PortfoliosLab logoPortfoliosLab logo
AU vs. GORO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AU vs. GORO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, AU achieves a 4.15% return, which is significantly lower than GORO's 44.93% return. Over the past 10 years, AU has outperformed GORO with an annualized return of 20.46%, while GORO has yielded a comparatively lower -9.01% annualized return.


AU

1D
3.75%
1M
-14.67%
YTD
4.15%
6M
7.11%
1Y
86.54%
3Y*
58.20%
5Y*
35.46%
10Y*
20.46%

GORO

1D
0.84%
1M
-12.41%
YTD
44.93%
6M
41.71%
1Y
90.08%
3Y*
14.89%
5Y*
-15.91%
10Y*
-9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AU vs. GORO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AU
AngloGold Ashanti Limited
4.15%288.18%25.43%-2.68%-5.09%-4.87%1.90%78.89%23.96%-2.23%
GORO
Gold Resource Corporation
44.93%259.84%-38.80%-75.42%0.20%-45.33%-46.91%39.34%-8.71%1.64%

Correlation

The correlation between AU and GORO is 0.51, 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

0.51

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

0.41

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

0.46

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

0.51

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2006

0.49

The correlation between AU and GORO has been stable across timeframes, ranging from 0.41 to 0.51 - a consistent structural relationship.

Fundamentals

Market Cap

AU:

$43.57B

GORO:

$196.46M

EPS

AU:

$6.85

GORO:

$0.05

PE Ratio

AU:

12.59

GORO:

26.16

PEG Ratio

AU:

0.15

GORO:

0.78

PS Ratio

AU:

3.92

GORO:

2.13

PB Ratio

AU:

5.11

GORO:

4.02

Total Revenue (TTM)

AU:

$11.17B

GORO:

$81.00M

Gross Profit (TTM)

AU:

$5.82B

GORO:

$38.71M

EBITDA (TTM)

AU:

$5.58B

GORO:

$43.09M

Compare stocks, funds, or ETFs

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


Return for Risk

AU vs. GORO — Risk / Return Rank

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

AU
AU Risk / Return Rank: 7979
Overall Rank
AU Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AU Sortino Ratio Rank: 7777
Sortino Ratio Rank
AU Omega Ratio Rank: 7777
Omega Ratio Rank
AU Calmar Ratio Rank: 8080
Calmar Ratio Rank
AU Martin Ratio Rank: 8181
Martin Ratio Rank

GORO
GORO Risk / Return Rank: 7373
Overall Rank
GORO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GORO Sortino Ratio Rank: 7575
Sortino Ratio Rank
GORO Omega Ratio Rank: 7070
Omega Ratio Rank
GORO Calmar Ratio Rank: 7676
Calmar Ratio Rank
GORO Martin Ratio Rank: 7272
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.

AU vs. GORO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) and Gold Resource Corporation (GORO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AUGORODifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.26

1.21

+0.04

Calmar ratioReturn relative to maximum drawdown

2.35

2.05

+0.30

Martin ratioReturn relative to average drawdown

6.18

3.70

+2.48

AU vs. GORO - Sharpe Ratio Comparison

The current AU Sharpe Ratio is 1.50, which is higher than the GORO Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of AU and GORO, 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...

Drawdowns

AU vs. GORO - Drawdown Comparison

The maximum AU drawdown since its inception was -90.12%, smaller than the maximum GORO drawdown of -99.48%. Use the drawdown chart below to compare losses from any high point for AU and GORO.


Loading charts...

Drawdown Indicators


AUGORODifference

Max Drawdown

Largest peak-to-trough decline

-90.12%

-99.48%

+9.36%

Max Drawdown (1Y)

Largest decline over 1 year

-37.03%

-44.27%

+7.24%

Max Drawdown (3Y)

Largest decline over 3 years

-38.71%

-85.50%

+46.79%

Max Drawdown (5Y)

Largest decline over 5 years

-51.75%

-95.47%

+43.72%

Max Drawdown (10Y)

Largest decline over 10 years

-67.91%

-98.29%

+30.38%

Current Drawdown

Current decline from peak

-30.75%

-95.01%

+64.26%

Average Drawdown

Average peak-to-trough decline

-46.07%

-65.14%

+19.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.04%

24.42%

-10.38%

Volatility

AU vs. GORO - Volatility Comparison

AngloGold Ashanti Limited (AU) has a higher volatility of 21.02% compared to Gold Resource Corporation (GORO) at 17.99%. This indicates that AU's price experiences larger fluctuations and is considered to be riskier than GORO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AUGORODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.02%

17.99%

+3.03%

Volatility (6M)

Calculated over the trailing 6-month period

46.50%

70.66%

-24.16%

Volatility (1Y)

Calculated over the trailing 1-year period

58.45%

97.40%

-38.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.13%

93.01%

-43.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.79%

78.68%

-28.89%

Dividends

AU vs. GORO - Dividend Comparison

AU's dividend yield for the trailing twelve months is around 5.33%, while GORO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AU
AngloGold Ashanti Limited
5.33%2.96%1.78%1.14%2.26%2.58%0.49%0.30%0.48%0.93%0.00%0.00%
GORO
Gold Resource Corporation
0.00%0.00%0.00%0.00%2.61%2.78%1.37%0.42%0.50%0.45%0.69%7.23%

Financials

AU vs. GORO - Financials Comparison

This section allows you to compare key financial metrics between AngloGold Ashanti Limited and Gold Resource Corporation. 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B202120222023202420252026
3.24B
0
(AU) Total Revenue
(GORO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AU and GORO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AU has higher volatility (21.02%) compared to GORO (17.99%). In terms of maximum drawdown, AU dropped -90.12% vs GORO's -99.48%.

AU currently has the higher Sharpe Ratio (1.50 vs 0.93), 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 AU and GORO

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