Alamos Gold Inc

10-Year Study

AGI.US · Basic Materials · US · Common Stock

Executive Summary: Alamos Gold Inc has compounded at 23.5% annually over the last 10 years, with a maximum drawdown of 65.3% and an annualized volatility of 35.0%.

1Y CAGR
+98.2%
3Y CAGR
+60.5%
5Y CAGR
+41.5%
10Y CAGR
+23.5%

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 →
65.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.73
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
47.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +109.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -44.5%
% 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.
2026-4.446.9-18.08.9————————25.4%
202513.59.217.16.7-9.22.7-8.525.314.6-11.721.83.0109.9%
2024-10.1-2.525.1-0.313.6-6.08.613.23.61.2-6.7-1.937.7%
20239.2-7.820.45.7-4.6-3.23.64.0-11.99.719.6-8.934.3%
2022-11.27.814.8-7.8-3.7-5.712.4-8.93.46.522.94.533.1%
2021-8.6-11.310.32.414.1-16.06.1-2.7-8.63.32.71.0-11.0%
20204.7-7.5-13.961.40.416.013.0-1.3-15.63.9-9.66.046.7%
201923.98.55.2-8.54.724.58.37.6-17.6-6.24.26.468.4%
2018-8.1-15.12.63.82.62.7-4.6-19.25.0-13.3-19.311.8-44.5%
20179.6-3.611.1-10.7-6.16.8-1.317.5-18.8-6.40.22.8-4.6%
2016———36.3-11.134.48.6-24.816.8-4.1-18.67.029.7%

