First Majestic Silver Corp

10-Year Study

AG.US · Basic Materials · US · Common Stock

Executive Summary: First Majestic Silver Corp has compounded at 7.5% annually over the last 10 years, with a maximum drawdown of 75.0% and an annualized volatility of 56.3%.

1Y CAGR
+281.5%
3Y CAGR
+56.2%
5Y CAGR
+3.8%
10Y CAGR
+7.5%

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 →
75.0%
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 →
1.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
59.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +204.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -26.0%
% 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.
202625.153.6-32.9-2.0————————26.4%
20253.8-5.724.6-6.4-1.434.0-3.915.034.53.919.39.4204.4%
2024-24.9-2.831.113.47.4-17.34.4-9.57.323.0-17.1-10.1-10.5%
2023-5.4-22.718.3-2.1-18.2-2.118.2-8.2-16.30.416.03.0-26.0%
2022-8.610.617.1-21.7-22.6-9.96.7-4.94.710.610.3-10.2-24.7%
202134.8-0.6-13.5-3.117.9-11.1-13.3-5.8-12.512.1-5.9-6.8-17.2%
2020-17.9-25.1-17.930.424.0-0.634.0-6.6-23.57.71.229.69.6%
20193.910.1-2.4-6.7-1.030.119.115.5-16.517.40.813.9108.1%
2018-9.2-13.215.16.19.47.6-13.0-16.32.2-2.3-13.522.7-12.6%
201725.8-5.4-10.60.13.0-0.7-1.0-14.1-3.3-1.3-1.21.1-11.7%
2016———64.2-2.130.327.7-30.7-14.3-21.810.2-14.017.7%

