GAU vs. KGC

In the year-to-date period, GAU achieves a 27.66% return, which is significantly lower than KGC's 51.15% return. Over the past 10 years, GAU has underperformed KGC with an annualized return of -2.72%, while KGC has yielded a comparatively higher 13.15% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Galiano Gold Inc. (GAU) 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 GAU Sharpe Ratio is 1.27, which is comparable to the KGC Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of GAU 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.

GAU has not paid dividends to shareholders, while KGC's dividend yield for the trailing twelve months is around 1.00%.

The maximum GAU drawdown since its inception was -96.20%, roughly equal to the maximum KGC drawdown of -96.04%. Use the drawdown chart below to compare losses from any high point for GAU and KGC. For additional features, visit the drawdowns tool.

Galiano Gold Inc. (GAU) has a higher volatility of 15.61% compared to Kinross Gold Corporation (KGC) at 12.55%. This indicates that GAU's price experiences larger fluctuations and is considered to be riskier 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 Galiano Gold Inc. 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.