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

Correlation

The correlation between AU and GFI is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

AU vs. GFI - Performance Comparison

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

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
41.79%
171.54%
AU
GFI

Key characteristics

Sharpe Ratio

AU:

2.14

GFI:

0.95

Sortino Ratio

AU:

2.71

GFI:

1.41

Omega Ratio

AU:

1.34

GFI:

1.19

Calmar Ratio

AU:

1.67

GFI:

1.47

Martin Ratio

AU:

7.80

GFI:

3.01

Ulcer Index

AU:

12.47%

GFI:

14.81%

Daily Std Dev

AU:

45.36%

GFI:

46.87%

Max Drawdown

AU:

-90.13%

GFI:

-86.05%

Current Drawdown

AU:

-10.11%

GFI:

0.00%

Fundamentals

Market Cap

AU:

$22.97B

GFI:

$22.08B

EPS

AU:

$2.33

GFI:

$1.38

PE Ratio

AU:

19.58

GFI:

17.88

PEG Ratio

AU:

0.00

GFI:

0.00

PS Ratio

AU:

3.97

GFI:

4.24

PB Ratio

AU:

3.33

GFI:

4.11

Total Revenue (TTM)

AU:

$7.54B

GFI:

$5.20B

Gross Profit (TTM)

AU:

$2.64B

GFI:

$2.58B

EBITDA (TTM)

AU:

$2.91B

GFI:

$2.71B

Returns By Period

In the year-to-date period, AU achieves a 101.95% return, which is significantly higher than GFI's 90.44% return. Over the past 10 years, AU has underperformed GFI with an annualized return of 16.35%, while GFI has yielded a comparatively higher 22.73% annualized return.


AU

YTD

101.95%

1M

38.28%

6M

66.47%

1Y

101.58%

5Y*

18.33%

10Y*

16.35%

GFI

YTD

90.44%

1M

19.47%

6M

53.75%

1Y

45.90%

5Y*

35.61%

10Y*

22.73%

*Annualized

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Risk-Adjusted Performance

AU vs. GFI — 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

GFI
The Risk-Adjusted Performance Rank of GFI is 8282
Overall Rank
The Sharpe Ratio Rank of GFI is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GFI is 7878
Sortino Ratio Rank
The Omega Ratio Rank of GFI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of GFI is 9191
Calmar Ratio Rank
The Martin Ratio Rank of GFI is 8080
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. GFI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) 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.


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
GFI: 0.95
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
GFI: 1.41
The chart of Omega ratio for AU, currently valued at 1.34, compared to the broader market0.501.001.502.00
AU: 1.34
GFI: 1.19
The chart of Calmar ratio for AU, currently valued at 1.89, compared to the broader market0.001.002.003.004.00
AU: 1.89
GFI: 1.47
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
GFI: 3.01

The current AU Sharpe Ratio is 2.14, which is higher than the GFI Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of AU 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
2.14
0.95
AU
GFI

Dividends

AU vs. GFI - Dividend Comparison

AU's dividend yield for the trailing twelve months is around 1.99%, less than GFI's 2.21% yield.


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%
GFI
Gold Fields Limited
2.21%2.94%2.86%3.40%3.24%1.73%0.80%1.62%1.77%1.69%0.72%0.86%

Drawdowns

AU vs. GFI - Drawdown Comparison

The maximum AU drawdown since its inception was -90.13%, roughly equal to the maximum GFI drawdown of -86.05%. Use the drawdown chart below to compare losses from any high point for AU and GFI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril00
AU
GFI

Volatility

AU vs. GFI - Volatility Comparison

The current volatility for AngloGold Ashanti Limited (AU) is 19.24%, while Gold Fields Limited (GFI) has a volatility of 20.33%. This indicates that AU 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.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
19.24%
20.33%
AU
GFI

Financials

AU vs. GFI - Financials Comparison

This section allows you to compare key financial metrics between AngloGold Ashanti 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
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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.

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