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FNV.TO vs. GFI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FNV.TO and GFI is 0.15, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

FNV.TO vs. GFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franco-Nevada Corporation (FNV.TO) and Gold Fields Limited (GFI). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
1,272.80%
123.92%
FNV.TO
GFI

Key characteristics

Sharpe Ratio

FNV.TO:

1.76

GFI:

0.83

Sortino Ratio

FNV.TO:

2.21

GFI:

1.28

Omega Ratio

FNV.TO:

1.31

GFI:

1.17

Calmar Ratio

FNV.TO:

1.90

GFI:

1.28

Martin Ratio

FNV.TO:

7.71

GFI:

2.62

Ulcer Index

FNV.TO:

6.14%

GFI:

14.83%

Daily Std Dev

FNV.TO:

26.93%

GFI:

47.05%

Max Drawdown

FNV.TO:

-47.77%

GFI:

-86.05%

Current Drawdown

FNV.TO:

-0.89%

GFI:

-9.12%

Fundamentals

Market Cap

FNV.TO:

CA$46.02B

GFI:

$21.70B

EPS

FNV.TO:

CA$3.97

GFI:

$1.38

PE Ratio

FNV.TO:

59.51

GFI:

16.09

PEG Ratio

FNV.TO:

11.81

GFI:

0.00

PS Ratio

FNV.TO:

41.75

GFI:

4.17

PB Ratio

FNV.TO:

5.54

GFI:

3.82

Total Revenue (TTM)

FNV.TO:

CA$853.60M

GFI:

$5.20B

Gross Profit (TTM)

FNV.TO:

CA$644.70M

GFI:

$2.58B

EBITDA (TTM)

FNV.TO:

CA$469.20M

GFI:

$2.71B

Returns By Period

In the year-to-date period, FNV.TO achieves a 41.02% return, which is significantly lower than GFI's 73.07% return. Over the past 10 years, FNV.TO has underperformed GFI with an annualized return of 16.07%, while GFI has yielded a comparatively higher 20.69% annualized return.


FNV.TO

YTD

41.02%

1M

6.78%

6M

27.01%

1Y

47.45%

5Y*

5.40%

10Y*

16.07%

GFI

YTD

73.07%

1M

8.57%

6M

27.84%

1Y

36.35%

5Y*

26.50%

10Y*

20.69%

*Annualized

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Risk-Adjusted Performance

FNV.TO vs. GFI — Risk-Adjusted Performance Rank

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

FNV.TO
The Risk-Adjusted Performance Rank of FNV.TO is 9191
Overall Rank
The Sharpe Ratio Rank of FNV.TO is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FNV.TO is 8989
Sortino Ratio Rank
The Omega Ratio Rank of FNV.TO is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FNV.TO is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FNV.TO is 9292
Martin Ratio Rank

GFI
The Risk-Adjusted Performance Rank of GFI is 7878
Overall Rank
The Sharpe Ratio Rank of GFI is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of GFI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of GFI is 7373
Omega Ratio Rank
The Calmar Ratio Rank of GFI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of GFI is 7777
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.

FNV.TO vs. GFI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franco-Nevada Corporation (FNV.TO) 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 chart of Sharpe ratio for FNV.TO, currently valued at 1.57, compared to the broader market-2.00-1.000.001.002.003.00
FNV.TO: 1.57
GFI: 0.94
The chart of Sortino ratio for FNV.TO, currently valued at 2.02, compared to the broader market-6.00-4.00-2.000.002.004.00
FNV.TO: 2.02
GFI: 1.41
The chart of Omega ratio for FNV.TO, currently valued at 1.28, compared to the broader market0.501.001.502.00
FNV.TO: 1.28
GFI: 1.19
The chart of Calmar ratio for FNV.TO, currently valued at 1.44, compared to the broader market0.001.002.003.004.005.00
FNV.TO: 1.44
GFI: 1.41
The chart of Martin ratio for FNV.TO, currently valued at 6.53, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
FNV.TO: 6.53
GFI: 3.14

The current FNV.TO Sharpe Ratio is 1.76, which is higher than the GFI Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FNV.TO 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.57
0.94
FNV.TO
GFI

Dividends

FNV.TO vs. GFI - Dividend Comparison

FNV.TO's dividend yield for the trailing twelve months is around 0.86%, less than GFI's 2.43% yield.


TTM20242023202220212020201920182017201620152014
FNV.TO
Franco-Nevada Corporation
0.86%1.17%1.25%0.91%0.83%0.86%0.92%1.65%0.91%1.08%1.31%1.40%
GFI
Gold Fields Limited
2.43%2.94%2.86%3.40%3.24%1.73%0.80%1.62%1.77%1.69%0.72%0.86%

Drawdowns

FNV.TO vs. GFI - Drawdown Comparison

The maximum FNV.TO drawdown since its inception was -47.77%, smaller than the maximum GFI drawdown of -86.05%. Use the drawdown chart below to compare losses from any high point for FNV.TO and GFI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.95%
-9.12%
FNV.TO
GFI

Volatility

FNV.TO vs. GFI - Volatility Comparison

The current volatility for Franco-Nevada Corporation (FNV.TO) is 13.74%, while Gold Fields Limited (GFI) has a volatility of 20.82%. This indicates that FNV.TO 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
13.74%
20.82%
FNV.TO
GFI

Financials

FNV.TO vs. GFI - Financials Comparison

This section allows you to compare key financial metrics between Franco-Nevada Corporation 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


Please note, different currencies. FNV.TO values in CAD, GFI values in USD