GFI vs. DGP

In the year-to-date period, GFI achieves a 68.28% return, which is significantly higher than DGP's 51.12% return. Over the past 10 years, GFI has outperformed DGP with an annualized return of 19.55%, while DGP has yielded a comparatively lower 15.49% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and DB Gold Double Long Exchange Traded Notes (DGP). 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.

The current GFI Sharpe Ratio is 0.70, which is lower than the DGP Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of GFI and DGP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GFI's dividend yield for the trailing twelve months is around 2.50%, while DGP has not paid dividends to shareholders.

The maximum GFI drawdown since its inception was -86.05%, which is greater than DGP's maximum drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for GFI and DGP. For additional features, visit the drawdowns tool.

Gold Fields Limited (GFI) has a higher volatility of 21.06% compared to DB Gold Double Long Exchange Traded Notes (DGP) at 16.82%. This indicates that GFI's price experiences larger fluctuations and is considered to be riskier than DGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.