AU vs. GFI
Compare and contrast key facts about AngloGold Ashanti Limited (AU) and Gold Fields Limited (GFI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AU or GFI.
Key characteristics
| AU | GFI | |
|---|---|---|
| YTD Return | 31.08% | -2.85% |
| 1Y Return | 43.86% | 7.08% |
| 3Y Return (Ann) | 6.89% | 12.70% |
| 5Y Return (Ann) | 6.04% | 24.47% |
| 10Y Return (Ann) | 10.86% | 15.78% |
| Sharpe Ratio | 1.25 | 0.26 |
| Sortino Ratio | 1.92 | 0.68 |
| Omega Ratio | 1.23 | 1.09 |
| Calmar Ratio | 0.81 | 0.46 |
| Martin Ratio | 5.86 | 0.93 |
| Ulcer Index | 9.61% | 13.76% |
| Daily Std Dev | 44.92% | 49.71% |
| Max Drawdown | -90.13% | -86.06% |
| Current Drawdown | -53.49% | -27.66% |
Fundamentals
| AU | GFI | |
|---|---|---|
| Market Cap | $10.36B | $12.55B |
| EPS | $1.33 | $0.71 |
| PE Ratio | 18.52 | 19.75 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $6.22B | $4.36B |
| Gross Profit (TTM) | $1.69B | $1.11B |
| EBITDA (TTM) | $1.95B | $1.91B |
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.
Performance
AU vs. GFI - Performance Comparison
In the year-to-date period, AU achieves a 31.08% return, which is significantly higher than GFI's -2.85% return. Over the past 10 years, AU has underperformed GFI with an annualized return of 10.86%, while GFI has yielded a comparatively higher 15.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
AU vs. GFI - Dividend Comparison
AU's dividend yield for the trailing twelve months is around 1.70%, less than GFI's 2.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AU AngloGold Ashanti Limited | 1.70% | 1.14% | 2.26% | 2.57% | 0.49% | 0.30% | 0.48% | 0.97% | 0.00% | 0.00% | 0.03% | 0.93% |
GFI Gold Fields Limited | 2.84% | 2.86% | 3.40% | 3.24% | 1.73% | 0.80% | 1.62% | 1.77% | 1.69% | 0.72% | 0.86% | 2.66% |
Drawdowns
AU vs. GFI - Drawdown Comparison
The maximum AU drawdown since its inception was -90.13%, roughly equal to the maximum GFI drawdown of -86.06%. Use the drawdown chart below to compare losses from any high point for AU and GFI. For additional features, visit the drawdowns tool.
Volatility
AU vs. GFI - Volatility Comparison
AngloGold Ashanti Limited (AU) and Gold Fields Limited (GFI) have volatilities of 15.20% and 15.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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