GFI vs. AU
GFI (Gold Fields Limited) and AU (AngloGold Ashanti Limited) are both stocks. Both operate in the Gold industry within the Basic Materials sector. Over the past 10 years, GFI returned 24.46%/yr vs 18.84%/yr for AU. Their correlation of 0.81 suggests significant overlap in exposure.
Performance
GFI vs. AU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GFI achieves a -24.85% return, which is significantly lower than AU's -5.15% return. Over the past 10 years, GFI has outperformed AU with an annualized return of 24.46%, while AU has yielded a comparatively lower 18.84% annualized return.
GFI
- 1D
- -5.15%
- 1M
- -19.35%
- YTD
- -24.85%
- 6M
- -28.69%
- 1Y
- 39.08%
- 3Y*
- 35.04%
- 5Y*
- 33.05%
- 10Y*
- 24.46%
AU
- 1D
- -6.21%
- 1M
- -12.24%
- YTD
- -5.15%
- 6M
- -10.04%
- 1Y
- 78.73%
- 3Y*
- 56.56%
- 5Y*
- 36.71%
- 10Y*
- 18.84%
GFI vs. AU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | -24.85% | 240.42% | -6.27% | 44.90% | -2.61% | 23.33% | 43.02% | 89.47% | -16.75% | 45.29% |
AU AngloGold Ashanti Limited | -5.15% | 288.18% | 25.43% | -2.68% | -5.09% | -4.87% | 1.90% | 78.89% | 23.96% | -2.23% |
Correlation
The correlation between GFI and AU is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2007 | 0.81 |
The correlation between GFI and AU has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
Fundamentals
GFI:
$28.51B
AU:
$39.68B
GFI:
$5.39
AU:
$6.85
GFI:
5.92
AU:
11.47
GFI:
0.09
AU:
0.13
GFI:
2.04
AU:
3.57
GFI:
3.38
AU:
4.65
GFI:
$13.98B
AU:
$11.17B
GFI:
$7.34B
AU:
$5.82B
GFI:
$8.04B
AU:
$5.58B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GFI vs. AU — Risk / Return Rank
GFI
AU
GFI vs. AU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and AngloGold Ashanti Limited (AU). 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 | AU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | 2.14 | -1.30 |
| Martin ratioReturn relative to average drawdown | 2.22 | 5.37 | -3.15 |
Loading charts...
Drawdowns
GFI vs. AU - Drawdown Comparison
The maximum GFI drawdown since its inception was -88.05%, roughly equal to the maximum AU drawdown of -90.12%. Use the drawdown chart below to compare losses from any high point for GFI and AU.
Loading charts...
Drawdown Indicators
| GFI | AU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.05% | -90.12% | +2.07% |
Max Drawdown (1Y)Largest decline over 1 year | -46.66% | -37.03% | -9.63% |
Max Drawdown (3Y)Largest decline over 3 years | -46.66% | -37.03% | -9.63% |
Max Drawdown (5Y)Largest decline over 5 years | -56.22% | -51.75% | -4.47% |
Max Drawdown (10Y)Largest decline over 10 years | -63.09% | -67.91% | +4.82% |
Current DrawdownCurrent decline from peak | -46.66% | -36.94% | -9.72% |
Average DrawdownAverage peak-to-trough decline | -44.24% | -46.05% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.64% | 14.70% | +2.94% |
Volatility
GFI vs. AU - Volatility Comparison
Gold Fields Limited (GFI) and AngloGold Ashanti Limited (AU) have volatilities of 20.66% and 20.96%, 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.
Loading charts...
Volatility by Period
| GFI | AU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.66% | 20.96% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 48.24% | 47.64% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.50% | 59.06% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.71% | 49.34% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.93% | 49.85% | +5.08% |
Dividends
GFI vs. AU - Dividend Comparison
GFI's dividend yield for the trailing twelve months is around 5.78%, less than AU's 5.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AU AngloGold Ashanti Limited | 5.85% | 2.96% | 1.78% | 1.14% | 2.26% | 2.58% | 0.49% | 0.30% | 0.48% | 0.93% | 0.00% | 0.00% |
GFI Gold Fields Limited | 5.78% | 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. AU - Financials Comparison
This section allows you to compare key financial metrics between Gold Fields Limited and AngloGold Ashanti 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
GFI vs. AU - Profitability Comparison
GFI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
AU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported a gross profit of 1.88B and revenue of 3.24B. Therefore, the gross margin over that period was 58.2%.
GFI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Gold Fields Limited reported an operating income of 2.71B and revenue of 5.29B, resulting in an operating margin of 51.3%.
AU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported an operating income of 1.84B and revenue of 3.24B, resulting in an operating margin of 56.8%.
GFI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Gold Fields Limited reported a net income of 2.55B and revenue of 5.29B, resulting in a net margin of 48.2%.
AU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported a net income of 1.28B and revenue of 3.24B, resulting in a net margin of 39.6%.
Frequently Asked Questions
GFI and AU have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AU has higher volatility (20.96%) compared to GFI (20.66%). In terms of maximum drawdown, GFI dropped -88.05% vs AU's -90.12%.
AU currently has the higher Sharpe Ratio (1.34 vs 0.64), 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.
Find the right allocation for GFI and AU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer