Performance

AEM+6.18%B+17.54%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
AEM	+1.05%	+11.19%	+6.18%	+29.22%	-45.94%	0.28
B	+0.67%	-7.40%	+17.54%	+17.44%	-34.24%	0.49

Summary

AEM vs B

Over the past year, B returned +17.54% against +6.18% for AEM. Over five years, AEM averaged +29.22% a year, compared with +17.44% for B. B had the higher Sharpe ratio over the past year (0.49 vs 0.28), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -34.24% for B and -45.94% for AEM.

Current Drawdown

AEM-24.85%B-22.95%

Rolling Volatility

AEM+2.63%B+2.26%

METRICS

Correlation Matrix

	AEM	B
AEM	1.00	0.88
B	0.88	1.00

Metrics

Risk Indicators

AEMB

Alpha

-1.67%

7.05%

Beta

1.61x

1.72x

Sharpe

0.28

0.49

Sortino

0.39

0.68

Omega

1.05

1.08

Calmar

0.13

0.51

Martin

0.58

1.22

Comparisons

More AEM comparisons

AEM vs NEM
AEM vs XLB
AEM vs SPY
AEM vs WPM
AEM vs AU

More B comparisons

B vs XLB
B vs SPY
B vs WPM
B vs NEM
B vs AU

AEM vs B: returns, Sharpe ratio and drawdown

AEM vs B

More AEM comparisons

More B comparisons