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GFI vs. AEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GFI and AEM is 0.16, 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

GFI vs. AEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Fields Limited (GFI) and Agnico Eagle Mines Limited (AEM). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
139.95%
257.76%
GFI
AEM

Key characteristics

Sharpe Ratio

GFI:

0.70

AEM:

2.86

Sortino Ratio

GFI:

1.16

AEM:

3.27

Omega Ratio

GFI:

1.15

AEM:

1.45

Calmar Ratio

GFI:

1.09

AEM:

4.90

Martin Ratio

GFI:

2.23

AEM:

19.13

Ulcer Index

GFI:

14.85%

AEM:

4.81%

Daily Std Dev

GFI:

47.14%

AEM:

32.27%

Max Drawdown

GFI:

-86.05%

AEM:

-90.33%

Current Drawdown

GFI:

-11.63%

AEM:

-4.02%

Fundamentals

Market Cap

GFI:

$19.82B

AEM:

$60.12B

EPS

GFI:

$1.34

AEM:

$3.78

PE Ratio

GFI:

16.27

AEM:

31.35

PEG Ratio

GFI:

0.00

AEM:

28.15

PS Ratio

GFI:

3.81

AEM:

6.74

PB Ratio

GFI:

3.75

AEM:

2.89

Total Revenue (TTM)

GFI:

$5.20B

AEM:

$6.47B

Gross Profit (TTM)

GFI:

$2.58B

AEM:

$3.01B

EBITDA (TTM)

GFI:

$2.71B

AEM:

$3.54B

Returns By Period

In the year-to-date period, GFI achieves a 68.28% return, which is significantly higher than AEM's 52.17% return. Over the past 10 years, GFI has outperformed AEM with an annualized return of 19.55%, while AEM has yielded a comparatively lower 16.20% annualized return.


GFI

YTD

68.28%

1M

4.01%

6M

26.86%

1Y

28.26%

5Y*

26.26%

10Y*

19.55%

AEM

YTD

52.17%

1M

9.90%

6M

37.64%

1Y

84.48%

5Y*

17.32%

10Y*

16.20%

*Annualized

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Risk-Adjusted Performance

GFI vs. AEM — Risk-Adjusted Performance Rank

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

GFI
The Risk-Adjusted Performance Rank of GFI is 7676
Overall Rank
The Sharpe Ratio Rank of GFI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of GFI is 7171
Sortino Ratio Rank
The Omega Ratio Rank of GFI is 7070
Omega Ratio Rank
The Calmar Ratio Rank of GFI is 8686
Calmar Ratio Rank
The Martin Ratio Rank of GFI is 7575
Martin Ratio Rank

AEM
The Risk-Adjusted Performance Rank of AEM is 9898
Overall Rank
The Sharpe Ratio Rank of AEM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of AEM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of AEM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of AEM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of AEM is 9999
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.

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.


The chart of Sharpe ratio for GFI, currently valued at 0.70, compared to the broader market-2.00-1.000.001.002.003.00
GFI: 0.70
AEM: 2.86
The chart of Sortino ratio for GFI, currently valued at 1.16, compared to the broader market-6.00-4.00-2.000.002.004.00
GFI: 1.16
AEM: 3.27
The chart of Omega ratio for GFI, currently valued at 1.15, compared to the broader market0.501.001.502.00
GFI: 1.15
AEM: 1.45
The chart of Calmar ratio for GFI, currently valued at 1.09, compared to the broader market0.001.002.003.004.005.00
GFI: 1.09
AEM: 4.90
The chart of Martin ratio for GFI, currently valued at 2.23, compared to the broader market-5.000.005.0010.0015.0020.00
GFI: 2.23
AEM: 19.13

The current GFI Sharpe Ratio is 0.70, which is lower than the AEM Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of GFI and AEM, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.70
2.86
GFI
AEM

Dividends

GFI vs. AEM - Dividend Comparison

GFI's dividend yield for the trailing twelve months is around 2.50%, more than AEM's 1.35% yield.


TTM20242023202220212020201920182017201620152014
GFI
Gold Fields Limited
2.50%2.94%2.86%3.40%3.24%1.73%0.80%1.62%1.77%1.69%0.72%0.86%
AEM
Agnico Eagle Mines Limited
1.35%2.05%2.92%3.08%2.63%1.35%1.10%1.09%0.89%0.86%1.22%1.29%

Drawdowns

GFI vs. AEM - Drawdown Comparison

The maximum GFI drawdown since its inception was -86.05%, 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.63%
-4.02%
GFI
AEM

Volatility

GFI vs. AEM - Volatility Comparison

Gold Fields Limited (GFI) has a higher volatility of 21.06% compared to Agnico Eagle Mines Limited (AEM) at 14.01%. 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.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.06%
14.01%
GFI
AEM

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items