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AUMN vs. GFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AUMN vs. GFI - Performance Comparison

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

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Returns By Period

In the year-to-date period, AUMN achieves a -42.09% return, which is significantly lower than GFI's -7.79% return. Over the past 10 years, AUMN has underperformed GFI with an annualized return of -31.86%, while GFI has yielded a comparatively higher 28.55% annualized return.


AUMN

1D
-0.57%
1M
6.22%
YTD
-42.09%
6M
-45.42%
1Y
1.16%
3Y*
-58.89%
5Y*
-59.72%
10Y*
-31.86%

GFI

1D
3.11%
1M
-6.30%
YTD
-7.79%
6M
-3.27%
1Y
62.49%
3Y*
40.22%
5Y*
32.18%
10Y*
28.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUMN vs. GFI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AUMN
Golden Minerals Company
-42.09%253.13%-82.03%-92.42%-21.44%-54.04%145.16%41.62%-49.09%-25.87%
GFI
Gold Fields Limited
-7.79%240.42%-6.27%44.90%-2.61%23.33%43.02%89.47%-16.75%45.29%

Correlation

The correlation between AUMN and GFI is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

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

0.22

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

0.28

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

0.31

Correlation (All Time)
Calculated using the full available price history since May 8, 2009

0.31

Fundamentals

Market Cap

AUMN:

$3.18M

GFI:

$34.99B

EPS

AUMN:

$0.17

GFI:

$5.39

PE Ratio

AUMN:

1.12

GFI:

7.26

PB Ratio

AUMN:

3.68

GFI:

4.15

Total Revenue (TTM)

AUMN:

$0.00

GFI:

$13.98B

Gross Profit (TTM)

AUMN:

$0.00

GFI:

$7.34B

EBITDA (TTM)

AUMN:

-$3.55M

GFI:

$8.04B

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Golden Minerals Company

Gold Fields Limited

Return for Risk

AUMN vs. GFI — Risk / Return Rank

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

AUMN
AUMN Risk / Return Rank: 4444
Overall Rank
AUMN Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AUMN Sortino Ratio Rank: 5151
Sortino Ratio Rank
AUMN Omega Ratio Rank: 4848
Omega Ratio Rank
AUMN Calmar Ratio Rank: 4141
Calmar Ratio Rank
AUMN Martin Ratio Rank: 4141
Martin Ratio Rank

GFI
GFI Risk / Return Rank: 7171
Overall Rank
GFI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GFI Sortino Ratio Rank: 6868
Sortino Ratio Rank
GFI Omega Ratio Rank: 6868
Omega Ratio Rank
GFI Calmar Ratio Rank: 7272
Calmar Ratio Rank
GFI 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.

AUMN vs. GFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Minerals Company (AUMN) 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.


AUMNGFIDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.09

1.21

-0.12

Calmar ratioReturn relative to maximum drawdown

0.02

1.72

-1.70

Martin ratioReturn relative to average drawdown

0.03

4.10

-4.07

AUMN vs. GFI - Sharpe Ratio Comparison

The current AUMN Sharpe Ratio is 0.01, which is lower than the GFI Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of AUMN and GFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AUMNGFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

1.07

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

0.62

-1.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.33

0.52

-0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

0.13

-0.39

Drawdowns

AUMN vs. GFI - Drawdown Comparison

The maximum AUMN drawdown since its inception was -99.99%, which is greater than GFI's maximum drawdown of -88.05%. Use the drawdown chart below to compare losses from any high point for AUMN and GFI.


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Drawdown Indicators


AUMNGFIDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-88.05%

-11.94%

Max Drawdown (1Y)

Largest decline over 1 year

-72.68%

-36.52%

-36.16%

Max Drawdown (3Y)

Largest decline over 3 years

-97.10%

-36.52%

-60.58%

Max Drawdown (5Y)

Largest decline over 5 years

-99.56%

-56.22%

-43.34%

Max Drawdown (10Y)

Largest decline over 10 years

-99.70%

-63.09%

-36.61%

Current Drawdown

Current decline from peak

-99.97%

-34.55%

-65.42%

Average Drawdown

Average peak-to-trough decline

-86.61%

-44.26%

-42.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.44%

15.30%

+26.14%

Volatility

AUMN vs. GFI - Volatility Comparison

Golden Minerals Company (AUMN) has a higher volatility of 28.37% compared to Gold Fields Limited (GFI) at 18.01%. This indicates that AUMN'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


AUMNGFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.37%

18.01%

+10.36%

Volatility (6M)

Calculated over the trailing 6-month period

61.15%

45.36%

+15.79%

Volatility (1Y)

Calculated over the trailing 1-year period

108.69%

58.97%

+49.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.93%

52.19%

+55.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.00%

54.85%

+43.15%

Dividends

AUMN vs. GFI - Dividend Comparison

AUMN has not paid dividends to shareholders, while GFI's dividend yield for the trailing twelve months is around 4.71%.


PositionTTM20252024202320222021202020192018201720162015
AUMN
Golden Minerals Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GFI
Gold Fields Limited
4.71%1.77%2.94%2.87%3.40%3.24%1.72%0.81%1.61%1.41%1.35%0.60%

Financials

AUMN vs. GFI - Financials Comparison

This section allows you to compare key financial metrics between Golden Minerals Company 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


0.001.00B2.00B3.00B4.00B5.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
5.29B
(AUMN) Total Revenue
(GFI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AUMN and GFI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AUMN has higher volatility (28.37%) compared to GFI (18.01%). In terms of maximum drawdown, AUMN dropped -99.99% vs GFI's -88.05%.

GFI currently has the higher Sharpe Ratio (1.07 vs 0.01), 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.

Portfolio Optimizer

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