Alamos Gold Inc

10-Year Study

AGI.TO · Basic Materials · CA · Common Stock

Executive Summary: Alamos Gold Inc has compounded at 24.0% annually over the last 10 years, with a maximum drawdown of 64.7% and an annualized volatility of 34.2%.

1Y CAGR
+97.9%
3Y CAGR
+61.0%
5Y CAGR
+45.3%
10Y CAGR
+24.0%

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 →
64.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +100.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -39.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.846.5-16.37.2————————25.2%
202514.68.816.42.5-9.82.0-7.024.316.0-10.922.00.5100.5%
2024-8.6-1.724.91.412.5-5.79.610.43.94.4-5.4-0.249.7%
20237.2-5.218.96.1-4.3-5.73.26.7-11.712.117.1-11.331.1%
2022-10.97.712.7-5.0-5.4-4.012.1-6.48.55.021.35.242.3%
2021-7.7-12.19.20.311.3-13.37.1-1.8-8.30.86.4-0.1-11.4%
20206.6-6.5-9.158.6-0.513.811.9-3.7-13.93.8-11.73.743.4%
201919.18.76.8-8.36.119.99.68.3-17.8-6.95.04.160.5%
2018-10.0-11.52.83.83.34.5-5.7-18.73.3-11.2-18.815.0-39.8%
20175.4-1.511.1-8.4-7.01.2-4.017.8-18.9-2.90.4-0.1-11.3%
2016———31.8-7.332.49.7-24.317.0-2.5-18.78.335.0%

