FNV.TO vs. GFI
Compare and contrast key facts about Franco-Nevada Corporation (FNV.TO) and Gold Fields Limited (GFI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNV.TO or GFI.
Key characteristics
| FNV.TO | GFI | |
|---|---|---|
| YTD Return | 8.78% | -2.85% |
| 1Y Return | -3.60% | 7.08% |
| 3Y Return (Ann) | -4.71% | 12.70% |
| 5Y Return (Ann) | 4.68% | 24.47% |
| 10Y Return (Ann) | 11.45% | 15.78% |
| Sharpe Ratio | -0.07 | 0.26 |
| Sortino Ratio | 0.08 | 0.68 |
| Omega Ratio | 1.01 | 1.09 |
| Calmar Ratio | -0.05 | 0.46 |
| Martin Ratio | -0.22 | 0.93 |
| Ulcer Index | 7.78% | 13.76% |
| Daily Std Dev | 25.87% | 49.71% |
| Max Drawdown | -47.77% | -86.06% |
| Current Drawdown | -25.26% | -27.66% |
Fundamentals
| FNV.TO | GFI | |
|---|---|---|
| Market Cap | CA$31.58B | $12.55B |
| EPS | -CA$4.29 | $0.71 |
| PEG Ratio | 11.81 | 0.00 |
| Total Revenue (TTM) | CA$1.10B | $4.36B |
| Gross Profit (TTM) | CA$726.30M | $1.11B |
| EBITDA (TTM) | CA$711.24M | $1.91B |
Correlation
The correlation between FNV.TO and GFI is 0.60, 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.
Performance
FNV.TO vs. GFI - Performance Comparison
In the year-to-date period, FNV.TO achieves a 8.78% return, which is significantly higher than GFI's -2.85% return. Over the past 10 years, FNV.TO has underperformed GFI with an annualized return of 11.45%, while GFI has yielded a comparatively higher 15.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
FNV.TO vs. GFI - Dividend Comparison
FNV.TO's dividend yield for the trailing twelve months is around 0.90%, less than GFI's 2.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNV.TO Franco-Nevada Corporation | 0.90% | 0.93% | 0.69% | 0.66% | 0.65% | 0.74% | 1.32% | 0.91% | 1.08% | 1.31% | 1.36% | 1.66% |
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
FNV.TO vs. GFI - Drawdown Comparison
The maximum FNV.TO drawdown since its inception was -47.77%, smaller than the maximum GFI drawdown of -86.06%. Use the drawdown chart below to compare losses from any high point for FNV.TO and GFI. For additional features, visit the drawdowns tool.
Volatility
FNV.TO vs. GFI - Volatility Comparison
The current volatility for Franco-Nevada Corporation (FNV.TO) is 9.51%, while Gold Fields Limited (GFI) has a volatility of 15.98%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities