GFI vs. NGD
GFI (Gold Fields Limited) and NGD (New Gold Inc.) are both stocks. Both operate in the Gold industry within the Basic Materials sector. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
GFI vs. NGD - Performance Comparison
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Returns By Period
GFI
- 1D
- 1.67%
- 1M
- -18.49%
- YTD
- -13.96%
- 6M
- -13.63%
- 1Y
- 50.40%
- 3Y*
- 39.19%
- 5Y*
- 32.03%
- 10Y*
- 27.45%
NGD
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GFI vs. NGD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | -13.96% | 240.42% | -6.27% | 44.90% | -2.61% | 23.33% | 43.02% | 89.47% | -16.75% | 45.29% |
NGD New Gold Inc. | 4.25% | 251.21% | 69.86% | 48.98% | -34.67% | -31.51% | 148.86% | 16.28% | -77.00% | -6.00% |
Correlation
The correlation between GFI and NGD is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2007 | 0.59 |
The correlation between GFI and NGD has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.
Fundamentals
GFI:
$5.39
NGD:
$1.61
GFI:
6.78
NGD:
5.64
GFI:
0.11
NGD:
0.01
GFI:
2.34
NGD:
3.30
GFI:
$13.98B
NGD:
$1.46B
GFI:
$7.34B
NGD:
$758.26M
GFI:
$8.04B
NGD:
$1.19B
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Return for Risk
GFI vs. NGD — Risk / Return Rank
GFI
NGD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GFI vs. NGD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and New Gold Inc. (NGD). 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 | NGD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.18 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | — | — |
| Martin ratioReturn relative to average drawdown | 3.06 | — | — |
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Drawdowns
GFI vs. NGD - Drawdown Comparison
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Drawdown Indicators
| GFI | NGD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.05% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -43.90% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -43.90% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -56.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -63.09% | — | — |
Current DrawdownCurrent decline from peak | -38.93% | — | — |
Average DrawdownAverage peak-to-trough decline | -44.25% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.51% | — | — |
Volatility
GFI vs. NGD - Volatility Comparison
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Volatility by Period
| GFI | NGD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.70% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 46.40% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 59.94% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.37% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.90% | — | — |
Dividends
GFI vs. NGD - Dividend Comparison
GFI's dividend yield for the trailing twelve months is around 5.04%, while NGD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | 5.04% | 1.77% | 2.94% | 2.87% | 3.40% | 3.24% | 1.72% | 0.81% | 1.61% | 1.41% | 1.35% | 0.60% |
NGD New Gold Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
GFI vs. NGD - Financials Comparison
This section allows you to compare key financial metrics between Gold Fields Limited and New Gold Inc.. 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 NGD have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for GFI and NGD
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