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GFI vs. CCJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GFI vs. CCJ - Performance Comparison

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

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Returns By Period

In the year-to-date period, GFI achieves a -15.43% return, which is significantly lower than CCJ's 15.25% return. Both investments have delivered pretty close results over the past 10 years, with GFI having a 26.67% annualized return and CCJ not far behind at 25.85%.


GFI

1D
-2.02%
1M
-20.02%
YTD
-15.43%
6M
-10.31%
1Y
51.45%
3Y*
36.70%
5Y*
31.29%
10Y*
26.67%

CCJ

1D
1.93%
1M
-9.69%
YTD
15.25%
6M
16.00%
1Y
74.85%
3Y*
51.07%
5Y*
37.97%
10Y*
25.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFI vs. CCJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GFI
Gold Fields Limited
-15.43%240.42%-6.27%44.90%-2.61%23.33%43.02%89.47%-16.75%45.29%
CCJ
Cameco Corporation
15.25%78.38%19.47%90.49%4.35%63.19%51.47%-21.08%23.58%-8.20%

Correlation

The correlation between GFI and CCJ is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2007

0.24

The correlation between GFI and CCJ shifts across timeframes, from 0.18 (10 years) to 0.40 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GFI:

$32.09B

CCJ:

$45.93B

EPS

GFI:

$5.39

CCJ:

$1.49

PE Ratio

GFI:

6.66

CCJ:

70.56

PEG Ratio

GFI:

0.11

CCJ:

0.59

PS Ratio

GFI:

2.30

CCJ:

12.97

PB Ratio

GFI:

3.81

CCJ:

6.49

Total Revenue (TTM)

GFI:

$13.98B

CCJ:

$3.54B

Gross Profit (TTM)

GFI:

$7.34B

CCJ:

$1.04B

EBITDA (TTM)

GFI:

$8.04B

CCJ:

$996.66M

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Return for Risk

GFI vs. CCJ — Risk / Return Rank

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

GFI
GFI Risk / Return Rank: 6767
Overall Rank
GFI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GFI Sortino Ratio Rank: 6565
Sortino Ratio Rank
GFI Omega Ratio Rank: 6565
Omega Ratio Rank
GFI Calmar Ratio Rank: 6767
Calmar Ratio Rank
GFI Martin Ratio Rank: 6969
Martin Ratio Rank

CCJ
CCJ Risk / Return Rank: 7979
Overall Rank
CCJ Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CCJ Sortino Ratio Rank: 7878
Sortino Ratio Rank
CCJ Omega Ratio Rank: 7575
Omega Ratio Rank
CCJ Calmar Ratio Rank: 8383
Calmar Ratio Rank
CCJ Martin Ratio Rank: 8181
Martin Ratio Rank
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. CCJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and Cameco Corporation (CCJ). 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.


GFICCJDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.19

1.25

-0.07

Calmar ratioReturn relative to maximum drawdown

1.29

2.93

-1.63

Martin ratioReturn relative to average drawdown

3.29

6.51

-3.22

GFI vs. CCJ - Sharpe Ratio Comparison

The current GFI Sharpe Ratio is 0.87, which is lower than the CCJ Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of GFI and CCJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GFICCJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.35

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.77

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.56

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.23

-0.11

Drawdowns

GFI vs. CCJ - Drawdown Comparison

The maximum GFI drawdown since its inception was -88.05%, roughly equal to the maximum CCJ drawdown of -87.53%. Use the drawdown chart below to compare losses from any high point for GFI and CCJ.


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Drawdown Indicators


GFICCJDifference

Max Drawdown

Largest peak-to-trough decline

-88.05%

-87.53%

-0.52%

Max Drawdown (1Y)

Largest decline over 1 year

-39.97%

-25.69%

-14.28%

Max Drawdown (3Y)

Largest decline over 3 years

-39.97%

-40.01%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-56.22%

-40.01%

-16.21%

Max Drawdown (10Y)

Largest decline over 10 years

-63.09%

-57.22%

-5.87%

Current Drawdown

Current decline from peak

-39.97%

-21.37%

-18.60%

Average Drawdown

Average peak-to-trough decline

-44.26%

-46.09%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.69%

11.54%

+4.15%

Volatility

GFI vs. CCJ - Volatility Comparison

Gold Fields Limited (GFI) and Cameco Corporation (CCJ) have volatilities of 15.34% and 15.98%, 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.


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Volatility by Period


GFICCJDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.34%

15.98%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

45.82%

39.04%

+6.78%

Volatility (1Y)

Calculated over the trailing 1-year period

59.39%

55.87%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.26%

49.87%

+2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.86%

46.69%

+8.17%

Dividends

GFI vs. CCJ - Dividend Comparison

GFI's dividend yield for the trailing twelve months is around 5.13%, more than CCJ's 0.16% yield.


PositionTTM20252024202320222021202020192018201720162015
CCJ
Cameco Corporation
0.16%0.19%0.22%0.20%0.39%0.29%0.46%0.67%0.53%4.33%3.82%3.24%
GFI
Gold Fields Limited
5.13%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. CCJ - Financials Comparison

This section allows you to compare key financial metrics between Gold Fields Limited and Cameco Corporation. 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


0.001.00B2.00B3.00B4.00B5.00B202120222023202420252026
5.29B
847.55M
(GFI) Total Revenue
(CCJ) Total Revenue
Values in USD except per share items

GFI vs. CCJ - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%202120222023202420252026
56.7%
34.3%
Portfolio components
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%.

CCJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cameco Corporation reported a gross profit of 291.00M and revenue of 847.55M. Therefore, the gross margin over that period was 34.3%.

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%.

CCJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cameco Corporation reported an operating income of 154.28M and revenue of 847.55M, resulting in an operating margin of 18.2%.

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%.

CCJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cameco Corporation reported a net income of 131.09M and revenue of 847.55M, resulting in a net margin of 15.5%.


Frequently Asked Questions


GFI and CCJ have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CCJ has higher volatility (15.98%) compared to GFI (15.34%). In terms of maximum drawdown, GFI dropped -88.05% vs CCJ's -87.53%.

CCJ currently has the higher Sharpe Ratio (1.35 vs 0.87), 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.

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