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 34.2%. The dominant macroeconomic risk driver is GLD.US, accounting for 42.2% of variance. Idiosyncratic stock-specific factors contribute 24.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113175.228319352487
2016-05-0112214.348844060596
2016-06-0116174.158435799236
2016-07-0117746.422092320096
2016-08-0113437.272262105966
2016-09-0115722.791620796055
2016-10-0115336.548152512676
2016-11-0112464.608562169538
2016-12-0113499.604608252059
2017-01-0114228.520924751521
2017-02-0114009.892546477911
2017-03-0115569.751756004525
2017-04-0114260.772486936568
2017-05-0113268.261671809345
2017-06-0113428.74420479742
2017-07-0112888.685593785372
2017-08-0115180.407175972585
2017-09-0112304.901307118604
2017-10-0111942.071232536866
2017-11-0111985.951963779016
2017-12-0111971.221682973346
2018-01-0110772.641992154187
2018-02-019530.181570092878
2018-03-019793.310901958352
2018-04-0110162.653311212069
2018-05-0110499.434047105886
2018-06-0110968.167087901013
2018-07-0110338.486347355527
2018-08-018405.40833888949
2018-09-018683.733118322918
2018-10-017714.325585722481
2018-11-016262.385065045819
2018-12-017200.936535748066
2019-01-018579.53576357124
2019-02-019327.52391732436
2019-03-019962.166436667545
2019-04-019139.441489774084
2019-05-019697.796660102647
2019-06-0111630.25444621897
2019-07-0112749.135565100089
2019-08-0113809.25061634596
2019-09-0111349.448777386693
2019-10-0110568.27872792396
2019-11-0111098.878948102894
2019-12-0111556.447986603198
2020-01-0112323.81808878483
2020-02-0111526.832369404432
2020-03-0110473.22965283054
2020-04-0116606.1433023739
2020-05-0116517.2964507776
2020-06-0118789.63608453631
2020-07-0121030.654489634533
2020-08-0120258.942831004915
2020-09-0117435.380583939343
2020-10-0118089.405051711037
2020-11-0115978.788395639836
2020-12-0116573.116462251717
2021-01-0115291.426976571101
2021-02-0113443.319430015661
2021-03-0114679.577628579846
2021-04-0114724.388693346564
2021-05-0116383.63853441459
2021-06-0114196.424418153907
2021-07-0115200.874513513094
2021-08-0114931.077791388212
2021-09-0113698.540926922302
2021-10-0113803.823670785978
2021-11-0114690.896686462098
2021-12-0114677.716961530708
2022-01-0113078.628688384784
2022-02-0114089.436062828525
2022-03-0115884.824709658411
2022-04-0115098.227714635697
2022-05-0114281.239824477074
2022-06-0113705.20831718171
2022-07-0115359.496379452034
2022-08-0114373.032732234507
2022-09-0115589.598871195323
2022-10-0116366.117253035212
2022-11-0119852.387080768454
2022-12-0120888.468515962973
2023-01-0122399.020048687453
2023-02-0121224.163862744794
2023-03-0125227.544074550726
2023-04-0126771.89772533453
2023-05-0125625.106600716357
2023-06-0124170.685190640845
2023-07-0124951.855240103574
2023-08-0126621.49380552928
2023-09-0123509.838277022314
2023-10-0126348.751027243263
2023-11-0130860.403454638486
2023-12-0127388.08862977377
2024-01-0125021.165087683938
2024-02-0124606.236335726357
2024-03-0130742.71626378056
2024-04-0131173.770796830668
2024-05-0135083.96260059231
2024-06-0133081.72980013335
2024-07-0136272.7737894035
2024-08-0140049.61778797699
2024-09-0141593.661327585934
2024-10-0143414.78920192889
2024-11-0141068.798164141845
2024-12-0140989.40970337867
2025-01-0146970.9890995922
2025-02-0151097.7935589909
2025-03-0159496.0693408587
2025-04-0160981.50186841983
2025-05-0154993.25508194688
2025-06-0156090.738529762915
2025-07-0152141.78282914425
2025-08-0164794.00865210177
2025-09-0175172.34428542631
2025-10-0167005.7215511761
2025-11-0181758.17530584714
2025-12-0182179.46133688928
2026-01-0178241.04941621571
2026-02-01114632.59578558913
2026-03-0195963.90305924673
2026-04-01102863.87669979689
Annual Return Matrix
YearAnnual Return
2017-0.11321686594764713
2018-0.39847939279330624
20190.6048534699941863
20200.43410124646120396
2021-0.11436590728352891
20220.4231415260772651
20230.31115828854775973
20240.4966144683356546
20251.0048949699833178
20260.2516981132075473
Total Factor Risk
0.34170080493081967
VTI.US Exposure
-0.007661583299501719
VEA.US Exposure
0.25797906588256425
VWO.US Exposure
-0.058448138419968126
QQQ.US Exposure
0.0015240961118808797
VTV.US Exposure
-0.03717134293613113
IJR.US Exposure
-0.00440818305099877
QUAL.US Exposure
0.05103227998644289
SHV.US Exposure
0.0025522197870038042
TLT.US Exposure
0.030752504841551034
LQD.US Exposure
-0.02514467644333593
HYG.US Exposure
-0.0015892920913710591
GLD.US Exposure
0.421831514223101
USO.US Exposure
0.007113488140523732
VNQ.US Exposure
0.0022001341734008695
BTC-USD.CC Exposure
0.014791495308588785
CPER.US Exposure
0.06001079548975592
VIX.INDX Exposure
0.02187420817180148
UUP.US Exposure
-0.02972941191806288
TIP.US Exposure
0.05212177352888301
Idiosyncratic Exposure
0.24036905251387208
Value Score
41.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.2%

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 →21.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.16%
Market Cap$26.9B
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
$84
Avg Yield on Cost
0.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$83.730.84%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 →
+4.8%
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 →
+32.2%
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 →
12.3% 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 →
1.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alamos Gold Inc a high-risk investment?

Alamos Gold Inc (AGI.TO) has an annualized volatility of 34.2% and experienced a maximum drawdown of 64.7% over the last 10 years. Its primary macro risk driver is GLD.US.

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

Over the past 10 years, AGI.TO has generated a Compound Annual Growth Rate (CAGR) of 24.0%. It has had a positive return in 70% 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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