GFI vs. AEM
Compare and contrast key facts about Gold Fields Limited (GFI) and Agnico Eagle Mines Limited (AEM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GFI or AEM.
Key characteristics
| GFI | AEM | |
|---|---|---|
| YTD Return | -2.85% | 41.21% |
| 1Y Return | 7.08% | 61.81% |
| 3Y Return (Ann) | 12.70% | 13.45% |
| 5Y Return (Ann) | 24.47% | 8.09% |
| 10Y Return (Ann) | 15.78% | 13.75% |
| Sharpe Ratio | 0.26 | 2.24 |
| Sortino Ratio | 0.68 | 2.77 |
| Omega Ratio | 1.09 | 1.36 |
| Calmar Ratio | 0.46 | 1.57 |
| Martin Ratio | 0.93 | 10.94 |
| Ulcer Index | 13.76% | 6.15% |
| Daily Std Dev | 49.71% | 30.06% |
| Max Drawdown | -86.06% | -90.33% |
| Current Drawdown | -27.66% | -14.47% |
Fundamentals
| GFI | AEM | |
|---|---|---|
| Market Cap | $12.55B | $39.23B |
| EPS | $0.71 | $1.95 |
| PE Ratio | 19.75 | 39.56 |
| PEG Ratio | 0.00 | 28.15 |
| Total Revenue (TTM) | $4.36B | $7.86B |
| Gross Profit (TTM) | $1.11B | $2.97B |
| EBITDA (TTM) | $1.91B | $4.27B |
Correlation
The correlation between GFI and AEM is 0.69, 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
GFI vs. AEM - Performance Comparison
In the year-to-date period, GFI achieves a -2.85% return, which is significantly lower than AEM's 41.21% return. Over the past 10 years, GFI has outperformed AEM with an annualized return of 15.78%, while AEM has yielded a comparatively lower 13.75% 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
GFI vs. AEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and Agnico Eagle Mines Limited (AEM). 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
GFI vs. AEM - Dividend Comparison
GFI's dividend yield for the trailing twelve months is around 2.84%, more than AEM's 2.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
AEM Agnico Eagle Mines Limited | 2.11% | 2.92% | 3.08% | 2.63% | 1.35% | 1.10% | 1.09% | 0.89% | 0.86% | 1.22% | 1.29% | 3.34% |
Drawdowns
GFI vs. AEM - Drawdown Comparison
The maximum GFI drawdown since its inception was -86.06%, roughly equal to the maximum AEM drawdown of -90.33%. Use the drawdown chart below to compare losses from any high point for GFI and AEM. For additional features, visit the drawdowns tool.
Volatility
GFI vs. AEM - Volatility Comparison
Gold Fields Limited (GFI) has a higher volatility of 15.98% compared to Agnico Eagle Mines Limited (AEM) at 10.82%. This indicates that GFI's price experiences larger fluctuations and is considered to be riskier than AEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GFI vs. AEM - Financials Comparison
This section allows you to compare key financial metrics between Gold Fields Limited and Agnico Eagle Mines 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