FRO vs. KGC

In the year-to-date period, FRO achieves a 6.05% return, which is significantly lower than KGC's 62.95% return. Over the past 10 years, FRO has outperformed KGC with an annualized return of 19.15%, while KGC has yielded a comparatively lower 14.26% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Frontline Ltd. (FRO) 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.

The current FRO Sharpe Ratio is 0.04, which is lower than the KGC Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of FRO 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.

FRO's dividend yield for the trailing twelve months is around 9.61%, more than KGC's 1.23% yield.

The maximum FRO drawdown since its inception was -98.40%, roughly equal to the maximum KGC drawdown of -96.04%. Use the drawdown chart below to compare losses from any high point for FRO and KGC. For additional features, visit the drawdowns tool.

The current volatility for Frontline Ltd. (FRO) is 10.26%, while Kinross Gold Corporation (KGC) has a volatility of 16.06%. This indicates that FRO experiences smaller price fluctuations and is considered to be less risky than KGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Frontline Ltd. 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.