GFI vs. ATEYY

Last updated Jul 1, 2026

GFI (Gold Fields Limited) and ATEYY (Advantest Corp DRC) are both stocks. GFI operates in Gold (Basic Materials), while ATEYY operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, GFI returned 23.74%/yr vs 54.73%/yr for ATEYY. At a 0.09 correlation, their price movements are largely independent.

Performance

GFI vs. ATEYY - Performance Comparison

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

Returns By Period

In the year-to-date period, GFI achieves a -20.82% return, which is significantly lower than ATEYY's 64.70% return. Over the past 10 years, GFI has underperformed ATEYY with an annualized return of 23.74%, while ATEYY has yielded a comparatively higher 54.73% annualized return.

GFI

• 1D: 0.81%
• 1M: -15.73%
• YTD: -20.82%
• 6M: -21.65%
• 1Y: 47.59%
• 3Y*: 38.88%
• 5Y*: 34.54%
• 10Y*: 23.74%

ATEYY

• 1D: 0.67%
• 1M: 25.60%
• YTD: 64.70%
• 6M: 63.83%
• 1Y: 181.31%
• 3Y*: 83.97%
• 5Y*: 57.45%
• 10Y*: 54.73%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GFI vs. ATEYY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GFI Gold Fields Limited	-20.82%	240.42%	-6.27%	44.90%	-2.61%	23.33%	43.02%	89.47%	-16.75%	45.29%
ATEYY Advantest Corp DRC	64.70%	122.70%	68.99%	111.43%	-33.43%	27.37%	30.96%	176.84%	12.51%	12.66%

Correlation

The correlation between GFI and ATEYY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.10
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.09

Over the past year, GFI and ATEYY have become more correlated (0.36) than their long-term average of 0.09, meaning their price movements have been converging.

Fundamentals

Market Cap GFI : $30.04B ATEYY : $151.79B
EPS GFI : $5.39 ATEYY : ¥520.91
PE Ratio GFI : 6.23 ATEYY : 64.98
PEG Ratio GFI : 0.10 ATEYY : 0.83
PS Ratio GFI : 2.15 ATEYY : 21.61
PB Ratio GFI : 3.56 ATEYY : 30.90
Total Revenue (TTM) GFI : $13.98B ATEYY : ¥1.14T
Gross Profit (TTM) GFI : $7.34B ATEYY : ¥736.09B
EBITDA (TTM) GFI : $8.04B ATEYY : ¥533.69B

Return for Risk

GFI vs. ATEYY — Risk / Return Rank

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

GFI

GFI Risk / Return Rank: 66
GFI Sharpe Ratio Rank: 68
GFI Sortino Ratio Rank: 65
GFI Omega Ratio Rank: 65
GFI Calmar Ratio Rank: 64
GFI Martin Ratio Rank: 67

ATEYY

ATEYY Risk / Return Rank: 92
ATEYY Sharpe Ratio Rank: 94
ATEYY Sortino Ratio Rank: 90
ATEYY Omega Ratio Rank: 88
ATEYY Calmar Ratio Rank: 94
ATEYY Martin Ratio Rank: 94

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GFI vs. ATEYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and Advantest Corp DRC (ATEYY). 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	ATEYY	Difference
Sharpe ratio: Return per unit of total volatility	0.78	2.56	-1.77
Sortino ratio: Return per unit of downside risk	1.34	2.95	-1.60
Omega ratio: Gain probability vs. loss probability	1.17	1.36	-0.18
Calmar ratio: Return relative to maximum drawdown	1.02	5.49	-4.47
Martin ratio: Return relative to average drawdown	2.58	14.75	-12.17

GFI vs. ATEYY - Sharpe Ratio Comparison

The current GFI Sharpe Ratio is 0.78, which is lower than the ATEYY Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of GFI and ATEYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GFI vs. ATEYY - Drawdown Comparison

The maximum GFI drawdown since its inception was -88.05%, which is greater than ATEYY's maximum drawdown of -56.48%. Use the drawdown chart below to compare losses from any high point for GFI and ATEYY.

Drawdown Indicators

	GFI	ATEYY	Difference
Max Drawdown Largest peak-to-trough decline	-88.05%	-56.48%	-31.57%
Max Drawdown (1Y) Largest decline over 1 year	-46.66%	-33.24%	-13.42%
Max Drawdown (3Y) Largest decline over 3 years	-46.66%	-44.70%	-1.96%
Max Drawdown (5Y) Largest decline over 5 years	-56.22%	-56.48%	+0.26%
Max Drawdown (10Y) Largest decline over 10 years	-63.09%	-56.48%	-6.61%
Current Drawdown Current decline from peak	-43.80%	-3.78%	-40.02%
Average Drawdown Average peak-to-trough decline	-44.24%	-14.19%	-30.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.50%	12.35%	+6.15%

Volatility

GFI vs. ATEYY - Volatility Comparison

The current volatility for Gold Fields Limited (GFI) is 20.29%, while Advantest Corp DRC (ATEYY) has a volatility of 30.84%. This indicates that GFI experiences smaller price fluctuations and is considered to be less risky than ATEYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GFI	ATEYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.29%	30.84%	-10.55%
Volatility (6M) Calculated over the trailing 6-month period	48.18%	56.57%	-8.39%
Volatility (1Y) Calculated over the trailing 1-year period	61.34%	71.41%	-10.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.73%	53.87%	-1.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.80%	48.90%	+5.90%

Dividends

GFI vs. ATEYY - Dividend Comparison

GFI's dividend yield for the trailing twelve months is around 5.48%, while ATEYY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ATEYY Advantest Corp DRC	0.00%	0.11%	0.22%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.18%	1.24%	0.00%
GFI Gold Fields Limited	5.48%	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. ATEYY - Profitability Comparison

The chart below illustrates the profitability comparison between Gold Fields Limited and Advantest Corp DRC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

ATEYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Advantest Corp DRC reported a gross profit of 225.18B and revenue of 334.10B. Therefore, the gross margin over that period was 67.4%.

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%.

ATEYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Advantest Corp DRC reported an operating income of 156.38B and revenue of 334.10B, resulting in an operating margin of 46.8%.

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%.

ATEYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Advantest Corp DRC reported a net income of 129.16B and revenue of 334.10B, resulting in a net margin of 38.7%.

Frequently Asked Questions

Can I hold both GFI and ATEYY in my portfolio?

GFI and ATEYY have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GFI or ATEYY?

ATEYY has higher volatility (30.84%) compared to GFI (20.29%). In terms of maximum drawdown, GFI dropped -88.05% vs ATEYY's -56.48%.

Which has better risk-adjusted returns?

ATEYY currently has the higher Sharpe Ratio (2.56 vs 0.78), 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.