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EGO vs. KGC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EGO and KGC is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

EGO vs. KGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eldorado Gold Corporation (EGO) and Kinross Gold Corporation (KGC). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-0.85%
17.81%
EGO
KGC

Key characteristics

Sharpe Ratio

EGO:

0.48

KGC:

1.27

Sortino Ratio

EGO:

0.86

KGC:

1.81

Omega Ratio

EGO:

1.11

KGC:

1.23

Calmar Ratio

EGO:

0.20

KGC:

0.62

Martin Ratio

EGO:

2.17

KGC:

6.36

Ulcer Index

EGO:

8.55%

KGC:

8.08%

Daily Std Dev

EGO:

38.83%

KGC:

40.55%

Max Drawdown

EGO:

-97.49%

KGC:

-96.04%

Current Drawdown

EGO:

-85.60%

KGC:

-66.22%

Fundamentals

Market Cap

EGO:

$3.29B

KGC:

$11.77B

EPS

EGO:

$1.41

KGC:

$0.60

PE Ratio

EGO:

11.31

KGC:

15.95

PEG Ratio

EGO:

10.65

KGC:

-3.90

Total Revenue (TTM)

EGO:

$1.20B

KGC:

$5.18B

Gross Profit (TTM)

EGO:

$375.53M

KGC:

$1.75B

EBITDA (TTM)

EGO:

$593.21M

KGC:

$2.77B

Returns By Period

In the year-to-date period, EGO achieves a 16.96% return, which is significantly lower than KGC's 51.15% return. Over the past 10 years, EGO has underperformed KGC with an annualized return of -7.16%, while KGC has yielded a comparatively higher 13.15% annualized return.


EGO

YTD

16.96%

1M

-5.13%

6M

2.22%

1Y

15.01%

5Y*

16.45%

10Y*

-7.16%

KGC

YTD

51.15%

1M

-7.38%

6M

20.63%

1Y

47.97%

5Y*

18.48%

10Y*

13.15%

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

EGO vs. KGC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eldorado Gold Corporation (EGO) and Kinross Gold Corporation (KGC). 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 EGO, currently valued at 0.48, compared to the broader market-4.00-2.000.002.000.481.27
The chart of Sortino ratio for EGO, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.000.861.81
The chart of Omega ratio for EGO, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.23
The chart of Calmar ratio for EGO, currently valued at 0.20, compared to the broader market0.002.004.006.000.200.64
The chart of Martin ratio for EGO, currently valued at 2.17, compared to the broader market0.0010.0020.002.176.36
EGO
KGC

The current EGO Sharpe Ratio is 0.48, which is lower than the KGC Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of EGO and KGC, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.48
1.27
EGO
KGC

Dividends

EGO vs. KGC - Dividend Comparison

EGO has not paid dividends to shareholders, while KGC's dividend yield for the trailing twelve months is around 1.00%.


TTM20232022202120202019201820172016201520142013
EGO
Eldorado Gold Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.05%0.00%0.54%0.30%2.07%
KGC
Kinross Gold Corporation
1.00%1.98%2.93%2.07%0.82%0.00%0.00%0.00%0.00%0.00%0.00%1.83%

Drawdowns

EGO vs. KGC - Drawdown Comparison

The maximum EGO drawdown since its inception was -97.49%, roughly equal to the maximum KGC drawdown of -96.04%. Use the drawdown chart below to compare losses from any high point for EGO and KGC. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-85.60%
-61.29%
EGO
KGC

Volatility

EGO vs. KGC - Volatility Comparison

Eldorado Gold Corporation (EGO) and Kinross Gold Corporation (KGC) have volatilities of 12.29% and 12.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
12.29%
12.55%
EGO
KGC

Financials

EGO vs. KGC - Financials Comparison

This section allows you to compare key financial metrics between Eldorado Gold Corporation and Kinross Gold Corporation. 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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