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 35.0%. The dominant macroeconomic risk driver is GLD.US, accounting for 44.0% of variance. Idiosyncratic stock-specific factors contribute 23.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113632.277007188419
2016-05-0112117.444568188723
2016-06-0116282.87941682697
2016-07-0117683.912119064495
2016-08-0113291.485268806318
2016-09-0115525.564442644527
2016-10-0114883.669130302722
2016-11-0112115.419661840639
2016-12-0112968.715196922143
2017-01-0114219.90482940164
2017-02-0113708.008504606662
2017-03-0115224.865849954438
2017-04-0113592.183861496405
2017-05-0112756.909992912826
2017-06-0113630.252100840335
2017-07-0113459.350005062264
2017-08-0115813.303634706894
2017-09-0112832.84398096588
2017-10-0112014.376835071376
2017-11-0112033.410954743342
2017-12-0112375.417636934291
2018-01-0111368.026728763794
2018-02-019656.98086463501
2018-03-019904.22192973575
2018-04-0110284.09436063582
2018-05-0110550.77452667814
2018-06-0110836.286321757618
2018-07-0110341.196719651714
2018-08-018360.635820593296
2018-09-018779.588944011339
2018-10-017613.850359420876
2018-11-016144.578313253011
2018-12-016869.697276500961
2019-01-018510.681380986129
2019-02-019235.800344234078
2019-03-019712.058317302823
2019-04-018889.946339981774
2019-05-019310.519388478282
2019-06-0111588.944011339474
2019-07-0112546.724713981977
2019-08-0113504.505416624479
2019-09-0111127.670345246532
2019-10-0110436.974789915965
2019-11-0110878.201883162903
2019-12-0111570.112382302317
2020-01-0112108.332489622355
2020-02-0111205.021767743241
2020-03-019646.856332894604
2020-04-0115570.112382302317
2020-05-0115628.024703857445
2020-06-0118132.63136579933
2020-07-0120491.039789409737
2020-08-0120220.309810671253
2020-09-0117055.988660524446
2020-10-0117714.08322365091
2020-11-0116010.52951301002
2020-12-0116978.839728662548
2021-01-0115523.539536296445
2021-02-0113777.057811076236
2021-03-0115202.186898855927
2021-04-0115571.934798015589
2021-05-0117771.590563936417
2021-06-0114933.279335830715
2021-07-0115850.764402146398
2021-08-0115421.281765718335
2021-09-0114100.232864230029
2021-10-0114570.213627619722
2021-11-0114962.033005973473
2021-12-0115111.471094461878
2022-01-0113421.484256353142
2022-02-0114463.096081806214
2022-03-0116596.537410144778
2022-04-0115295.737572137286
2022-05-0114724.106510073907
2022-06-0113885.592791333402
2022-07-0115606.358205932975
2022-08-0114221.727245114913
2022-09-0114706.489824845601
2022-10-0115659.005770983093
2022-11-0119251.392123114307
2022-12-0120115.21717120583
2023-01-0121965.576592082612
2023-02-0120254.328237319023
2023-03-0124389.996962640478
2023-04-0125785.967399007794
2023-05-0124609.4968107725
2023-06-0123819.783335020755
2023-07-0124679.1535891465
2023-08-0125658.398299078668
2023-09-0122608.28186696365
2023-10-0124791.130910195403
2023-11-0129657.183355269815
2023-12-0127020.350308798214
2024-01-0124292.193986028145
2024-02-0123690.391819378354
2024-03-0129642.199048294016
2024-04-0129561.810266275184
2024-05-0133581.04687658196
2024-06-0131560.79781310114
2024-07-0134278.01964159158
2024-08-0138806.72268907563
2024-09-0140188.31629037157
2024-10-0140672.06641692821
2024-11-0137930.95069353042
2024-12-0137212.71641186595
2025-01-0142237.724005264754
2025-02-0146132.42887516452
2025-03-0154017.616685228306
2025-04-0157613.44537815126
2025-05-0152300.49610205528
2025-06-0153703.351220006065
2025-07-0149133.74506429077
2025-08-0161568.89743849346
2025-09-0170539.03006985928
2025-10-0162303.33097094259
2025-11-0175880.9355067328
2025-12-0178120.88690898045
2026-01-0174719.04424420369
2026-02-01109729.67500253112
2026-03-0189966.58904525665
2026-04-0197944.72005669738
Annual Return Matrix
YearAnnual Return
2017-0.0457483683602411
2018-0.44489168139276136
20190.6842244885928197
20200.4674740544986786
2021-0.10998211091234344
20220.3311223669400225
20230.3432790746836589
20240.37721073141486827
20251.0993062168412457
20260.2537584240539139
Total Factor Risk
0.3502470269778791
VTI.US Exposure
-0.007790242255266506
VEA.US Exposure
0.26009484117539894
VWO.US Exposure
-0.07281178312306982
QQQ.US Exposure
-0.01083645436580906
VTV.US Exposure
-0.05027259264131943
IJR.US Exposure
-0.004140514519693484
QUAL.US Exposure
0.054792382836763395
SHV.US Exposure
0.00021926013402968962
TLT.US Exposure
0.032333942849880025
LQD.US Exposure
-0.0282094551832635
HYG.US Exposure
-0.00797738701160578
GLD.US Exposure
0.4397994675326586
USO.US Exposure
0.0016001199342232455
VNQ.US Exposure
-0.00018284804036524345
BTC-USD.CC Exposure
0.014860785897246907
CPER.US Exposure
0.06767915150339235
VIX.INDX Exposure
0.031655332133641606
UUP.US Exposure
-0.0014850052184914714
TIP.US Exposure
0.05037462686078642
Idiosyncratic Exposure
0.23029637150086327
Value Score
41.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.0%

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 →0.22%
Market Cap$19.4B
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
$81
Avg Yield on Cost
0.81%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$810.81%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 →
+33.2%
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 →
12.6% 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 →
1.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alamos Gold Inc a high-risk investment?

Alamos Gold Inc (AGI.US) has an annualized volatility of 35.0% and experienced a maximum drawdown of 65.3% over the last 10 years. Its primary macro risk driver is GLD.US.

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

Over the past 10 years, AGI.US has generated a Compound Annual Growth Rate (CAGR) of 23.5%. 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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