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DRD vs. AU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DRD vs. AU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DRDGOLD Limited (DRD) and AngloGold Ashanti Limited (AU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRD achieves a -23.58% return, which is significantly lower than AU's 4.15% return. Both investments have delivered pretty close results over the past 10 years, with DRD having a 20.74% annualized return and AU not far behind at 20.46%.


DRD

1D
2.27%
1M
-20.60%
YTD
-23.58%
6M
-24.53%
1Y
67.15%
3Y*
29.82%
5Y*
17.87%
10Y*
20.74%

AU

1D
3.75%
1M
-14.67%
YTD
4.15%
6M
7.11%
1Y
86.54%
3Y*
58.20%
5Y*
35.46%
10Y*
20.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRD vs. AU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRD
DRDGOLD Limited
-23.58%267.16%11.55%13.26%-7.63%-23.16%141.46%153.56%-35.27%-37.77%
AU
AngloGold Ashanti Limited
4.15%288.18%25.43%-2.68%-5.09%-4.87%1.90%78.89%23.96%-2.23%

Correlation

The correlation between DRD and AU is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.76

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

0.74

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

0.66

Correlation (All Time)
Calculated using the full available price history since Aug 5, 1998

0.58

Over the past year, DRD and AU have become more correlated (0.80) than their long-term average of 0.58, meaning their price movements have been converging.

Fundamentals

Market Cap

DRD:

$201.84M

AU:

$43.57B

EPS

DRD:

ZAR 100.99

AU:

$6.85

PE Ratio

DRD:

0.23

AU:

12.59

PEG Ratio

DRD:

0.01

AU:

0.15

PS Ratio

DRD:

0.07

AU:

3.92

PB Ratio

DRD:

0.02

AU:

5.11

Total Revenue (TTM)

DRD:

ZAR 15.96B

AU:

$11.17B

Gross Profit (TTM)

DRD:

ZAR 6.44B

AU:

$5.82B

EBITDA (TTM)

DRD:

ZAR 7.17B

AU:

$5.58B

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Return for Risk

DRD vs. AU — Risk / Return Rank

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

DRD
DRD Risk / Return Rank: 7373
Overall Rank
DRD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DRD Sortino Ratio Rank: 7171
Sortino Ratio Rank
DRD Omega Ratio Rank: 7171
Omega Ratio Rank
DRD Calmar Ratio Rank: 7373
Calmar Ratio Rank
DRD Martin Ratio Rank: 7474
Martin Ratio Rank

AU
AU Risk / Return Rank: 7979
Overall Rank
AU Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AU Sortino Ratio Rank: 7777
Sortino Ratio Rank
AU Omega Ratio Rank: 7777
Omega Ratio Rank
AU Calmar Ratio Rank: 8080
Calmar Ratio Rank
AU Martin Ratio Rank: 8181
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.

DRD vs. AU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DRDGOLD Limited (DRD) and AngloGold Ashanti Limited (AU). 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.


DRDAUDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.21

1.26

-0.04

Calmar ratioReturn relative to maximum drawdown

1.55

2.35

-0.80

Martin ratioReturn relative to average drawdown

4.06

6.18

-2.12

DRD vs. AU - Sharpe Ratio Comparison

The current DRD Sharpe Ratio is 1.16, which is comparable to the AU Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of DRD and AU, 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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Drawdowns

DRD vs. AU - Drawdown Comparison

The maximum DRD drawdown since its inception was -98.44%, which is greater than AU's maximum drawdown of -90.12%. Use the drawdown chart below to compare losses from any high point for DRD and AU.


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Drawdown Indicators


DRDAUDifference

Max Drawdown

Largest peak-to-trough decline

-98.44%

-90.12%

-8.32%

Max Drawdown (1Y)

Largest decline over 1 year

-43.51%

-37.03%

-6.48%

Max Drawdown (3Y)

Largest decline over 3 years

-45.13%

-38.71%

-6.42%

Max Drawdown (5Y)

Largest decline over 5 years

-57.22%

-51.75%

-5.47%

Max Drawdown (10Y)

Largest decline over 10 years

-80.31%

-67.91%

-12.40%

Current Drawdown

Current decline from peak

-48.48%

-30.75%

-17.73%

Average Drawdown

Average peak-to-trough decline

-81.86%

-46.07%

-35.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.59%

14.04%

+2.55%

Volatility

DRD vs. AU - Volatility Comparison

The current volatility for DRDGOLD Limited (DRD) is 17.37%, while AngloGold Ashanti Limited (AU) has a volatility of 21.02%. This indicates that DRD experiences smaller price fluctuations and is considered to be less risky than AU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRDAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.37%

21.02%

-3.65%

Volatility (6M)

Calculated over the trailing 6-month period

43.75%

46.50%

-2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

58.02%

58.45%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.50%

49.13%

+2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.03%

49.79%

+8.24%

Dividends

DRD vs. AU - Dividend Comparison

DRD's dividend yield for the trailing twelve months is around 2.32%, less than AU's 5.33% yield.


PositionTTM20252024202320222021202020192018201720162015
AU
AngloGold Ashanti Limited
5.33%2.96%1.78%1.14%2.26%2.58%0.49%0.30%0.48%0.93%0.00%0.00%
DRD
DRDGOLD Limited
2.30%1.26%2.53%5.74%5.00%6.54%4.47%2.65%2.05%1.12%6.15%3.73%

Financials

DRD vs. AU - Financials Comparison

This section allows you to compare key financial metrics between DRDGOLD Limited and AngloGold Ashanti 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


1.00B2.00B3.00B4.00B5.00B202120222023202420252026
4.81B
3.24B
(DRD) Total Revenue
(AU) Total Revenue
Please note, different currencies. DRD values in ZAR, AU values in USD

DRD vs. AU - Profitability Comparison

The chart below illustrates the profitability comparison between DRDGOLD Limited and AngloGold Ashanti Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%202120222023202420252026
48.2%
58.2%
Portfolio components
DRD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DRDGOLD Limited reported a gross profit of 2.32B and revenue of 4.81B. Therefore, the gross margin over that period was 48.2%.

AU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported a gross profit of 1.88B and revenue of 3.24B. Therefore, the gross margin over that period was 58.2%.

DRD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DRDGOLD Limited reported an operating income of 2.20B and revenue of 4.81B, resulting in an operating margin of 45.8%.

AU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported an operating income of 1.84B and revenue of 3.24B, resulting in an operating margin of 56.8%.

DRD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DRDGOLD Limited reported a net income of 1.84B and revenue of 4.81B, resulting in a net margin of 38.2%.

AU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported a net income of 1.28B and revenue of 3.24B, resulting in a net margin of 39.6%.


Frequently Asked Questions


DRD and AU have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AU has higher volatility (21.02%) compared to DRD (17.37%). In terms of maximum drawdown, DRD dropped -98.44% vs AU's -90.12%.

AU currently has the higher Sharpe Ratio (1.50 vs 1.16), 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

Find the right allocation for DRD and AU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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