GFI vs. SAN
GFI (Gold Fields Limited) and SAN (Banco Santander, S.A.) are both stocks. GFI operates in Gold (Basic Materials), while SAN operates in Banks - Diversified (Financial Services). Over the past 10 years, GFI returned 26.67%/yr vs 15.55%/yr for SAN. At a 0.15 correlation, their price movements are largely independent.
Performance
GFI vs. SAN - 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 SAN's 4.95% return. Over the past 10 years, GFI has outperformed SAN with an annualized return of 26.67%, while SAN has yielded a comparatively lower 15.55% 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%
SAN
- 1D
- 0.08%
- 1M
- -0.98%
- YTD
- 4.95%
- 6M
- 11.81%
- 1Y
- 55.12%
- 3Y*
- 58.01%
- 5Y*
- 28.22%
- 10Y*
- 15.55%
GFI vs. SAN - 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% |
SAN Banco Santander, S.A. | 4.95% | 164.72% | 14.96% | 46.20% | -6.62% | 10.41% | -21.99% | -2.32% | -28.49% | 32.28% |
Correlation
The correlation between GFI and SAN is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007 | 0.15 |
The correlation between GFI and SAN shifts across timeframes, from 0.06 (10 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
GFI:
$32.09B
SAN:
$178.48B
GFI:
$5.39
SAN:
$1.06
GFI:
6.66
SAN:
11.45
GFI:
0.11
SAN:
0.60
GFI:
2.30
SAN:
2.48
GFI:
3.81
SAN:
1.68
GFI:
$13.98B
SAN:
$74.92B
GFI:
$7.34B
SAN:
$46.97B
GFI:
$8.04B
SAN:
$21.14B
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Return for Risk
GFI vs. SAN — Risk / Return Rank
GFI
SAN
GFI vs. SAN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and Banco Santander, S.A. (SAN). 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 | SAN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.27 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.73 | -1.44 |
| Martin ratioReturn relative to average drawdown | 3.29 | 8.45 | -5.16 |
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 | SAN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.68 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.84 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.44 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.23 | -0.10 |
Drawdowns
GFI vs. SAN - Drawdown Comparison
The maximum GFI drawdown since its inception was -88.05%, which is greater than SAN's maximum drawdown of -82.94%. Use the drawdown chart below to compare losses from any high point for GFI and SAN.
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Drawdown Indicators
| GFI | SAN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.05% | -82.94% | -5.11% |
Max Drawdown (1Y)Largest decline over 1 year | -39.97% | -20.29% | -19.68% |
Max Drawdown (3Y)Largest decline over 3 years | -39.97% | -20.29% | -19.68% |
Max Drawdown (5Y)Largest decline over 5 years | -56.22% | -43.63% | -12.59% |
Max Drawdown (10Y)Largest decline over 10 years | -63.09% | -73.84% | +10.75% |
Current DrawdownCurrent decline from peak | -39.97% | -6.81% | -33.16% |
Average DrawdownAverage peak-to-trough decline | -44.26% | -30.67% | -13.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.69% | 6.55% | +9.14% |
Volatility
GFI vs. SAN - Volatility Comparison
Gold Fields Limited (GFI) has a higher volatility of 15.34% compared to Banco Santander, S.A. (SAN) at 8.71%. This indicates that GFI's price experiences larger fluctuations and is considered to be riskier than SAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFI | SAN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.34% | 8.71% | +6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 45.82% | 26.85% | +18.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.39% | 33.12% | +26.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.26% | 33.78% | +18.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.86% | 35.87% | +18.99% |
Dividends
GFI vs. SAN - Dividend Comparison
GFI's dividend yield for the trailing twelve months is around 5.13%, more than SAN's 2.30% 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% |
SAN Banco Santander, S.A. | 2.30% | 2.11% | 4.63% | 3.58% | 3.83% | 2.71% | 0.00% | 6.20% | 5.83% | 4.60% | 3.29% | 7.06% |
Financials
GFI vs. SAN - Financials Comparison
This section allows you to compare key financial metrics between Gold Fields Limited and Banco Santander, S.A.. 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. SAN - 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%.
SAN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Banco Santander, S.A. reported a gross profit of 12.95B and revenue of 31.44B. Therefore, the gross margin over that period was 41.2%.
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%.
SAN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Banco Santander, S.A. reported an operating income of 5.11B and revenue of 31.44B, resulting in an operating margin of 16.3%.
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%.
SAN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Banco Santander, S.A. reported a net income of 5.54B and revenue of 31.44B, resulting in a net margin of 17.6%.
Frequently Asked Questions
GFI and SAN have a correlation of 0.31, 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 SAN (8.71%). In terms of maximum drawdown, GFI dropped -88.05% vs SAN's -82.94%.
SAN currently has the higher Sharpe Ratio (1.68 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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