PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AU vs. CDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AU and CDE is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

AU vs. CDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AngloGold Ashanti Limited (AU) and Coeur Mining, Inc. (CDE). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
198.42%
-97.50%
AU
CDE

Key characteristics

Sharpe Ratio

AU:

2.14

CDE:

0.58

Sortino Ratio

AU:

2.71

CDE:

1.29

Omega Ratio

AU:

1.34

CDE:

1.15

Calmar Ratio

AU:

1.67

CDE:

0.41

Martin Ratio

AU:

7.80

CDE:

2.71

Ulcer Index

AU:

12.47%

CDE:

14.77%

Daily Std Dev

AU:

45.36%

CDE:

68.39%

Max Drawdown

AU:

-90.13%

CDE:

-99.39%

Current Drawdown

AU:

-10.11%

CDE:

-97.81%

Fundamentals

Market Cap

AU:

$22.97B

CDE:

$4.01B

EPS

AU:

$2.33

CDE:

$0.15

PE Ratio

AU:

19.58

CDE:

41.80

PEG Ratio

AU:

0.00

CDE:

-1.18

PS Ratio

AU:

3.97

CDE:

3.80

PB Ratio

AU:

3.33

CDE:

3.47

Total Revenue (TTM)

AU:

$7.54B

CDE:

$824.92M

Gross Profit (TTM)

AU:

$2.64B

CDE:

$250.02M

EBITDA (TTM)

AU:

$2.91B

CDE:

$279.82M

Returns By Period

In the year-to-date period, AU achieves a 101.95% return, which is significantly higher than CDE's 9.62% return. Over the past 10 years, AU has outperformed CDE with an annualized return of 16.35%, while CDE has yielded a comparatively lower 0.82% annualized return.


AU

YTD

101.95%

1M

38.28%

6M

66.47%

1Y

101.58%

5Y*

18.33%

10Y*

16.35%

CDE

YTD

9.62%

1M

-2.49%

6M

-3.98%

1Y

43.48%

5Y*

8.74%

10Y*

0.82%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AU vs. CDE — Risk-Adjusted Performance Rank

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

AU
The Risk-Adjusted Performance Rank of AU is 9393
Overall Rank
The Sharpe Ratio Rank of AU is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AU is 9393
Sortino Ratio Rank
The Omega Ratio Rank of AU is 9191
Omega Ratio Rank
The Calmar Ratio Rank of AU is 9292
Calmar Ratio Rank
The Martin Ratio Rank of AU is 9393
Martin Ratio Rank

CDE
The Risk-Adjusted Performance Rank of CDE is 7575
Overall Rank
The Sharpe Ratio Rank of CDE is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of CDE is 7575
Sortino Ratio Rank
The Omega Ratio Rank of CDE is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CDE is 7272
Calmar Ratio Rank
The Martin Ratio Rank of CDE is 7979
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.

AU vs. CDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) and Coeur Mining, Inc. (CDE). 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.


Sharpe ratio
The chart of Sharpe ratio for AU, currently valued at 2.14, compared to the broader market-2.00-1.000.001.002.003.00
AU: 2.14
CDE: 0.58
The chart of Sortino ratio for AU, currently valued at 2.71, compared to the broader market-6.00-4.00-2.000.002.004.00
AU: 2.71
CDE: 1.29
The chart of Omega ratio for AU, currently valued at 1.34, compared to the broader market0.501.001.502.00
AU: 1.34
CDE: 1.15
The chart of Calmar ratio for AU, currently valued at 1.67, compared to the broader market0.001.002.003.004.00
AU: 1.67
CDE: 0.41
The chart of Martin ratio for AU, currently valued at 7.80, compared to the broader market-5.000.005.0010.0015.0020.00
AU: 7.80
CDE: 2.71

The current AU Sharpe Ratio is 2.14, which is higher than the CDE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of AU and CDE, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
2.14
0.58
AU
CDE

Dividends

AU vs. CDE - Dividend Comparison

AU's dividend yield for the trailing twelve months is around 1.99%, while CDE has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
AU
AngloGold Ashanti Limited
1.99%1.78%1.14%2.26%2.57%0.49%0.30%0.48%0.97%0.00%0.00%0.03%
CDE
Coeur Mining, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AU vs. CDE - Drawdown Comparison

The maximum AU drawdown since its inception was -90.13%, smaller than the maximum CDE drawdown of -99.39%. Use the drawdown chart below to compare losses from any high point for AU and CDE. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-10.11%
-97.81%
AU
CDE

Volatility

AU vs. CDE - Volatility Comparison

The current volatility for AngloGold Ashanti Limited (AU) is 19.24%, while Coeur Mining, Inc. (CDE) has a volatility of 25.38%. This indicates that AU experiences smaller price fluctuations and is considered to be less risky than CDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
19.24%
25.38%
AU
CDE

Financials

AU vs. CDE - Financials Comparison

This section allows you to compare key financial metrics between AngloGold Ashanti Limited and Coeur Mining, Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab