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AUMN vs. GFI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AUMN and GFI is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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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Key characteristics

Sharpe Ratio

AUMN:

-0.56

GFI:

0.74

Sortino Ratio

AUMN:

-0.44

GFI:

1.39

Omega Ratio

AUMN:

0.95

GFI:

1.18

Calmar Ratio

AUMN:

-0.68

GFI:

1.44

Martin Ratio

AUMN:

-1.20

GFI:

3.17

Ulcer Index

AUMN:

56.82%

GFI:

13.75%

Daily Std Dev

AUMN:

125.79%

GFI:

47.99%

Max Drawdown

AUMN:

-99.99%

GFI:

-86.05%

Current Drawdown

AUMN:

-99.98%

GFI:

-10.86%

Fundamentals

Market Cap

AUMN:

$2.26M

GFI:

$19.05B

EPS

AUMN:

-$0.31

GFI:

$1.38

PEG Ratio

AUMN:

0.00

GFI:

0.00

PS Ratio

AUMN:

7.45

GFI:

3.66

PB Ratio

AUMN:

9.36

GFI:

3.55

Total Revenue (TTM)

AUMN:

$0.00

GFI:

$5.20B

Gross Profit (TTM)

AUMN:

$21.00K

GFI:

$2.58B

EBITDA (TTM)

AUMN:

-$2.40M

GFI:

$2.71B

Returns By Period

In the year-to-date period, AUMN achieves a 60.60% return, which is significantly lower than GFI's 69.75% return. Over the past 10 years, AUMN has underperformed GFI with an annualized return of -34.46%, while GFI has yielded a comparatively higher 23.11% annualized return.


AUMN

YTD

60.60%

1M

0.00%

6M

-46.54%

1Y

-70.01%

3Y*

-74.57%

5Y*

-54.80%

10Y*

-34.46%

GFI

YTD

69.75%

1M

-8.34%

6M

49.48%

1Y

35.00%

3Y*

28.69%

5Y*

25.89%

10Y*

23.11%

*Annualized

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Golden Minerals Company

Gold Fields Limited

Risk-Adjusted Performance

AUMN vs. GFI — Risk-Adjusted Performance Rank

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

AUMN
The Risk-Adjusted Performance Rank of AUMN is 1919
Overall Rank
The Sharpe Ratio Rank of AUMN is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of AUMN is 2424
Sortino Ratio Rank
The Omega Ratio Rank of AUMN is 2525
Omega Ratio Rank
The Calmar Ratio Rank of AUMN is 99
Calmar Ratio Rank
The Martin Ratio Rank of AUMN is 1717
Martin Ratio Rank

GFI
The Risk-Adjusted Performance Rank of GFI is 7979
Overall Rank
The Sharpe Ratio Rank of GFI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of GFI is 7575
Sortino Ratio Rank
The Omega Ratio Rank of GFI is 7474
Omega Ratio Rank
The Calmar Ratio Rank of GFI is 8989
Calmar Ratio Rank
The Martin Ratio Rank of GFI is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AUMN vs. GFI - Risk-Adjusted Performance 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.


The current AUMN Sharpe Ratio is -0.56, which is lower than the GFI Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of AUMN and GFI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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 2.47%.


TTM20242023202220212020201920182017201620152014
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
2.47%2.94%2.86%3.40%3.24%1.73%0.80%1.62%1.77%1.69%0.72%0.86%

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 -86.05%. Use the drawdown chart below to compare losses from any high point for AUMN and GFI. For additional features, visit the drawdowns tool.


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Volatility

AUMN vs. GFI - Volatility Comparison

Golden Minerals Company (AUMN) has a higher volatility of 40.32% compared to Gold Fields Limited (GFI) at 18.54%. 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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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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober0
3.08B
(AUMN) Total Revenue
(GFI) Total Revenue
Values in USD except per share items