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 56.3%. The dominant macroeconomic risk driver is GLD.US, accounting for 40.8% of variance. Idiosyncratic stock-specific factors contribute 29.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0116419.743429286606
2016-05-0116080.256570713389
2016-06-0120956.82102628285
2016-07-0126759.230287859824
2016-08-0118549.436795994992
2016-09-0115895.02503128911
2016-10-0112422.87234042553
2016-11-0113688.360450563201
2016-12-0111774.718397997496
2017-01-0114814.768460575719
2017-02-0114012.359198998747
2017-03-0112530.819774718399
2017-04-0112546.307884856069
2017-05-0112916.614518147682
2017-06-0112824.15519399249
2017-07-0112700.563204005004
2017-08-0110910.513141426783
2017-09-0110555.538172715895
2017-10-0110416.614518147684
2017-11-0110293.178973717146
2017-12-0110401.282853566958
2018-01-019444.461827284105
2018-02-018194.461827284103
2018-03-019428.973717146433
2018-04-0110000
2018-05-0110941.33291614518
2018-06-0111774.718397997496
2018-07-0110246.871088861077
2018-08-018580.25657071339
2018-09-018765.488110137672
2018-10-018564.768460575719
2018-11-017407.384230287859
2018-12-019089.486858573217
2019-01-019444.461827284105
2019-02-0110401.282853566958
2019-03-0110154.411764705881
2019-04-019475.281602002504
2019-05-019382.665832290362
2019-06-0112206.821026282852
2019-07-0114537.077596996243
2019-08-0116790.20650813517
2019-09-0114027.84730913642
2019-10-0116466.051314142678
2019-11-0116604.974968710885
2019-12-0118919.74342928661
2020-01-0115540.206508135167
2020-02-0111635.794743429286
2020-03-019552.409261576971
2020-04-0112453.69211514393
2020-05-0115447.590738423029
2020-06-0115354.974968710889
2020-07-0120571.026282853567
2020-08-0119212.922403003755
2020-09-0114691.33291614518
2020-10-0115817.897371714642
2020-11-0116003.128911138923
2020-12-0120740.769712140176
2021-01-0127963.078848560697
2021-02-0127793.178973717146
2021-03-0124043.178973717146
2021-04-0123287.07759699624
2021-05-0127447.27784730913
2021-06-0124406.13266583229
2021-07-0121164.267834793493
2021-08-0119938.82978723404
2021-09-0117452.284105131414
2021-10-0119568.210262828532
2021-11-0118416.458072590736
2021-12-0117165.050062578222
2022-01-0115697.277847309135
2022-02-0117365.926157697122
2022-03-0120344.023779724655
2022-04-0115922.715894868585
2022-05-0112329.787234042553
2022-06-0111107.634543178972
2022-07-0111850.125156445556
2022-08-0111270.337922403001
2022-09-0111796.777221526909
2022-10-0113050.688360450564
2022-11-0114391.583229036294
2022-12-0112919.899874843555
2023-01-0112222.778473091365
2023-02-019449.780976220276
2023-03-0111178.817271589487
2023-04-0110946.182728410515
2023-05-018954.787234042555
2023-06-018768.46057571965
2023-07-0110367.021276595744
2023-08-019521.120150187735
2023-09-017967.928660826032
2023-10-017999.061326658323
2023-11-019282.853566958698
2023-12-019562.734668335419
2024-01-017183.667083854818
2024-02-016981.53942428035
2024-03-019151.439299123904
2024-04-0110380.944931163956
2024-05-0111149.56195244055
2024-06-019218.554443053818
2024-07-019623.435544430538
2024-08-018712.609511889861
2024-09-019351.689612015018
2024-10-0111502.50312891114
2024-11-019530.506883604505
2024-12-018563.360450563203
2025-01-018890.95744680851
2025-02-018385.63829787234
2025-03-0110446.964956195245
2025-04-019775.500625782228
2025-05-019643.46057571965
2025-06-0112925.688360450562
2025-07-0112425.531914893618
2025-08-0114293.0225281602
2025-09-0119219.023779724655
2025-10-0119969.64956195244
2025-11-0123826.65832290363
2025-12-0126063.82978723404
2026-01-0132603.254067584476
2026-02-0150078.222778473086
2026-03-0133604.50563204005
2026-04-0132931.789737171464
Annual Return Matrix
YearAnnual Return
2017-0.11664275085034004
2018-0.12611867338497418
20191.0814974182444064
20200.09625005168065481
2021-0.1724005280030172
2022-0.24731359199409397
2023-0.25984452194129615
2024-0.10450715746421269
20252.0436450664084624
20260.2635054021608645
Total Factor Risk
0.5633310499986571
VTI.US Exposure
0.07441059704209091
VEA.US Exposure
0.14852291020362976
VWO.US Exposure
-0.06344305058812269
QQQ.US Exposure
0.0005340454867167425
VTV.US Exposure
0.021565747275259558
IJR.US Exposure
0.06510942124750557
QUAL.US Exposure
-0.05519879027061569
SHV.US Exposure
0.03933505380188767
TLT.US Exposure
0.008896390634207902
LQD.US Exposure
0.02075757619772496
HYG.US Exposure
-0.013680056569566246
GLD.US Exposure
0.40788001058766804
USO.US Exposure
-0.0032900332375721316
VNQ.US Exposure
0.01076241347436993
BTC-USD.CC Exposure
0.00485280987567425
CPER.US Exposure
0.06912437282690158
VIX.INDX Exposure
-0.009308964242993288
UUP.US Exposure
-0.023888708350645167
TIP.US Exposure
0.007330778696036521
Idiosyncratic Exposure
0.2897274759098418
Value Score
24.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
56.3%

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 →64.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.10%
Market Cap$10.8B
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$12.520.13%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 →
-10.0%
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 →
+35.0%
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 →
34.2% 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.US) has an annualized volatility of 56.3% and experienced a maximum drawdown of 75.0% over the last 10 years. Its primary macro risk driver is GLD.US.

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

Over the past 10 years, AG.US has generated a Compound Annual Growth Rate (CAGR) of 7.5%. 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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