PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Gold Fields Limited (GFI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS38059T1060
CUSIP38059T106
SectorBasic Materials
IndustryGold

Highlights

Market Cap$14.61B
EPS$0.79
PE Ratio20.66
Revenue (TTM)$4.50B
Gross Profit (TTM)$1.57B
EBITDA (TTM)$2.14B
Year Range$10.16 - $18.97
Target Price$15.33
Short %1.03%
Short Ratio2.98

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Gold Fields Limited

Popular comparisons: GFI vs. AU, GFI vs. AEM, GFI vs. FNV.TO, GFI vs. GOLD, GFI vs. VOO, GFI vs. IAUF, GFI vs. AUMN, GFI vs. FSAGX, GFI vs. AUMN.TO, GFI vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Gold Fields Limited, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%December2024FebruaryMarchAprilMay
382.07%
5,087.48%
GFI (Gold Fields Limited)
Benchmark (^GSPC)

S&P 500

Returns By Period

Gold Fields Limited had a return of 12.59% year-to-date (YTD) and 13.24% in the last 12 months. Over the past 10 years, Gold Fields Limited had an annualized return of 18.45%, outperforming the S&P 500 benchmark which had an annualized return of 10.76%.


PeriodReturnBenchmark
Year-To-Date12.59%11.21%
1 month-5.37%4.60%
6 months21.22%16.35%
1 year13.24%27.79%
5 years (annualized)36.91%13.43%
10 years (annualized)18.45%10.76%

Monthly Returns

The table below presents the monthly returns of GFI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.35%-11.89%23.61%1.76%12.59%
202310.53%-20.54%49.82%16.82%-2.83%-8.53%11.86%-18.36%-12.80%19.89%17.43%-5.43%44.86%
2022-3.29%32.26%11.44%-13.13%-30.45%-2.36%0.88%-12.07%2.19%-2.60%41.50%-7.17%-2.48%
20210.65%-12.22%18.59%-1.16%29.10%-26.51%10.34%-3.46%-12.88%14.28%22.20%-3.35%23.07%
2020-3.03%-7.34%-19.09%54.53%5.18%21.76%39.25%-0.46%-5.00%-11.07%-20.31%6.43%42.89%
201916.48%0.73%-9.37%0.53%18.94%21.30%-6.65%17.62%-16.58%25.61%-13.43%23.36%89.50%
2018-0.46%-8.41%3.65%-4.98%-6.55%-0.00%4.76%-33.42%-2.26%9.91%10.15%20.14%-16.79%
201716.61%-11.97%15.91%-7.93%10.15%-2.79%14.66%11.78%-2.70%-7.89%6.55%1.65%45.93%
201622.74%25.59%-7.43%19.29%-25.11%39.21%26.74%-19.00%-2.99%-14.43%-26.02%-1.95%9.68%
201530.24%-21.19%-13.43%13.97%-25.38%-5.28%-14.55%17.03%-17.56%-4.89%0.00%9.49%-38.55%
20148.75%6.04%0.57%14.63%-16.31%5.08%5.92%22.84%-19.09%-18.21%28.53%10.49%42.95%
2013-6.97%-17.17%-5.56%-3.74%-18.63%-13.51%14.86%-14.59%-11.26%0.66%-12.83%-20.20%-69.95%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GFI is 54, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of GFI is 5454
GFI (Gold Fields Limited)
The Sharpe Ratio Rank of GFI is 5353Sharpe Ratio Rank
The Sortino Ratio Rank of GFI is 5050Sortino Ratio Rank
The Omega Ratio Rank of GFI is 5151Omega Ratio Rank
The Calmar Ratio Rank of GFI is 5959Calmar Ratio Rank
The Martin Ratio Rank of GFI is 5555Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Gold Fields Limited (GFI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GFI
Sharpe ratio
The chart of Sharpe ratio for GFI, currently valued at 0.25, compared to the broader market-2.00-1.000.001.002.003.004.000.25
Sortino ratio
The chart of Sortino ratio for GFI, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.006.000.68
Omega ratio
The chart of Omega ratio for GFI, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for GFI, currently valued at 0.31, compared to the broader market0.002.004.006.000.31
Martin ratio
The chart of Martin ratio for GFI, currently valued at 0.82, compared to the broader market-10.000.0010.0020.0030.000.82
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market-2.00-1.000.001.002.003.004.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-4.00-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.002.004.006.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market-10.000.0010.0020.0030.009.59

Sharpe Ratio

The current Gold Fields Limited Sharpe ratio is 0.25. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Gold Fields Limited with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.25
2.52
GFI (Gold Fields Limited)
Benchmark (^GSPC)

Dividends

Dividend History

Gold Fields Limited granted a 2.45% dividend yield in the last twelve months. The annual payout for that period amounted to $0.39 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.39$0.41$0.34$0.36$0.16$0.05$0.06$0.08$0.05$0.02$0.04$0.08

Dividend yield

2.45%2.85%3.29%3.30%1.68%0.82%1.57%1.78%1.58%0.70%0.85%2.55%

Monthly Dividends

The table displays the monthly dividend distributions for Gold Fields Limited. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.22$0.00$0.00$0.22
2023$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.41
2022$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.34
2021$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.36
2020$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.16
2019$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.05
2018$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.06
2017$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.08
2016$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.05
2015$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2014$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.04
2013$0.08$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%2.5%
Gold Fields Limited has a dividend yield of 2.45%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%59.6%
Gold Fields Limited has a payout ratio of 59.57%, which is quite average when compared to the overall market. This suggests that Gold Fields Limited strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-11.76%
-0.31%
GFI (Gold Fields Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Gold Fields Limited. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Gold Fields Limited was 89.39%, occurring on Nov 17, 2015. Recovery took 1874 trading sessions.

The current Gold Fields Limited drawdown is 11.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-89.39%May 12, 20062397Nov 17, 20151874May 3, 20234271
-83.02%Feb 5, 19961205Nov 9, 2000372May 10, 20021577
-74.7%Oct 31, 19801452Aug 5, 1986868Jan 10, 19902320
-62.87%Feb 6, 1990708Nov 24, 1992437Aug 18, 19941145
-44.99%May 22, 200246Jul 26, 2002836Nov 18, 2005882

Volatility

Volatility Chart

The current Gold Fields Limited volatility is 15.30%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
15.30%
3.10%
GFI (Gold Fields Limited)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Gold Fields Limited over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items