AU vs. KOPN
AU (AngloGold Ashanti Limited) and KOPN (Kopin Corporation) are both stocks. AU operates in Gold (Basic Materials), while KOPN operates in Electronic Components (Technology). Over the past 10 years, AU returned 21.31%/yr vs 8.73%/yr for KOPN. At a 0.10 correlation, their price movements are largely independent.
Performance
AU vs. KOPN - Performance Comparison
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Returns By Period
In the year-to-date period, AU achieves a 11.38% return, which is significantly lower than KOPN's 123.08% return. Over the past 10 years, AU has outperformed KOPN with an annualized return of 21.31%, while KOPN has yielded a comparatively lower 8.73% annualized return.
AU
- 1D
- 6.94%
- 1M
- 1.27%
- YTD
- 11.38%
- 6M
- 12.66%
- 1Y
- 91.56%
- 3Y*
- 61.39%
- 5Y*
- 39.01%
- 10Y*
- 21.31%
KOPN
- 1D
- 5.67%
- 1M
- 3.37%
- YTD
- 123.08%
- 6M
- 111.34%
- 1Y
- 234.62%
- 3Y*
- 36.78%
- 5Y*
- -11.45%
- 10Y*
- 8.73%
AU vs. KOPN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AU AngloGold Ashanti Limited | 11.38% | 288.18% | 25.43% | -2.68% | -5.09% | -4.87% | 1.90% | 78.89% | 23.96% | -2.23% |
KOPN Kopin Corporation | 123.08% | 72.06% | -33.00% | 63.71% | -69.68% | 68.31% | 505.83% | -59.85% | -68.78% | 12.68% |
Correlation
The correlation between AU and KOPN is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 1998 | 0.10 |
The correlation between AU and KOPN shifts across timeframes, from 0.09 (10 years) to 0.22 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
AU:
$6.85
KOPN:
-$0.04
AU:
4.19
KOPN:
19.22
AU:
$11.17B
KOPN:
$45.60M
AU:
$5.82B
KOPN:
$11.88M
AU:
$5.58B
KOPN:
-$5.14M
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Return for Risk
AU vs. KOPN — Risk / Return Rank
AU
KOPN
AU vs. KOPN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) and Kopin Corporation (KOPN). 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.
| AU | KOPN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.34 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 4.24 | -1.75 |
| Martin ratioReturn relative to average drawdown | 6.54 | 8.46 | -1.92 |
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Drawdowns
AU vs. KOPN - Drawdown Comparison
The maximum AU drawdown since its inception was -90.12%, smaller than the maximum KOPN drawdown of -99.57%. Use the drawdown chart below to compare losses from any high point for AU and KOPN.
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Drawdown Indicators
| AU | KOPN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.12% | -99.57% | +9.45% |
Max Drawdown (1Y)Largest decline over 1 year | -37.03% | -55.73% | +18.70% |
Max Drawdown (3Y)Largest decline over 3 years | -37.70% | -78.27% | +40.57% |
Max Drawdown (5Y)Largest decline over 5 years | -51.75% | -93.77% | +42.02% |
Max Drawdown (10Y)Largest decline over 10 years | -67.91% | -95.58% | +27.67% |
Current DrawdownCurrent decline from peak | -25.94% | -89.37% | +63.43% |
Average DrawdownAverage peak-to-trough decline | -46.07% | -78.02% | +31.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.14% | 27.86% | -13.72% |
Volatility
AU vs. KOPN - Volatility Comparison
The current volatility for AngloGold Ashanti Limited (AU) is 22.31%, while Kopin Corporation (KOPN) has a volatility of 34.68%. This indicates that AU experiences smaller price fluctuations and is considered to be less risky than KOPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AU | KOPN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.31% | 34.68% | -12.37% |
Volatility (6M)Calculated over the trailing 6-month period | 46.83% | 70.05% | -23.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.50% | 96.60% | -38.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.22% | 89.34% | -40.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.80% | 87.82% | -38.02% |
Dividends
AU vs. KOPN - Dividend Comparison
AU's dividend yield for the trailing twelve months is around 4.98%, while KOPN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
AU AngloGold Ashanti Limited | 4.98% | 2.96% | 1.78% | 1.14% | 2.26% | 2.58% | 0.49% | 0.30% | 0.48% | 0.93% |
KOPN Kopin Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
AU vs. KOPN - Financials Comparison
This section allows you to compare key financial metrics between AngloGold Ashanti Limited and Kopin 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AU and KOPN have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KOPN has higher volatility (34.68%) compared to AU (22.31%). In terms of maximum drawdown, AU dropped -90.12% vs KOPN's -99.57%.
KOPN currently has the higher Sharpe Ratio (2.45 vs 1.58), 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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