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FRES.L vs. GGP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FRES.L vs. GGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fresnillo plc (FRES.L) and Greatland Gold plc (GGP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FRES.L achieves a -15.96% return, which is significantly lower than GGP.L's 16.92% return. Over the past 10 years, FRES.L has underperformed GGP.L with an annualized return of 7.10%, while GGP.L has yielded a comparatively higher 59.55% annualized return.


FRES.L

1D
-1.44%
1M
-16.59%
YTD
-15.96%
6M
-17.88%
1Y
96.36%
3Y*
70.39%
5Y*
31.92%
10Y*
7.10%

GGP.L

1D
-3.71%
1M
-16.85%
YTD
16.92%
6M
16.74%
1Y
84.70%
3Y*
61.76%
5Y*
11.99%
10Y*
59.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRES.L vs. GGP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRES.L
Fresnillo plc
-15.96%468.21%6.13%-32.98%3.90%-18.79%78.92%-24.01%-38.26%18.98%
GGP.L
Greatland Gold plc
16.92%309.83%-35.50%23.25%-50.00%-56.64%1,950.00%-0.55%-3.21%1,000.00%

Correlation

The correlation between FRES.L and GGP.L is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.30

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

0.23

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

0.14

Correlation (All Time)
Calculated using the full available price history since May 9, 2008

0.10

Over the past year, FRES.L and GGP.L have become more correlated (0.50) than their long-term average of 0.10, meaning their price movements have been converging.

Fundamentals

Market Cap

FRES.L:

£20.20B

GGP.L:

£4.17B

EPS

FRES.L:

$2.08

GGP.L:

£0.47

PE Ratio

FRES.L:

17.49

GGP.L:

13.03

PS Ratio

FRES.L:

3.33

GGP.L:

4.45

PB Ratio

FRES.L:

5.77

GGP.L:

4.95

Total Revenue (TTM)

FRES.L:

$8.03B

GGP.L:

£937.29M

Gross Profit (TTM)

FRES.L:

$3.75B

GGP.L:

£483.25M

EBITDA (TTM)

FRES.L:

$3.90B

GGP.L:

£477.73M

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Return for Risk

FRES.L vs. GGP.L — Risk / Return Rank

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

FRES.L
FRES.L Risk / Return Rank: 8282
Overall Rank
FRES.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FRES.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
FRES.L Omega Ratio Rank: 8080
Omega Ratio Rank
FRES.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
FRES.L Martin Ratio Rank: 8181
Martin Ratio Rank

GGP.L
GGP.L Risk / Return Rank: 8080
Overall Rank
GGP.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GGP.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
GGP.L Omega Ratio Rank: 7676
Omega Ratio Rank
GGP.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
GGP.L Martin Ratio Rank: 8383
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.

FRES.L vs. GGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fresnillo plc (FRES.L) and Greatland Gold plc (GGP.L). 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.


FRES.LGGP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratioReturn relative to maximum drawdown

2.59

2.63

-0.04

Martin ratioReturn relative to average drawdown

6.08

6.65

-0.56

FRES.L vs. GGP.L - Sharpe Ratio Comparison

The current FRES.L Sharpe Ratio is 1.71, which is higher than the GGP.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of FRES.L and GGP.L, 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

FRES.L vs. GGP.L - Drawdown Comparison

The maximum FRES.L drawdown since its inception was -82.49%, smaller than the maximum GGP.L drawdown of -98.49%. Use the drawdown chart below to compare losses from any high point for FRES.L and GGP.L.


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Drawdown Indicators


FRES.LGGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-82.49%

-98.49%

+16.00%

Max Drawdown (1Y)

Largest decline over 1 year

-37.00%

-32.07%

-4.93%

Max Drawdown (3Y)

Largest decline over 3 years

-37.00%

-55.65%

+18.65%

Max Drawdown (5Y)

Largest decline over 5 years

-53.75%

-76.50%

+22.75%

Max Drawdown (10Y)

Largest decline over 10 years

-74.56%

-86.35%

+11.79%

Current Drawdown

Current decline from peak

-37.00%

-23.29%

-13.71%

Average Drawdown

Average peak-to-trough decline

-42.85%

-65.59%

+22.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.78%

12.70%

+3.08%

Volatility

FRES.L vs. GGP.L - Volatility Comparison

The current volatility for Fresnillo plc (FRES.L) is 16.50%, while Greatland Gold plc (GGP.L) has a volatility of 20.24%. This indicates that FRES.L experiences smaller price fluctuations and is considered to be less risky than GGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRES.LGGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.50%

20.24%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

43.75%

44.51%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

56.04%

64.07%

-8.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.80%

65.16%

-22.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.23%

90.86%

-47.63%

Dividends

FRES.L vs. GGP.L - Dividend Comparison

FRES.L's dividend yield for the trailing twelve months is around 3.47%, while GGP.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
FRES.L
Fresnillo plc
3.47%2.00%1.36%1.98%2.44%2.66%1.00%2.35%3.49%1.73%
GGP.L
Greatland Gold plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

FRES.L vs. GGP.L - Financials Comparison

This section allows you to compare key financial metrics between Fresnillo plc and Greatland Gold plc. 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


0.00500.00M1.00B1.50B2.00B2.50BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
2.59B
478.24M
(FRES.L) Total Revenue
(GGP.L) Total Revenue
Please note, different currencies. FRES.L values in USD, GGP.L values in GBP

FRES.L vs. GGP.L - Profitability Comparison

The chart below illustrates the profitability comparison between Fresnillo plc and Greatland Gold plc 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%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
57.7%
51.3%
Portfolio components
FRES.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Fresnillo plc reported a gross profit of 1.50B and revenue of 2.59B. Therefore, the gross margin over that period was 57.7%.

GGP.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Greatland Gold plc reported a gross profit of 245.52M and revenue of 478.24M. Therefore, the gross margin over that period was 51.3%.

FRES.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Fresnillo plc reported an operating income of 1.39B and revenue of 2.59B, resulting in an operating margin of 53.5%.

GGP.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Greatland Gold plc reported an operating income of 236.40M and revenue of 478.24M, resulting in an operating margin of 49.4%.

FRES.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Fresnillo plc reported a net income of 994.96M and revenue of 2.59B, resulting in a net margin of 38.4%.

GGP.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Greatland Gold plc reported a net income of 167.80M and revenue of 478.24M, resulting in a net margin of 35.1%.


Frequently Asked Questions


FRES.L and GGP.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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