GFI vs. KGC
GFI (Gold Fields Limited) and KGC (Kinross Gold Corporation) are both stocks. Both operate in the Gold industry within the Basic Materials sector. Over the past 10 years, GFI returned 25.50%/yr vs 19.12%/yr for KGC. A 0.70 correlation means they provide meaningful diversification when combined.
Performance
GFI vs. KGC - Performance Comparison
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Returns By Period
In the year-to-date period, GFI achieves a -18.37% return, which is significantly lower than KGC's -6.36% return. Over the past 10 years, GFI has outperformed KGC with an annualized return of 25.50%, while KGC has yielded a comparatively lower 19.12% annualized return.
GFI
- 1D
- -10.28%
- 1M
- -12.40%
- YTD
- -18.37%
- 6M
- -24.21%
- 1Y
- 47.67%
- 3Y*
- 38.81%
- 5Y*
- 35.24%
- 10Y*
- 25.50%
KGC
- 1D
- -1.39%
- 1M
- -7.03%
- YTD
- -6.36%
- 6M
- -10.16%
- 1Y
- 70.84%
- 3Y*
- 80.92%
- 5Y*
- 35.25%
- 10Y*
- 19.12%
GFI vs. KGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | -18.37% | 240.42% | -6.27% | 44.90% | -2.61% | 23.33% | 43.02% | 89.47% | -16.75% | 45.29% |
KGC Kinross Gold Corporation | -6.36% | 206.11% | 55.63% | 51.83% | -27.59% | -19.00% | 56.04% | 46.30% | -25.00% | 38.91% |
Correlation
The correlation between GFI and KGC is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2007 | 0.70 |
The correlation between GFI and KGC shifts across timeframes, from 0.70 (10 years) to 0.83 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
GFI:
$30.97B
KGC:
$31.67B
GFI:
$5.39
KGC:
$2.35
GFI:
6.43
KGC:
11.18
GFI:
0.10
KGC:
0.15
GFI:
2.22
KGC:
4.03
GFI:
3.67
KGC:
3.47
GFI:
$13.98B
KGC:
$7.94B
GFI:
$7.34B
KGC:
$4.19B
GFI:
$8.04B
KGC:
$5.02B
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Return for Risk
GFI vs. KGC — Risk / Return Rank
GFI
KGC
GFI vs. KGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and Kinross Gold Corporation (KGC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GFI | KGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.89 | -0.80 |
| Martin ratioReturn relative to average drawdown | 2.78 | 5.35 | -2.57 |
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Drawdowns
GFI vs. KGC - Drawdown Comparison
The maximum GFI drawdown since its inception was -88.05%, smaller than the maximum KGC drawdown of -96.00%. Use the drawdown chart below to compare losses from any high point for GFI and KGC.
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Drawdown Indicators
| GFI | KGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.05% | -96.00% | +7.95% |
Max Drawdown (1Y)Largest decline over 1 year | -43.90% | -37.69% | -6.21% |
Max Drawdown (3Y)Largest decline over 3 years | -43.90% | -37.69% | -6.21% |
Max Drawdown (5Y)Largest decline over 5 years | -56.22% | -55.22% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -63.09% | -67.75% | +4.66% |
Current DrawdownCurrent decline from peak | -42.06% | -30.74% | -11.32% |
Average DrawdownAverage peak-to-trough decline | -44.24% | -57.58% | +13.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.19% | 13.28% | +3.91% |
Volatility
GFI vs. KGC - Volatility Comparison
Gold Fields Limited (GFI) has a higher volatility of 20.07% compared to Kinross Gold Corporation (KGC) at 17.42%. This indicates that GFI's price experiences larger fluctuations and is considered to be riskier than KGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFI | KGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.07% | 17.42% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 47.96% | 41.02% | +6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.31% | 52.01% | +9.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.64% | 44.13% | +8.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.98% | 47.06% | +7.92% |
Dividends
GFI vs. KGC - Dividend Comparison
GFI's dividend yield for the trailing twelve months is around 5.32%, more than KGC's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | 5.32% | 1.77% | 2.94% | 2.87% | 3.40% | 3.24% | 1.72% | 0.81% | 1.61% | 1.41% | 1.35% | 0.60% |
KGC Kinross Gold Corporation | 0.55% | 0.44% | 1.29% | 1.98% | 2.93% | 2.69% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
GFI vs. KGC - Financials Comparison
This section allows you to compare key financial metrics between Gold Fields Limited and Kinross 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.
Total Revenue: Total amount of money received from sales and other business activities
GFI vs. KGC - Profitability Comparison
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%.
KGC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kinross Gold Corporation reported a gross profit of 1.37B and revenue of 2.37B. Therefore, the gross margin over that period was 57.8%.
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%.
KGC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kinross Gold Corporation reported an operating income of 1.31B and revenue of 2.37B, resulting in an operating margin of 55.1%.
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%.
KGC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kinross Gold Corporation reported a net income of 831.32M and revenue of 2.37B, resulting in a net margin of 35.0%.
Frequently Asked Questions
GFI and KGC have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFI has higher volatility (20.07%) compared to KGC (17.42%). In terms of maximum drawdown, GFI dropped -88.05% vs KGC's -96.00%.
KGC currently has the higher Sharpe Ratio (1.37 vs 0.78), 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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