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

Key characteristics


GFIGOLD
YTD Return-6.41%6.91%
1Y Return11.85%23.19%
3Y Return (Ann)18.28%1.56%
5Y Return (Ann)24.16%3.93%
10Y Return (Ann)13.84%3.04%
Sharpe Ratio0.230.68
Daily Std Dev49.50%33.31%
Max Drawdown-89.38%-88.52%
Current Drawdown-26.66%-56.65%

Fundamentals


GFIGOLD
Market Cap$12.21B$34.12B
EPS$0.71$0.86
PE Ratio18.7922.09
PEG Ratio0.002.18
Total Revenue (TTM)$4.36B$11.91B
Gross Profit (TTM)$1.11B$3.88B
EBITDA (TTM)$1.91B$3.97B

Correlation

-0.50.00.51.00.6

The correlation between GFI and GOLD is 0.58, 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.

Performance

GFI vs. GOLD - Performance Comparison

In the year-to-date period, GFI achieves a -6.41% return, which is significantly lower than GOLD's 6.91% return. Over the past 10 years, GFI has outperformed GOLD with an annualized return of 13.84%, while GOLD has yielded a comparatively lower 3.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
-11.37%
21.87%
GFI
GOLD

Compare stocks, funds, or ETFs

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


Gold Fields Limited

Barrick Gold Corporation

Risk-Adjusted Performance

GFI vs. GOLD - Risk-Adjusted Performance Comparison

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


GFI
Sharpe ratio
The chart of Sharpe ratio for GFI, currently valued at 0.23, compared to the broader market-4.00-2.000.002.000.23
Sortino ratio
The chart of Sortino ratio for GFI, currently valued at 0.66, compared to the broader market-6.00-4.00-2.000.002.004.000.66
Omega ratio
The chart of Omega ratio for GFI, currently valued at 1.09, compared to the broader market0.501.001.501.09
Calmar ratio
The chart of Calmar ratio for GFI, currently valued at 0.29, compared to the broader market0.001.002.003.004.005.000.29
Martin ratio
The chart of Martin ratio for GFI, currently valued at 0.93, compared to the broader market-5.000.005.0010.0015.0020.000.93
GOLD
Sharpe ratio
The chart of Sharpe ratio for GOLD, currently valued at 0.68, compared to the broader market-4.00-2.000.002.000.68
Sortino ratio
The chart of Sortino ratio for GOLD, currently valued at 1.13, compared to the broader market-6.00-4.00-2.000.002.004.001.13
Omega ratio
The chart of Omega ratio for GOLD, currently valued at 1.14, compared to the broader market0.501.001.501.14
Calmar ratio
The chart of Calmar ratio for GOLD, currently valued at 0.33, compared to the broader market0.001.002.003.004.005.000.33
Martin ratio
The chart of Martin ratio for GOLD, currently valued at 2.35, compared to the broader market-5.000.005.0010.0015.0020.002.35

GFI vs. GOLD - Sharpe Ratio Comparison

The current GFI Sharpe Ratio is 0.23, which is lower than the GOLD Sharpe Ratio of 0.68. The chart below compares the 12-month rolling Sharpe Ratio of GFI and GOLD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
0.23
0.68
GFI
GOLD

Dividends

GFI vs. GOLD - Dividend Comparison

GFI's dividend yield for the trailing twelve months is around 1.66%, less than GOLD's 2.11% yield.


TTM20232022202120202019201820172016201520142013
GFI
Gold Fields Limited
1.66%2.85%3.29%3.29%1.68%0.82%1.57%1.78%1.58%0.70%0.85%2.55%
GOLD
Barrick Gold Corporation
2.11%2.21%3.76%4.05%1.34%0.69%1.38%0.82%0.49%1.87%1.84%2.80%

Drawdowns

GFI vs. GOLD - Drawdown Comparison

The maximum GFI drawdown since its inception was -89.38%, roughly equal to the maximum GOLD drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for GFI and GOLD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-26.66%
-56.65%
GFI
GOLD

Volatility

GFI vs. GOLD - Volatility Comparison

Gold Fields Limited (GFI) has a higher volatility of 14.65% compared to Barrick Gold Corporation (GOLD) at 11.69%. This indicates that GFI's price experiences larger fluctuations and is considered to be riskier than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
14.65%
11.69%
GFI
GOLD

Financials

GFI vs. GOLD - Financials Comparison

This section allows you to compare key financial metrics between Gold Fields Limited and Barrick Gold 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



Values in USD except per share items