AU vs. GFI
AU (AngloGold Ashanti Limited) and GFI (Gold Fields Limited) are both stocks. Both operate in the Gold industry within the Basic Materials sector. Over the past 10 years, AU returned 21.09%/yr vs 27.88%/yr for GFI. Their correlation of 0.81 suggests significant overlap in exposure.
Performance
AU vs. GFI - Performance Comparison
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Returns By Period
In the year-to-date period, AU achieves a 8.43% return, which is significantly higher than GFI's -10.57% return. Over the past 10 years, AU has underperformed GFI with an annualized return of 21.09%, while GFI has yielded a comparatively higher 27.88% annualized return.
AU
- 1D
- -2.18%
- 1M
- 0.28%
- YTD
- 8.43%
- 6M
- 10.68%
- 1Y
- 104.16%
- 3Y*
- 59.13%
- 5Y*
- 34.87%
- 10Y*
- 21.09%
GFI
- 1D
- -1.61%
- 1M
- -9.21%
- YTD
- -10.57%
- 6M
- -4.40%
- 1Y
- 58.92%
- 3Y*
- 38.59%
- 5Y*
- 31.37%
- 10Y*
- 27.88%
AU vs. GFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AU AngloGold Ashanti Limited | 8.43% | 288.18% | 25.43% | -2.68% | -5.09% | -4.87% | 1.90% | 78.89% | 23.96% | -2.23% |
GFI Gold Fields Limited | -10.57% | 240.42% | -6.27% | 44.90% | -2.61% | 23.33% | 43.02% | 89.47% | -16.75% | 45.29% |
Correlation
The correlation between AU and GFI is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007 | 0.81 |
The correlation between AU and GFI has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
Fundamentals
AU:
$45.36B
GFI:
$33.93B
AU:
$6.85
GFI:
$5.39
AU:
13.11
GFI:
7.04
AU:
0.15
GFI:
0.11
AU:
4.08
GFI:
2.43
AU:
5.32
GFI:
4.02
AU:
$11.17B
GFI:
$13.98B
AU:
$5.82B
GFI:
$7.34B
AU:
$5.58B
GFI:
$8.04B
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Return for Risk
AU vs. GFI — Risk / Return Rank
AU
GFI
AU vs. GFI - Risk-Adjusted Trends 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.
| AU | GFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.20 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 1.62 | +1.24 |
| Martin ratioReturn relative to average drawdown | 8.05 | 3.90 | +4.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AU | GFI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.01 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.60 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.51 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.13 | +0.02 |
Drawdowns
AU vs. GFI - Drawdown Comparison
The maximum AU drawdown since its inception was -90.12%, roughly equal to the maximum GFI drawdown of -88.05%. Use the drawdown chart below to compare losses from any high point for AU and GFI.
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Drawdown Indicators
| AU | GFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.12% | -88.05% | -2.07% |
Max Drawdown (1Y)Largest decline over 1 year | -36.59% | -36.52% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -38.86% | -36.52% | -2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -51.75% | -56.22% | +4.47% |
Max Drawdown (10Y)Largest decline over 10 years | -67.91% | -63.09% | -4.82% |
Current DrawdownCurrent decline from peak | -27.90% | -36.52% | +8.62% |
Average DrawdownAverage peak-to-trough decline | -46.09% | -44.27% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.98% | 15.14% | -2.16% |
Volatility
AU vs. GFI - Volatility Comparison
AngloGold Ashanti Limited (AU) has a higher volatility of 19.79% compared to Gold Fields Limited (GFI) at 17.66%. This indicates that AU's price experiences larger fluctuations and is considered to be riskier than GFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AU | GFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.79% | 17.66% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 44.76% | 45.36% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.08% | 58.92% | -1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.84% | 52.17% | -3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.65% | 54.85% | -5.20% |
Dividends
AU vs. GFI - Dividend Comparison
AU's dividend yield for the trailing twelve months is around 5.12%, more than GFI's 4.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AU AngloGold Ashanti Limited | 5.12% | 2.96% | 1.78% | 1.14% | 2.26% | 2.58% | 0.49% | 0.30% | 0.48% | 0.93% | 0.00% | 0.00% |
GFI Gold Fields Limited | 4.85% | 1.77% | 2.94% | 2.87% | 3.40% | 3.24% | 1.72% | 0.81% | 1.61% | 1.41% | 1.35% | 0.60% |
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.
Total Revenue: Total amount of money received from sales and other business activities
AU vs. GFI - Profitability Comparison
AU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported a gross profit of 1.88B and revenue of 3.24B. Therefore, the gross margin over that period was 58.2%.
GFI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Gold Fields Limited reported a gross profit of 3.00B and revenue of 5.29B. Therefore, the gross margin over that period was 56.7%.
AU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported an operating income of 1.84B and revenue of 3.24B, resulting in an operating margin of 56.8%.
GFI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Gold Fields Limited reported an operating income of 2.71B and revenue of 5.29B, resulting in an operating margin of 51.3%.
AU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported a net income of 1.28B and revenue of 3.24B, resulting in a net margin of 39.6%.
GFI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Gold Fields Limited reported a net income of 2.55B and revenue of 5.29B, resulting in a net margin of 48.2%.
Frequently Asked Questions
AU and GFI have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AU has higher volatility (19.79%) compared to GFI (17.66%). In terms of maximum drawdown, AU dropped -90.12% vs GFI's -88.05%.
AU currently has the higher Sharpe Ratio (1.84 vs 1.01), 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.
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