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

Correlation

The correlation between AUMN and GFI is 0.32, 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.


-0.50.00.51.00.3

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.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-80.02%
-5.49%
AUMN
GFI

Key characteristics

Sharpe Ratio

AUMN:

-0.75

GFI:

-0.26

Sortino Ratio

AUMN:

-1.43

GFI:

-0.05

Omega Ratio

AUMN:

0.81

GFI:

0.99

Calmar Ratio

AUMN:

-0.83

GFI:

-0.44

Martin Ratio

AUMN:

-1.78

GFI:

-0.80

Ulcer Index

AUMN:

46.38%

GFI:

15.51%

Daily Std Dev

AUMN:

109.91%

GFI:

47.69%

Max Drawdown

AUMN:

-99.99%

GFI:

-86.06%

Current Drawdown

AUMN:

-99.99%

GFI:

-27.82%

Fundamentals

Market Cap

AUMN:

$1.82M

GFI:

$12.55B

EPS

AUMN:

-$0.53

GFI:

$0.71

PEG Ratio

AUMN:

0.00

GFI:

0.00

Total Revenue (TTM)

AUMN:

$300.00K

GFI:

$4.36B

Gross Profit (TTM)

AUMN:

-$1.61M

GFI:

$1.11B

EBITDA (TTM)

AUMN:

-$5.18M

GFI:

$1.89B

Returns By Period

In the year-to-date period, AUMN achieves a -83.27% return, which is significantly lower than GFI's -3.06% return. Over the past 10 years, AUMN has underperformed GFI with an annualized return of -38.14%, while GFI has yielded a comparatively higher 14.55% annualized return.


AUMN

YTD

-83.27%

1M

-69.84%

6M

-78.92%

1Y

-82.77%

5Y*

-59.67%

10Y*

-38.14%

GFI

YTD

-3.06%

1M

-6.12%

6M

-1.45%

1Y

-13.95%

5Y*

21.75%

10Y*

14.55%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for AUMN, currently valued at -0.75, compared to the broader market-4.00-2.000.002.00-0.75-0.26
The chart of Sortino ratio for AUMN, currently valued at -1.43, compared to the broader market-4.00-2.000.002.004.00-1.43-0.05
The chart of Omega ratio for AUMN, currently valued at 0.81, compared to the broader market0.501.001.502.000.810.99
The chart of Calmar ratio for AUMN, currently valued at -0.83, compared to the broader market0.002.004.006.00-0.83-0.44
The chart of Martin ratio for AUMN, currently valued at -1.78, compared to the broader market0.0010.0020.00-1.78-0.80
AUMN
GFI

The current AUMN Sharpe Ratio is -0.75, which is lower than the GFI Sharpe Ratio of -0.26. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.75
-0.26
AUMN
GFI

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 2.84%.


TTM20232022202120202019201820172016201520142013
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
2.84%2.86%3.40%3.24%1.73%0.80%1.62%1.77%1.69%0.72%0.86%2.66%

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 -86.06%. Use the drawdown chart below to compare losses from any high point for AUMN and GFI. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.99%
-27.82%
AUMN
GFI

Volatility

AUMN vs. GFI - Volatility Comparison

Golden Minerals Company (AUMN) has a higher volatility of 41.38% compared to Gold Fields Limited (GFI) at 9.02%. 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.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
41.38%
9.02%
AUMN
GFI

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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