BHP.L vs. GFI
Compare and contrast key facts about BHP Group Limited (BHP.L) and Gold Fields Limited (GFI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BHP.L or GFI.
Performance
BHP.L vs. GFI - Performance Comparison
Returns By Period
In the year-to-date period, BHP.L achieves a -18.11% return, which is significantly lower than GFI's 2.55% return. Over the past 10 years, BHP.L has underperformed GFI with an annualized return of 11.89%, while GFI has yielded a comparatively higher 15.78% annualized return.
BHP.L
-18.11%
-6.08%
-11.10%
-9.81%
14.70%
11.89%
GFI
2.55%
-19.87%
-10.44%
14.86%
25.53%
15.78%
Fundamentals
| BHP.L | GFI | |
|---|---|---|
| Market Cap | £111.39B | $12.55B |
| EPS | £1.20 | $0.71 |
| PE Ratio | 17.15 | 19.75 |
| Total Revenue (TTM) | £42.30B | $4.36B |
| Gross Profit (TTM) | £27.63B | $1.11B |
| EBITDA (TTM) | £20.75B | $1.91B |
Key characteristics
| BHP.L | GFI | |
|---|---|---|
| Sharpe Ratio | -0.43 | 0.29 |
| Sortino Ratio | -0.47 | 0.72 |
| Omega Ratio | 0.95 | 1.10 |
| Calmar Ratio | -0.39 | 0.52 |
| Martin Ratio | -0.71 | 1.03 |
| Ulcer Index | 13.78% | 14.06% |
| Daily Std Dev | 22.89% | 49.83% |
| Max Drawdown | -73.16% | -86.06% |
| Current Drawdown | -18.43% | -23.64% |
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Correlation
The correlation between BHP.L and GFI is 0.23, 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.
Risk-Adjusted Performance
BHP.L vs. GFI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BHP Group Limited (BHP.L) 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.
Dividends
BHP.L vs. GFI - Dividend Comparison
BHP.L's dividend yield for the trailing twelve months is around 7.11%, more than GFI's 2.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHP.L BHP Group Limited | 7.11% | 6.32% | 12.65% | 13.68% | 6.23% | 13.23% | 7.14% | 5.45% | 1.66% | 10.83% | 5.27% | 4.06% |
GFI Gold Fields Limited | 2.69% | 2.86% | 3.40% | 3.24% | 1.73% | 0.80% | 1.62% | 1.77% | 1.69% | 0.72% | 0.86% | 2.66% |
Drawdowns
BHP.L vs. GFI - Drawdown Comparison
The maximum BHP.L drawdown since its inception was -73.16%, smaller than the maximum GFI drawdown of -86.06%. Use the drawdown chart below to compare losses from any high point for BHP.L and GFI. For additional features, visit the drawdowns tool.
Volatility
BHP.L vs. GFI - Volatility Comparison
The current volatility for BHP Group Limited (BHP.L) is 8.78%, while Gold Fields Limited (GFI) has a volatility of 14.32%. This indicates that BHP.L experiences smaller price fluctuations and is considered to be less risky than GFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BHP.L vs. GFI - Financials Comparison
This section allows you to compare key financial metrics between BHP Group Limited 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.
Total Revenue: Total amount of money received from sales and other business activities