
+281.0%
3Y CAGR
+56.6%
5Y CAGR
+6.3%
10Y CAGR
+8.0%

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 →
73.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
58.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +190.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -27.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202623.853.9-31.7-3.2————————26.0%
20254.8-6.324.1-10.5-1.633.1-2.214.136.04.917.78.5190.7%
2024-23.4-1.930.215.56.4-17.05.4-11.57.526.7-15.6-9.0-2.5%
2023-6.8-20.717.1-1.8-17.8-4.717.5-5.7-16.02.613.70.2-27.7%
2022-8.210.515.2-19.2-24.0-8.46.3-2.210.18.59.1-9.7-19.6%
202135.1-0.6-14.6-5.016.3-9.5-12.9-4.7-11.89.3-2.9-7.6-17.5%
2020-16.3-24.1-13.928.922.4-1.932.4-9.3-21.97.7-0.826.37.2%
20190.210.4-1.0-6.4-0.225.920.416.3-16.816.81.111.998.6%
2018-11.3-9.616.05.710.29.1-14.0-15.91.0-0.3-12.725.7-5.4%
201721.5-3.4-10.42.91.8-4.8-4.6-14.0-3.42.0-0.6-1.9-17.3%
2016———58.72.128.729.0-30.2-14.4-20.410.6-13.921.9%

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 55.1%. The dominant macroeconomic risk driver is GLD.US, accounting for 40.1% of variance. Idiosyncratic stock-specific factors contribute 31.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0115866.985945321525
2016-05-0116199.46091644205
2016-06-0120843.160377358494
2016-07-0126888.35675779746
2016-08-0118776.713515594918
2016-09-0116068.901617250674
2016-10-0112790.960723912205
2016-11-0114144.806507508663
2016-12-0112185.21370812476
2017-01-0114809.99711205237
2017-02-0114299.311705814402
2017-03-0112814.665960723913
2017-04-0113182.879283788989
2017-05-0113420.41297651136
2017-06-0112779.04793993069
2017-07-0112185.21370812476
2017-08-0110475.067385444743
2017-09-0110118.766846361186
2017-10-0110320.682518290336
2017-11-0110261.238929534078
2017-12-0110071.236041586446
2018-01-018931.098382749327
2018-02-018076.025221409319
2018-03-019370.547747400848
2018-04-019904.938390450521
2018-05-0110914.516750096263
2018-06-0111912.061994609165
2018-07-0110249.326145552563
2018-08-018622.328648440509
2018-09-018705.477474008472
2018-10-018681.651906045437
2018-11-017577.132268001541
2018-12-019524.932614555257
2019-01-019548.637851366962
2019-02-0110546.303427031191
2019-03-0110439.44936465152
2019-04-019774.379091259145
2019-05-019750.55352329611
2019-06-0112280.275317674239
2019-07-0114786.171544089335
2019-08-0117197.126492106276
2019-09-0114311.104158644592
2019-10-0116722.059106661534
2019-11-0116912.06199460917
2019-12-0118919.18559876781
2020-01-0115843.160377358492
2020-02-0112030.828840970351
2020-03-0110356.300539083559
2020-04-0113349.176934924913
2020-05-0116342.053330766268
2020-06-0116033.163265306122
2020-07-0121235.078937235277
2020-08-0119251.780901039663
2020-09-0115035.618020793225
2020-10-0116187.668463611863
2020-11-0116056.988833269157
2020-12-0120284.944166345787
2021-01-0127399.04216403543
2021-02-0127244.53696572969
2021-03-0123277.820562187142
2021-04-0122113.977666538314
2021-05-0125707.54716981132
2021-06-0123260.25221409319
2021-07-0120266.653831343858
2021-08-0119314.1124374278
2021-09-0117043.944936465152
2021-10-0118636.648055448593
2021-11-0118096.2408548325
2021-12-0116728.917982287254
2022-01-0115349.682325760494
2022-02-0116966.692337312285
2022-03-0119545.990566037737
2022-04-0115786.725067385445
2022-05-0112000.746053138238
2022-06-0110988.88140161725
2022-07-0111679.34154793993
2022-08-0111425.924143242204
2022-09-0112581.704851752022
2022-10-0113653.975741239892
2022-11-0114890.979976896419
2022-12-0113448.329803619561
2023-01-0112530.32345013477
2023-02-019931.290912591452
2023-03-0111634.217366191759
2023-04-0111419.426261070466
2023-05-019387.875433192145
2023-06-018945.899114362726
2023-07-0110510.565075086639
2023-08-019909.751636503659
2023-09-018319.9364651521
2023-10-018535.088563727377
2023-11-019703.86503658067
2023-12-019727.810935695032
2024-01-017454.394493646516
2024-02-017310.719098960339
2024-03-019520.239699653446
2024-04-0110993.213323065076
2024-05-0111693.540623796689
2024-06-019704.58702348864
2024-07-0110231.757797458607
2024-08-019052.873507893724
2024-09-019736.354447439353
2024-10-0112338.274932614557
2024-11-0110415.864458991144
2024-12-019479.808432807085
2025-01-019935.863496341932
2025-02-019309.539853677321
2025-03-0111555.761455525608
2025-04-0110342.582787832116
2025-05-0110182.061031959955
2025-06-0113548.084328070852
2025-07-0113247.617443203697
2025-08-0115119.488833269157
2025-09-0120556.17058144012
2025-10-0121566.59125914517
2025-11-0125389.872930304202
2025-12-0127555.833654216403
2026-01-0134113.881401617255
2026-02-0152512.51443973817
2026-03-0135882.74932614555
2026-04-0134727.570273392375
Annual Return Matrix
YearAnnual Return
2017-0.17348712276820988
2018-0.05424393041483466
20190.9862802567082722
20200.07218907814229203
2021-0.1753037205770691
2022-0.19610283116584193
2023-0.276652857436852
2024-0.025494173820538757
20251.9067922468615528
20260.2602620087336245
Total Factor Risk
0.5514173622302013
VTI.US Exposure
0.07501791625829544
VEA.US Exposure
0.1527993979602344
VWO.US Exposure
-0.055936015069165235
QQQ.US Exposure
-0.0046102099769108175
VTV.US Exposure
0.0014999370349209923
IJR.US Exposure
0.059934193626585044
QUAL.US Exposure
-0.04402742479942232
SHV.US Exposure
0.025206783368301396
TLT.US Exposure
0.008500905578997579
LQD.US Exposure
0.01908855937813958
HYG.US Exposure
-0.01044751129324444
GLD.US Exposure
0.401211049085923
USO.US Exposure
-0.0030727069360801007
VNQ.US Exposure
0.009278956480295187
BTC-USD.CC Exposure
0.00521697520191327
CPER.US Exposure
0.06519293620554954
VIX.INDX Exposure
-0.009867165184249453
UUP.US Exposure
-0.024413329910670214
TIP.US Exposure
0.011387178410090956
Idiosyncratic Exposure
0.31803957458049625
Value Score
24.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
55.1%

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 →64.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.07%
Market Cap$15.0B
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
$13
Avg Yield on Cost
0.13%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$13.240.13%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 →
-10.1%
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 →
+33.9%
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 →
33.9% 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 →
2.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Majestic Silver Corp a high-risk investment?

First Majestic Silver Corp (AG.TO) has an annualized volatility of 55.1% and experienced a maximum drawdown of 73.3% over the last 10 years. Its primary macro risk driver is GLD.US.

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

Over the past 10 years, AG.TO has generated a Compound Annual Growth Rate (CAGR) of 8.0%. It has had a positive return in 40% 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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