PortfoliosLab logoPortfoliosLab logo
ANFGF vs. NGLOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ANFGF vs. NGLOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Antofagasta PLC (ANFGF) and Anglo American plc ADR (NGLOY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with ANFGF having a 35.60% return and NGLOY slightly lower at 33.94%. Over the past 10 years, ANFGF has outperformed NGLOY with an annualized return of 28.87%, while NGLOY has yielded a comparatively lower 24.84% annualized return.


ANFGF

1D
0.53%
1M
21.45%
YTD
35.60%
6M
55.21%
1Y
146.64%
3Y*
50.28%
5Y*
26.36%
10Y*
28.87%

NGLOY

1D
-4.33%
1M
14.85%
YTD
33.94%
6M
41.24%
1Y
90.65%
3Y*
26.14%
5Y*
8.32%
10Y*
24.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANFGF vs. NGLOY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANFGF
Antofagasta PLC
35.60%115.53%-2.29%20.04%10.32%-3.80%65.61%32.34%-29.35%66.53%
NGLOY
Anglo American plc ADR
33.94%45.24%21.97%-33.36%2.18%30.09%20.20%36.97%11.43%50.83%

Correlation

The correlation between ANFGF and NGLOY is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.33

Over the past year, ANFGF and NGLOY have become more correlated (0.57) than their long-term average of 0.33, meaning their price movements have been converging.

Fundamentals

Market Cap

ANFGF:

$58.73B

NGLOY:

$65.05B

EPS

ANFGF:

$2.18

NGLOY:

-$2.86

PS Ratio

ANFGF:

3.88

NGLOY:

1.60

PB Ratio

ANFGF:

5.65

NGLOY:

3.62

Total Revenue (TTM)

ANFGF:

$15.15B

NGLOY:

$40.97B

Gross Profit (TTM)

ANFGF:

$6.66B

NGLOY:

$19.76B

EBITDA (TTM)

ANFGF:

$8.98B

NGLOY:

$9.15B

Compare stocks, funds, or ETFs

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


Antofagasta PLC

Anglo American plc ADR

Return for Risk

ANFGF vs. NGLOY — Risk / Return Rank

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

ANFGF
ANFGF Risk / Return Rank: 9090
Overall Rank
ANFGF Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ANFGF Sortino Ratio Rank: 9090
Sortino Ratio Rank
ANFGF Omega Ratio Rank: 8787
Omega Ratio Rank
ANFGF Calmar Ratio Rank: 8989
Calmar Ratio Rank
ANFGF Martin Ratio Rank: 9292
Martin Ratio Rank

NGLOY
NGLOY Risk / Return Rank: 8787
Overall Rank
NGLOY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
NGLOY Sortino Ratio Rank: 8787
Sortino Ratio Rank
NGLOY Omega Ratio Rank: 8484
Omega Ratio Rank
NGLOY Calmar Ratio Rank: 8585
Calmar Ratio Rank
NGLOY Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANFGF vs. NGLOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Antofagasta PLC (ANFGF) and Anglo American plc ADR (NGLOY). 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.


ANFGFNGLOYDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.39

1.35

+0.04

Calmar ratioReturn relative to maximum drawdown

4.44

3.54

+0.90

Martin ratioReturn relative to average drawdown

14.37

11.58

+2.79

ANFGF vs. NGLOY - Sharpe Ratio Comparison

The current ANFGF Sharpe Ratio is 2.72, which is comparable to the NGLOY Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of ANFGF and NGLOY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ANFGFNGLOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.72

2.29

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.19

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.58

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.14

+0.44

Drawdowns

ANFGF vs. NGLOY - Drawdown Comparison

The maximum ANFGF drawdown since its inception was -54.41%, smaller than the maximum NGLOY drawdown of -92.97%. Use the drawdown chart below to compare losses from any high point for ANFGF and NGLOY.


Loading charts...

Drawdown Indicators


ANFGFNGLOYDifference

Max Drawdown

Largest peak-to-trough decline

-54.41%

-92.97%

+38.56%

Max Drawdown (1Y)

Largest decline over 1 year

-33.23%

-25.75%

-7.48%

Max Drawdown (3Y)

Largest decline over 3 years

-40.92%

-34.20%

-6.72%

Max Drawdown (5Y)

Largest decline over 5 years

-47.93%

-58.28%

+10.35%

Max Drawdown (10Y)

Largest decline over 10 years

-54.41%

-58.28%

+3.87%

Current Drawdown

Current decline from peak

-2.55%

-4.33%

+1.78%

Average Drawdown

Average peak-to-trough decline

-18.85%

-40.15%

+21.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.24%

7.86%

+2.38%

Volatility

ANFGF vs. NGLOY - Volatility Comparison

Antofagasta PLC (ANFGF) has a higher volatility of 18.73% compared to Anglo American plc ADR (NGLOY) at 13.15%. This indicates that ANFGF's price experiences larger fluctuations and is considered to be riskier than NGLOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ANFGFNGLOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.73%

13.15%

+5.58%

Volatility (6M)

Calculated over the trailing 6-month period

45.32%

30.14%

+15.18%

Volatility (1Y)

Calculated over the trailing 1-year period

54.31%

39.92%

+14.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.80%

43.08%

+5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.32%

43.33%

+4.99%

Dividends

ANFGF vs. NGLOY - Dividend Comparison

ANFGF's dividend yield for the trailing twelve months is around 0.81%, more than NGLOY's 0.42% yield.


PositionTTM20252024202320222021202020192018201720162015
ANFGF
Antofagasta PLC
0.81%1.06%1.53%2.85%6.83%3.98%1.53%3.95%0.00%1.14%0.00%0.00%
NGLOY
Anglo American plc ADR
0.42%0.69%2.81%5.17%7.45%6.24%2.06%3.67%4.35%2.16%0.00%19.68%

Financials

ANFGF vs. NGLOY - Financials Comparison

This section allows you to compare key financial metrics between Antofagasta PLC and Anglo American plc ADR. 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


5.00B10.00B15.00B20.00B20212022202320242025
4.85B
9.53B
(ANFGF) Total Revenue
(NGLOY) Total Revenue
Values in USD except per share items

ANFGF vs. NGLOY - Profitability Comparison

The chart below illustrates the profitability comparison between Antofagasta PLC and Anglo American plc ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
52.9%
40.7%
Portfolio components
ANFGF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Antofagasta PLC reported a gross profit of 2.56B and revenue of 4.85B. Therefore, the gross margin over that period was 52.9%.

NGLOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Anglo American plc ADR reported a gross profit of 3.87B and revenue of 9.53B. Therefore, the gross margin over that period was 40.7%.

ANFGF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Antofagasta PLC reported an operating income of 2.18B and revenue of 4.85B, resulting in an operating margin of 45.0%.

NGLOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Anglo American plc ADR reported an operating income of 1.94B and revenue of 9.53B, resulting in an operating margin of 20.4%.

ANFGF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Antofagasta PLC reported a net income of 812.18M and revenue of 4.85B, resulting in a net margin of 16.8%.

NGLOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Anglo American plc ADR reported a net income of -1.86B and revenue of 9.53B, resulting in a net margin of -19.5%.


Frequently Asked Questions


ANFGF and NGLOY have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ANFGF has higher volatility (18.73%) compared to NGLOY (13.15%). In terms of maximum drawdown, ANFGF dropped -54.41% vs NGLOY's -92.97%.

ANFGF currently has the higher Sharpe Ratio (2.72 vs 2.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ANFGF and NGLOY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer