GFI vs. AG
GFI (Gold Fields Limited) and AG (First Majestic Silver Corp.) are both stocks. Both are in the Basic Materials sector — GFI in Gold, AG in Silver. Over the past 10 years, GFI returned 22.89%/yr vs 1.10%/yr for AG. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
GFI vs. AG - Performance Comparison
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Returns By Period
In the year-to-date period, GFI achieves a -19.53% return, which is significantly lower than AG's 1.86% return. Over the past 10 years, GFI has outperformed AG with an annualized return of 22.89%, while AG has yielded a comparatively lower 1.10% annualized return.
GFI
- 1D
- 0.29%
- 1M
- -4.90%
- 6M
- -23.10%
- YTD
- -19.53%
- 1Y
- 47.03%
- 3Y*
- 40.04%
- 5Y*
- 34.68%
- 10Y*
- 22.89%
AG
- 1D
- -1.22%
- 1M
- 0.18%
- 6M
- -10.26%
- YTD
- 1.86%
- 1Y
- 83.24%
- 3Y*
- 43.23%
- 5Y*
- 3.32%
- 10Y*
- 1.10%
GFI vs. AG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | -19.53% | 240.42% | -6.27% | 44.90% | -2.61% | 23.33% | 43.02% | 89.47% | -16.75% | 45.29% |
AG First Majestic Silver Corp. | 1.86% | 204.32% | -10.47% | -25.99% | -24.73% | -17.24% | 9.62% | 108.15% | -12.61% | -11.66% |
Correlation
The correlation between GFI and AG is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2010 | 0.64 |
The correlation between GFI and AG shifts across timeframes, from 0.63 (3 years) to 0.73 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
GFI:
$30.56B
AG:
$8.37B
GFI:
$5.39
AG:
$0.59
GFI:
6.33
AG:
28.53
GFI:
0.10
AG:
0.51
GFI:
2.18
AG:
5.62
GFI:
3.62
AG:
2.93
GFI:
$13.98B
AG:
$1.49B
GFI:
$7.34B
AG:
$646.49M
GFI:
$8.04B
AG:
$824.25M
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Return for Risk
GFI vs. AG — Risk / Return Rank
GFI
AG
GFI vs. AG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and First Majestic Silver Corp. (AG). 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.
| GFI | AG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.91 | -0.87 |
| Martin ratioReturn relative to average drawdown | 2.44 | 4.03 | -1.58 |
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Drawdowns
GFI vs. AG - Drawdown Comparison
The maximum GFI drawdown since its inception was -88.05%, roughly equal to the maximum AG drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for GFI and AG.
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Drawdown Indicators
| GFI | AG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.05% | -90.20% | +2.15% |
Max Drawdown (1Y)Largest decline over 1 year | -46.66% | -50.88% | +4.22% |
Max Drawdown (3Y)Largest decline over 3 years | -46.66% | -50.88% | +4.22% |
Max Drawdown (5Y)Largest decline over 5 years | -56.22% | -70.28% | +14.06% |
Max Drawdown (10Y)Largest decline over 10 years | -63.09% | -80.82% | +17.73% |
Current DrawdownCurrent decline from peak | -42.88% | -47.00% | +4.12% |
Average DrawdownAverage peak-to-trough decline | -44.24% | -59.12% | +14.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.83% | 24.08% | -4.25% |
Volatility
GFI vs. AG - Volatility Comparison
Gold Fields Limited (GFI) and First Majestic Silver Corp. (AG) have volatilities of 19.88% and 20.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFI | AG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.88% | 20.45% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 47.77% | 58.24% | -10.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.30% | 74.69% | -13.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.77% | 62.08% | -9.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.77% | 62.02% | -7.25% |
Dividends
GFI vs. AG - Dividend Comparison
GFI's dividend yield for the trailing twelve months is around 5.39%, more than AG's 0.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AG First Majestic Silver Corp. | 0.21% | 0.12% | 0.33% | 0.34% | 0.31% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GFI Gold Fields Limited | 5.39% | 1.77% | 2.94% | 2.87% | 3.40% | 3.24% | 1.72% | 0.81% | 1.61% | 1.41% | 1.35% | 0.60% |
Financials
GFI vs. AG - Financials Comparison
This section allows you to compare key financial metrics between Gold Fields Limited and First Majestic Silver Corp.. 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
GFI vs. AG - Profitability Comparison
GFI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Gold Fields Limited reported a gross profit of 3.00B and revenue of 5.29B. Therefore, the gross margin over that period was 56.7%.
AG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, First Majestic Silver Corp. reported a gross profit of 259.78M and revenue of 470.07M. Therefore, the gross margin over that period was 55.3%.
GFI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Gold Fields Limited reported an operating income of 2.71B and revenue of 5.29B, resulting in an operating margin of 51.3%.
AG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, First Majestic Silver Corp. reported an operating income of 232.71M and revenue of 470.07M, resulting in an operating margin of 49.5%.
GFI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Gold Fields Limited reported a net income of 2.55B and revenue of 5.29B, resulting in a net margin of 48.2%.
AG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, First Majestic Silver Corp. reported a net income of 126.32M and revenue of 470.07M, resulting in a net margin of 26.9%.
Frequently Asked Questions
GFI and AG have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AG has higher volatility (20.45%) compared to GFI (19.88%). In terms of maximum drawdown, GFI dropped -88.05% vs AG's -90.20%.
AG currently has the higher Sharpe Ratio (1.30 vs 0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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