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GFI vs. FNV.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GFI and FNV.TO is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

GFI vs. FNV.TO - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
21.54%
20.72%
GFI
FNV.TO

Key characteristics

Sharpe Ratio

GFI:

1.00

FNV.TO:

1.66

Sortino Ratio

GFI:

1.46

FNV.TO:

2.20

Omega Ratio

GFI:

1.19

FNV.TO:

1.28

Calmar Ratio

GFI:

1.49

FNV.TO:

1.29

Martin Ratio

GFI:

2.94

FNV.TO:

7.06

Ulcer Index

GFI:

15.39%

FNV.TO:

6.08%

Daily Std Dev

GFI:

45.04%

FNV.TO:

25.83%

Max Drawdown

GFI:

-86.06%

FNV.TO:

-47.77%

Current Drawdown

GFI:

-0.92%

FNV.TO:

-3.02%

Fundamentals

Market Cap

GFI:

$12.55B

FNV.TO:

CA$39.27B

EPS

GFI:

$0.71

FNV.TO:

-CA$4.53

PEG Ratio

GFI:

0.00

FNV.TO:

11.81

Total Revenue (TTM)

GFI:

$2.12B

FNV.TO:

CA$787.85M

Gross Profit (TTM)

GFI:

$735.00M

FNV.TO:

CA$581.96M

EBITDA (TTM)

GFI:

$972.00M

FNV.TO:

CA$684.10M

Returns By Period

In the year-to-date period, GFI achieves a 46.82% return, which is significantly higher than FNV.TO's 20.91% return. Over the past 10 years, GFI has outperformed FNV.TO with an annualized return of 17.44%, while FNV.TO has yielded a comparatively lower 13.37% annualized return.


GFI

YTD

46.82%

1M

28.01%

6M

21.54%

1Y

52.15%

5Y*

30.01%

10Y*

17.44%

FNV.TO

YTD

20.91%

1M

12.30%

6M

24.78%

1Y

43.57%

5Y*

6.99%

10Y*

13.37%

*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. FNV.TO — 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 7575
Overall Rank
The Sharpe Ratio Rank of GFI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of GFI is 6969
Sortino Ratio Rank
The Omega Ratio Rank of GFI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of GFI is 8686
Calmar Ratio Rank
The Martin Ratio Rank of GFI is 7272
Martin Ratio Rank

FNV.TO
The Risk-Adjusted Performance Rank of FNV.TO is 8484
Overall Rank
The Sharpe Ratio Rank of FNV.TO is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FNV.TO is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FNV.TO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FNV.TO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FNV.TO is 8686
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. FNV.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and Franco-Nevada Corporation (FNV.TO). 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 1.05, compared to the broader market-2.000.002.004.001.051.35
The chart of Sortino ratio for GFI, currently valued at 1.51, compared to the broader market-6.00-4.00-2.000.002.004.006.001.511.84
The chart of Omega ratio for GFI, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.23
The chart of Calmar ratio for GFI, currently valued at 1.55, compared to the broader market0.002.004.006.001.550.98
The chart of Martin ratio for GFI, currently valued at 3.01, compared to the broader market0.0010.0020.0030.003.015.33
GFI
FNV.TO

The current GFI Sharpe Ratio is 1.00, which is lower than the FNV.TO Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of GFI and FNV.TO, 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-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
1.05
1.35
GFI
FNV.TO

Dividends

GFI vs. FNV.TO - Dividend Comparison

GFI's dividend yield for the trailing twelve months is around 2.00%, more than FNV.TO's 0.97% yield.


TTM20242023202220212020201920182017201620152014
GFI
Gold Fields Limited
2.00%2.94%2.86%3.40%3.24%1.73%0.80%1.62%1.77%1.69%0.72%0.86%
FNV.TO
Franco-Nevada Corporation
0.97%1.17%1.25%0.91%0.83%0.86%0.74%1.32%0.91%1.08%1.31%1.36%

Drawdowns

GFI vs. FNV.TO - Drawdown Comparison

The maximum GFI drawdown since its inception was -86.06%, which is greater than FNV.TO's maximum drawdown of -47.77%. Use the drawdown chart below to compare losses from any high point for GFI and FNV.TO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.92%
-11.72%
GFI
FNV.TO

Volatility

GFI vs. FNV.TO - Volatility Comparison

Gold Fields Limited (GFI) has a higher volatility of 9.70% compared to Franco-Nevada Corporation (FNV.TO) at 6.34%. This indicates that GFI's price experiences larger fluctuations and is considered to be riskier than FNV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
9.70%
6.34%
GFI
FNV.TO

Financials

GFI vs. FNV.TO - Financials Comparison

This section allows you to compare key financial metrics between Gold Fields Limited and Franco-Nevada 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


Please note, different currencies. GFI values in USD, FNV.TO values in CAD
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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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