PortfoliosLab logo
FNV vs. GOLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FNV and GOLD is 0.18, 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 vs. GOLD - Performance Comparison

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

0.00%500.00%1,000.00%NovemberDecember2025FebruaryMarchApril
1,287.31%
-37.00%
FNV
GOLD

Key characteristics

Sharpe Ratio

FNV:

1.54

GOLD:

0.48

Sortino Ratio

FNV:

2.01

GOLD:

0.90

Omega Ratio

FNV:

1.28

GOLD:

1.11

Calmar Ratio

FNV:

1.44

GOLD:

0.26

Martin Ratio

FNV:

6.55

GOLD:

1.33

Ulcer Index

FNV:

6.75%

GOLD:

12.56%

Daily Std Dev

FNV:

28.72%

GOLD:

34.80%

Max Drawdown

FNV:

-58.76%

GOLD:

-88.51%

Current Drawdown

FNV:

-1.78%

GOLD:

-55.93%

Fundamentals

Market Cap

FNV:

$33.09B

GOLD:

$33.47B

EPS

FNV:

$2.88

GOLD:

$1.22

PE Ratio

FNV:

59.50

GOLD:

15.91

PEG Ratio

FNV:

11.81

GOLD:

1.50

PS Ratio

FNV:

30.02

GOLD:

2.59

PB Ratio

FNV:

5.46

GOLD:

1.35

Total Revenue (TTM)

FNV:

$850.50M

GOLD:

$10.17B

Gross Profit (TTM)

FNV:

$702.30M

GOLD:

$4.03B

EBITDA (TTM)

FNV:

$759.35M

GOLD:

$5.71B

Returns By Period

In the year-to-date period, FNV achieves a 45.02% return, which is significantly higher than GOLD's 23.60% return. Over the past 10 years, FNV has outperformed GOLD with an annualized return of 14.13%, while GOLD has yielded a comparatively lower 5.61% annualized return.


FNV

YTD

45.02%

1M

10.97%

6M

26.11%

1Y

41.54%

5Y*

5.58%

10Y*

14.13%

GOLD

YTD

23.60%

1M

-1.35%

6M

-1.75%

1Y

14.03%

5Y*

-4.23%

10Y*

5.61%

*Annualized

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

FNV vs. GOLD — Risk-Adjusted Performance Rank

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

FNV
The Risk-Adjusted Performance Rank of FNV is 8989
Overall Rank
The Sharpe Ratio Rank of FNV is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of FNV is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FNV is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FNV is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FNV is 9090
Martin Ratio Rank

GOLD
The Risk-Adjusted Performance Rank of GOLD is 6565
Overall Rank
The Sharpe Ratio Rank of GOLD is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLD is 6363
Sortino Ratio Rank
The Omega Ratio Rank of GOLD is 6161
Omega Ratio Rank
The Calmar Ratio Rank of GOLD is 6464
Calmar Ratio Rank
The Martin Ratio Rank of GOLD is 6868
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 vs. GOLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franco-Nevada Corporation (FNV) and Barrick Gold Corporation (GOLD). 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, currently valued at 1.54, compared to the broader market-2.00-1.000.001.002.003.00
FNV: 1.54
GOLD: 0.48
The chart of Sortino ratio for FNV, currently valued at 2.01, compared to the broader market-6.00-4.00-2.000.002.004.00
FNV: 2.01
GOLD: 0.90
The chart of Omega ratio for FNV, currently valued at 1.28, compared to the broader market0.501.001.502.00
FNV: 1.28
GOLD: 1.11
The chart of Calmar ratio for FNV, currently valued at 1.44, compared to the broader market0.001.002.003.004.005.00
FNV: 1.44
GOLD: 0.26
The chart of Martin ratio for FNV, currently valued at 6.55, compared to the broader market-5.000.005.0010.0015.0020.00
FNV: 6.55
GOLD: 1.33

The current FNV Sharpe Ratio is 1.54, which is higher than the GOLD Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FNV and GOLD, 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.54
0.48
FNV
GOLD

Dividends

FNV vs. GOLD - Dividend Comparison

FNV's dividend yield for the trailing twelve months is around 0.86%, less than GOLD's 2.10% yield.


TTM20242023202220212020201920182017201620152014
FNV
Franco-Nevada Corporation
0.86%1.22%1.23%0.94%0.84%0.82%0.72%1.35%1.14%1.46%1.81%1.59%
GOLD
Barrick Gold Corporation
2.10%2.58%2.21%3.78%4.11%1.36%0.70%1.40%0.83%0.50%1.90%1.86%

Drawdowns

FNV vs. GOLD - Drawdown Comparison

The maximum FNV drawdown since its inception was -58.76%, smaller than the maximum GOLD drawdown of -88.51%. Use the drawdown chart below to compare losses from any high point for FNV and GOLD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.78%
-55.93%
FNV
GOLD

Volatility

FNV vs. GOLD - Volatility Comparison

The current volatility for Franco-Nevada Corporation (FNV) is 13.67%, while Barrick Gold Corporation (GOLD) has a volatility of 16.00%. This indicates that FNV experiences smaller price fluctuations and is considered to be less risky than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.67%
16.00%
FNV
GOLD

Financials

FNV vs. GOLD - Financials Comparison

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