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

Correlation

The correlation between GFI and AUMN is 0.32, 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.


-0.50.00.51.00.3

Performance

GFI vs. AUMN - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
102.45%
-82.60%
GFI
AUMN

Key characteristics

Sharpe Ratio

GFI:

-0.26

AUMN:

-0.75

Sortino Ratio

GFI:

-0.05

AUMN:

-1.43

Omega Ratio

GFI:

0.99

AUMN:

0.81

Calmar Ratio

GFI:

-0.44

AUMN:

-0.83

Martin Ratio

GFI:

-0.80

AUMN:

-1.78

Ulcer Index

GFI:

15.51%

AUMN:

46.38%

Daily Std Dev

GFI:

47.69%

AUMN:

109.91%

Max Drawdown

GFI:

-86.06%

AUMN:

-99.99%

Current Drawdown

GFI:

-27.82%

AUMN:

-99.99%

Fundamentals

Market Cap

GFI:

$12.55B

AUMN:

$1.82M

EPS

GFI:

$0.71

AUMN:

-$0.53

PEG Ratio

GFI:

0.00

AUMN:

0.00

Total Revenue (TTM)

GFI:

$4.36B

AUMN:

$300.00K

Gross Profit (TTM)

GFI:

$1.11B

AUMN:

-$1.61M

EBITDA (TTM)

GFI:

$1.89B

AUMN:

-$5.18M

Returns By Period

In the year-to-date period, GFI achieves a -3.06% return, which is significantly higher than AUMN's -83.27% return. Over the past 10 years, GFI has outperformed AUMN with an annualized return of 14.55%, while AUMN has yielded a comparatively lower -38.14% annualized return.


GFI

YTD

-3.06%

1M

-6.12%

6M

-1.45%

1Y

-13.95%

5Y*

21.75%

10Y*

14.55%

AUMN

YTD

-83.27%

1M

-69.84%

6M

-78.92%

1Y

-82.77%

5Y*

-59.67%

10Y*

-38.14%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GFI vs. AUMN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and Golden Minerals Company (AUMN). 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.


Sharpe ratio
The chart of Sharpe ratio for GFI, currently valued at -0.26, compared to the broader market-4.00-2.000.002.00-0.26-0.75
The chart of Sortino ratio for GFI, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.00-0.05-1.43
The chart of Omega ratio for GFI, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.81
The chart of Calmar ratio for GFI, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.44-0.83
The chart of Martin ratio for GFI, currently valued at -0.80, compared to the broader market0.0010.0020.00-0.80-1.78
GFI
AUMN

The current GFI Sharpe Ratio is -0.26, which is higher than the AUMN Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of GFI and AUMN, 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 Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.26
-0.75
GFI
AUMN

Dividends

GFI vs. AUMN - Dividend Comparison

GFI's dividend yield for the trailing twelve months is around 2.84%, while AUMN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
AUMN
Golden Minerals Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GFI vs. AUMN - Drawdown Comparison

The maximum GFI drawdown since its inception was -86.06%, smaller than the maximum AUMN drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for GFI and AUMN. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.82%
-99.99%
GFI
AUMN

Volatility

GFI vs. AUMN - Volatility Comparison

The current volatility for Gold Fields Limited (GFI) is 9.02%, while Golden Minerals Company (AUMN) has a volatility of 41.38%. This indicates that GFI experiences smaller price fluctuations and is considered to be less risky than AUMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
9.02%
41.38%
GFI
AUMN

Financials

GFI vs. AUMN - Financials Comparison

This section allows you to compare key financial metrics between Gold Fields Limited and Golden Minerals Company. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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