GFI vs. AU
Compare and contrast key facts about Gold Fields Limited (GFI) and AngloGold Ashanti Limited (AU).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GFI or AU.
Key characteristics
| GFI | AU | |
|---|---|---|
| YTD Return | -2.85% | 31.08% |
| 1Y Return | 7.08% | 43.86% |
| 3Y Return (Ann) | 12.70% | 6.89% |
| 5Y Return (Ann) | 24.47% | 6.04% |
| 10Y Return (Ann) | 15.78% | 10.86% |
| Sharpe Ratio | 0.26 | 1.25 |
| Sortino Ratio | 0.68 | 1.92 |
| Omega Ratio | 1.09 | 1.23 |
| Calmar Ratio | 0.46 | 0.81 |
| Martin Ratio | 0.93 | 5.86 |
| Ulcer Index | 13.76% | 9.61% |
| Daily Std Dev | 49.71% | 44.92% |
| Max Drawdown | -86.06% | -90.13% |
| Current Drawdown | -27.66% | -53.49% |
Fundamentals
| GFI | AU | |
|---|---|---|
| Market Cap | $12.55B | $10.36B |
| EPS | $0.71 | $1.33 |
| PE Ratio | 19.75 | 18.52 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $4.36B | $6.22B |
| Gross Profit (TTM) | $1.11B | $1.69B |
| EBITDA (TTM) | $1.91B | $1.95B |
Correlation
The correlation between GFI and AU is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
GFI vs. AU - Performance Comparison
In the year-to-date period, GFI achieves a -2.85% return, which is significantly lower than AU's 31.08% return. Over the past 10 years, GFI has outperformed AU with an annualized return of 15.78%, while AU has yielded a comparatively lower 10.86% 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. AU - Risk-Adjusted Performance 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.
Dividends
GFI vs. AU - Dividend Comparison
GFI's dividend yield for the trailing twelve months is around 2.84%, more than AU's 1.70% 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% |
AU AngloGold Ashanti Limited | 1.70% | 1.14% | 2.26% | 2.57% | 0.49% | 0.30% | 0.48% | 0.97% | 0.00% | 0.00% | 0.03% | 0.93% |
Drawdowns
GFI vs. AU - Drawdown Comparison
The maximum GFI drawdown since its inception was -86.06%, roughly equal to the maximum AU drawdown of -90.13%. Use the drawdown chart below to compare losses from any high point for GFI and AU. For additional features, visit the drawdowns tool.
Volatility
GFI vs. AU - Volatility Comparison
Gold Fields Limited (GFI) has a higher volatility of 15.98% compared to AngloGold Ashanti Limited (AU) at 15.20%. This indicates that GFI's price experiences larger fluctuations and is considered to be riskier than AU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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