GFI vs. NEM
GFI (Gold Fields Limited) and NEM (Newmont Corporation) are both stocks. Both operate in the Gold industry within the Basic Materials sector. Over the past 10 years, GFI returned 26.67%/yr vs 13.46%/yr for NEM. A 0.68 correlation means they provide meaningful diversification when combined.
Performance
GFI vs. NEM - Performance Comparison
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Returns By Period
In the year-to-date period, GFI achieves a -15.43% return, which is significantly lower than NEM's -0.43% return. Over the past 10 years, GFI has outperformed NEM with an annualized return of 26.67%, while NEM has yielded a comparatively lower 13.46% annualized return.
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%
NEM
- 1D
- -0.72%
- 1M
- -14.84%
- YTD
- -0.43%
- 6M
- 11.71%
- 1Y
- 91.07%
- 3Y*
- 36.63%
- 5Y*
- 10.33%
- 10Y*
- 13.46%
GFI vs. NEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | -15.43% | 240.42% | -6.27% | 44.90% | -2.61% | 23.33% | 43.02% | 89.47% | -16.75% | 45.29% |
NEM Newmont Corporation | -0.43% | 172.82% | -7.83% | -8.76% | -20.77% | 7.40% | 40.28% | 30.52% | -6.15% | 10.91% |
Correlation
The correlation between GFI and NEM is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007 | 0.68 |
The correlation between GFI and NEM shifts across timeframes, from 0.67 (10 years) to 0.81 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
GFI:
$5.39
NEM:
$6.34
GFI:
6.66
NEM:
15.62
GFI:
0.11
NEM:
0.41
GFI:
2.30
NEM:
4.77
GFI:
$13.98B
NEM:
$17.23B
GFI:
$7.34B
NEM:
$8.97B
GFI:
$8.04B
NEM:
$13.78B
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Return for Risk
GFI vs. NEM — Risk / Return Rank
GFI
NEM
GFI vs. NEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and Newmont Corporation (NEM). 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 | NEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.32 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 3.36 | -2.07 |
| Martin ratioReturn relative to average drawdown | 3.29 | 8.94 | -5.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GFI | NEM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.96 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.27 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.38 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.12 | 0.00 |
Drawdowns
GFI vs. NEM - Drawdown Comparison
The maximum GFI drawdown since its inception was -88.05%, which is greater than NEM's maximum drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for GFI and NEM.
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Drawdown Indicators
| GFI | NEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.05% | -81.30% | -6.75% |
Max Drawdown (1Y)Largest decline over 1 year | -39.97% | -27.25% | -12.72% |
Max Drawdown (3Y)Largest decline over 3 years | -39.97% | -36.57% | -3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -56.22% | -62.40% | +6.18% |
Max Drawdown (10Y)Largest decline over 10 years | -63.09% | -62.40% | -0.69% |
Current DrawdownCurrent decline from peak | -39.97% | -24.65% | -15.32% |
Average DrawdownAverage peak-to-trough decline | -44.26% | -41.38% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.69% | 10.22% | +5.47% |
Volatility
GFI vs. NEM - Volatility Comparison
Gold Fields Limited (GFI) has a higher volatility of 15.34% compared to Newmont Corporation (NEM) at 14.19%. This indicates that GFI's price experiences larger fluctuations and is considered to be riskier than NEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFI | NEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.34% | 14.19% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 45.82% | 36.93% | +8.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.39% | 46.87% | +12.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.26% | 37.83% | +14.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.86% | 35.59% | +19.27% |
Dividends
GFI vs. NEM - Dividend Comparison
GFI's dividend yield for the trailing twelve months is around 5.13%, more than NEM's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NEM Newmont Corporation | 1.03% | 1.00% | 2.69% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.62% | 0.67% | 0.37% | 0.56% |
Financials
GFI vs. NEM - Financials Comparison
This section allows you to compare key financial metrics between Gold Fields Limited and Newmont 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
Frequently Asked Questions
GFI and NEM have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFI has higher volatility (15.34%) compared to NEM (14.19%). In terms of maximum drawdown, GFI dropped -88.05% vs NEM's -81.30%.
NEM currently has the higher Sharpe Ratio (1.96 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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