PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-9.66%
-78.88%
GFI
AUMN

Key characteristics

Sharpe Ratio

GFI:

0.40

AUMN:

-0.70

Sortino Ratio

GFI:

0.82

AUMN:

-1.15

Omega Ratio

GFI:

1.11

AUMN:

0.85

Calmar Ratio

GFI:

0.61

AUMN:

-0.79

Martin Ratio

GFI:

1.17

AUMN:

-1.55

Ulcer Index

GFI:

15.68%

AUMN:

51.25%

Daily Std Dev

GFI:

46.20%

AUMN:

113.28%

Max Drawdown

GFI:

-86.06%

AUMN:

-99.99%

Current Drawdown

GFI:

-19.20%

AUMN:

-99.99%

Fundamentals

Market Cap

GFI:

$12.55B

AUMN:

$1.43M

EPS

GFI:

$0.71

AUMN:

-$0.53

PEG Ratio

GFI:

0.00

AUMN:

0.00

Total Revenue (TTM)

GFI:

$2.12B

AUMN:

$0.00

Gross Profit (TTM)

GFI:

$735.00M

AUMN:

-$45.00K

EBITDA (TTM)

GFI:

$972.00M

AUMN:

-$4.12M

Returns By Period

In the year-to-date period, GFI achieves a 15.76% return, which is significantly higher than AUMN's 1.71% return. Over the past 10 years, GFI has outperformed AUMN with an annualized return of 12.73%, while AUMN has yielded a comparatively lower -38.82% annualized return.


GFI

YTD

15.76%

1M

7.30%

6M

-9.66%

1Y

23.65%

5Y*

23.86%

10Y*

12.73%

AUMN

YTD

1.71%

1M

-18.03%

6M

-78.88%

1Y

-77.38%

5Y*

-58.29%

10Y*

-38.82%

*Annualized

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 Rank

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

GFI
The Risk-Adjusted Performance Rank of GFI is 6262
Overall Rank
The Sharpe Ratio Rank of GFI is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of GFI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of GFI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of GFI is 7373
Calmar Ratio Rank
The Martin Ratio Rank of GFI is 6262
Martin Ratio Rank

AUMN
The Risk-Adjusted Performance Rank of AUMN is 99
Overall Rank
The Sharpe Ratio Rank of AUMN is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of AUMN is 1010
Sortino Ratio Rank
The Omega Ratio Rank of AUMN is 1010
Omega Ratio Rank
The Calmar Ratio Rank of AUMN is 55
Calmar Ratio Rank
The Martin Ratio Rank of AUMN is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.40, compared to the broader market-2.000.002.000.40-0.70
The chart of Sortino ratio for GFI, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.000.82-1.15
The chart of Omega ratio for GFI, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.85
The chart of Calmar ratio for GFI, currently valued at 0.61, compared to the broader market0.002.004.006.000.61-0.79
The chart of Martin ratio for GFI, currently valued at 1.17, compared to the broader market-30.00-20.00-10.000.0010.0020.001.17-1.55
GFI
AUMN

The current GFI Sharpe Ratio is 0.40, which is higher than the AUMN Sharpe Ratio of -0.70. 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.40
-0.70
GFI
AUMN

Dividends

GFI vs. AUMN - Dividend Comparison

GFI's dividend yield for the trailing twelve months is around 2.54%, while AUMN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
GFI
Gold Fields Limited
2.54%2.94%2.86%3.40%3.24%1.73%0.80%1.62%1.77%1.69%0.72%0.86%
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%AugustSeptemberOctoberNovemberDecember2025
-19.20%
-99.99%
GFI
AUMN

Volatility

GFI vs. AUMN - Volatility Comparison

The current volatility for Gold Fields Limited (GFI) is 9.87%, while Golden Minerals Company (AUMN) has a volatility of 42.30%. 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%50.00%AugustSeptemberOctoberNovemberDecember2025
9.87%
42.30%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab