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AEM vs. GFI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AEM and GFI is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

AEM vs. GFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agnico Eagle Mines Limited (AEM) and Gold Fields Limited (GFI). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
257.76%
139.95%
AEM
GFI

Key characteristics

Sharpe Ratio

AEM:

2.86

GFI:

0.70

Sortino Ratio

AEM:

3.27

GFI:

1.16

Omega Ratio

AEM:

1.45

GFI:

1.15

Calmar Ratio

AEM:

4.90

GFI:

1.09

Martin Ratio

AEM:

19.13

GFI:

2.23

Ulcer Index

AEM:

4.81%

GFI:

14.85%

Daily Std Dev

AEM:

32.27%

GFI:

47.14%

Max Drawdown

AEM:

-90.33%

GFI:

-86.05%

Current Drawdown

AEM:

-4.02%

GFI:

-11.63%

Fundamentals

Market Cap

AEM:

$60.12B

GFI:

$19.82B

EPS

AEM:

$3.78

GFI:

$1.34

PE Ratio

AEM:

31.35

GFI:

16.27

PEG Ratio

AEM:

28.15

GFI:

0.00

PS Ratio

AEM:

6.74

GFI:

3.81

PB Ratio

AEM:

2.89

GFI:

3.75

Total Revenue (TTM)

AEM:

$6.47B

GFI:

$5.20B

Gross Profit (TTM)

AEM:

$3.01B

GFI:

$2.58B

EBITDA (TTM)

AEM:

$3.54B

GFI:

$2.71B

Returns By Period

In the year-to-date period, AEM achieves a 52.17% return, which is significantly lower than GFI's 68.28% return. Over the past 10 years, AEM has underperformed GFI with an annualized return of 16.20%, while GFI has yielded a comparatively higher 19.55% annualized return.


AEM

YTD

52.17%

1M

9.90%

6M

37.64%

1Y

84.48%

5Y*

17.32%

10Y*

16.20%

GFI

YTD

68.28%

1M

4.01%

6M

26.86%

1Y

28.26%

5Y*

26.26%

10Y*

19.55%

*Annualized

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Risk-Adjusted Performance

AEM vs. GFI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AEM
The Risk-Adjusted Performance Rank of AEM is 9898
Overall Rank
The Sharpe Ratio Rank of AEM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of AEM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of AEM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of AEM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of AEM is 9999
Martin Ratio Rank

GFI
The Risk-Adjusted Performance Rank of GFI is 7676
Overall Rank
The Sharpe Ratio Rank of GFI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of GFI is 7171
Sortino Ratio Rank
The Omega Ratio Rank of GFI is 7070
Omega Ratio Rank
The Calmar Ratio Rank of GFI is 8686
Calmar Ratio Rank
The Martin Ratio Rank of GFI is 7575
Martin 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.

AEM vs. GFI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agnico Eagle Mines Limited (AEM) and Gold Fields Limited (GFI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for AEM, currently valued at 2.86, compared to the broader market-2.00-1.000.001.002.003.00
AEM: 2.86
GFI: 0.70
The chart of Sortino ratio for AEM, currently valued at 3.27, compared to the broader market-6.00-4.00-2.000.002.004.00
AEM: 3.27
GFI: 1.16
The chart of Omega ratio for AEM, currently valued at 1.45, compared to the broader market0.501.001.502.00
AEM: 1.45
GFI: 1.15
The chart of Calmar ratio for AEM, currently valued at 4.90, compared to the broader market0.001.002.003.004.005.00
AEM: 4.90
GFI: 1.09
The chart of Martin ratio for AEM, currently valued at 19.13, compared to the broader market-5.000.005.0010.0015.0020.00
AEM: 19.13
GFI: 2.23

The current AEM Sharpe Ratio is 2.86, which is higher than the GFI Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of AEM and GFI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.86
0.70
AEM
GFI

Dividends

AEM vs. GFI - Dividend Comparison

AEM's dividend yield for the trailing twelve months is around 1.35%, less than GFI's 2.50% yield.


TTM20242023202220212020201920182017201620152014
AEM
Agnico Eagle Mines Limited
1.35%2.05%2.92%3.08%2.63%1.35%1.10%1.09%0.89%0.86%1.22%1.29%
GFI
Gold Fields Limited
2.50%2.94%2.86%3.40%3.24%1.73%0.80%1.62%1.77%1.69%0.72%0.86%

Drawdowns

AEM vs. GFI - Drawdown Comparison

The maximum AEM drawdown since its inception was -90.33%, roughly equal to the maximum GFI drawdown of -86.05%. Use the drawdown chart below to compare losses from any high point for AEM and GFI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.02%
-11.63%
AEM
GFI

Volatility

AEM vs. GFI - Volatility Comparison

The current volatility for Agnico Eagle Mines Limited (AEM) is 14.01%, while Gold Fields Limited (GFI) has a volatility of 21.06%. This indicates that AEM experiences smaller price fluctuations and is considered to be less risky than GFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.01%
21.06%
AEM
GFI

Financials

AEM vs. GFI - Financials Comparison

This section allows you to compare key financial metrics between Agnico Eagle Mines Limited and Gold Fields Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items