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GFI vs. TCOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GFI vs. TCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Fields Limited (GFI) and Trip.com Group Limited (TCOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GFI achieves a -19.53% return, which is significantly higher than TCOM's -40.48% return. Over the past 10 years, GFI has outperformed TCOM with an annualized return of 22.89%, while TCOM has yielded a comparatively lower 0.25% annualized return.


GFI

1D
0.29%
1M
-4.90%
6M
-23.10%
YTD
-19.53%
1Y
47.03%
3Y*
40.04%
5Y*
34.68%
10Y*
22.89%

TCOM

1D
3.31%
1M
-9.69%
6M
-43.43%
YTD
-40.48%
1Y
-30.88%
3Y*
6.23%
5Y*
5.97%
10Y*
0.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFI vs. TCOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GFI
Gold Fields Limited
-19.53%240.42%-6.27%44.90%-2.61%23.33%43.02%89.47%-16.75%45.29%
TCOM
Trip.com Group Limited
-40.48%5.24%90.67%4.68%39.72%-27.01%0.57%23.95%-38.64%10.25%

Correlation

The correlation between GFI and TCOM is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2007

0.11

Fundamentals

Market Cap

GFI:

$30.56B

TCOM:

$26.95B

EPS

GFI:

$5.39

TCOM:

CN¥45.41

PE Ratio

GFI:

6.33

TCOM:

6.39

PEG Ratio

GFI:

0.10

TCOM:

0.04

PS Ratio

GFI:

2.18

TCOM:

3.12

PB Ratio

GFI:

3.62

TCOM:

1.20

Total Revenue (TTM)

GFI:

$13.98B

TCOM:

CN¥64.48B

Gross Profit (TTM)

GFI:

$7.34B

TCOM:

CN¥51.79B

EBITDA (TTM)

GFI:

$8.04B

TCOM:

CN¥39.20B

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Return for Risk

GFI vs. TCOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GFI
GFI Risk / Return Rank: 6868
Overall Rank
GFI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
GFI Sortino Ratio Rank: 6767
Sortino Ratio Rank
GFI Omega Ratio Rank: 6868
Omega Ratio Rank
GFI Calmar Ratio Rank: 6767
Calmar Ratio Rank
GFI Martin Ratio Rank: 6868
Martin Ratio Rank

TCOM
TCOM Risk / Return Rank: 1414
Overall Rank
TCOM Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TCOM Sortino Ratio Rank: 1313
Sortino Ratio Rank
TCOM Omega Ratio Rank: 1111
Omega Ratio Rank
TCOM Calmar Ratio Rank: 2121
Calmar Ratio Rank
TCOM Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GFI vs. TCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) and Trip.com Group Limited (TCOM). 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.


GFITCOMDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.37

Omega ratioGain probability vs. loss probability

1.18

0.85

+0.32

Calmar ratioReturn relative to maximum drawdown

1.04

-0.62

+1.66

Martin ratioReturn relative to average drawdown

2.44

-1.24

+3.68

GFI vs. TCOM - Sharpe Ratio Comparison

The current GFI Sharpe Ratio is 0.79, which is higher than the TCOM Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of GFI and TCOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GFI vs. TCOM - Drawdown Comparison

The maximum GFI drawdown since its inception was -88.05%, which is greater than TCOM's maximum drawdown of -76.34%. Use the drawdown chart below to compare losses from any high point for GFI and TCOM.


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Drawdown Indicators


GFITCOMDifference

Max Drawdown

Largest peak-to-trough decline

-88.05%

-76.34%

-11.71%

Max Drawdown (1Y)

Largest decline over 1 year

-46.66%

-49.54%

+2.88%

Max Drawdown (3Y)

Largest decline over 3 years

-46.66%

-49.54%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-56.22%

-49.54%

-6.68%

Max Drawdown (10Y)

Largest decline over 10 years

-63.09%

-71.96%

+8.87%

Current Drawdown

Current decline from peak

-42.88%

-45.80%

+2.92%

Average Drawdown

Average peak-to-trough decline

-44.24%

-27.89%

-16.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.83%

24.98%

-5.15%

Volatility

GFI vs. TCOM - Volatility Comparison

Gold Fields Limited (GFI) has a higher volatility of 19.88% compared to Trip.com Group Limited (TCOM) at 16.28%. This indicates that GFI's price experiences larger fluctuations and is considered to be riskier than TCOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFITCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.88%

16.28%

+3.60%

Volatility (6M)

Calculated over the trailing 6-month period

47.77%

31.02%

+16.75%

Volatility (1Y)

Calculated over the trailing 1-year period

61.30%

38.00%

+23.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.77%

49.47%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.77%

44.42%

+10.35%

Dividends

GFI vs. TCOM - Dividend Comparison

GFI's dividend yield for the trailing twelve months is around 5.39%, while TCOM has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GFI
Gold Fields Limited
5.39%1.77%2.94%2.87%3.40%3.24%1.72%0.81%1.61%1.41%1.35%0.60%
TCOM
Trip.com Group Limited
0.00%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

GFI vs. TCOM - Financials Comparison

This section allows you to compare key financial metrics between Gold Fields Limited and Trip.com Group Limited. 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


0.005.00B10.00B15.00B20.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
5.29B
16.11B
(GFI) Total Revenue
(TCOM) Total Revenue
Please note, different currencies. GFI values in USD, TCOM values in CNY

GFI vs. TCOM - Profitability Comparison

The chart below illustrates the profitability comparison between Gold Fields Limited and Trip.com Group Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
56.7%
79.5%
Portfolio components
GFI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.

TCOM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Trip.com Group Limited reported a gross profit of 12.80B and revenue of 16.11B. Therefore, the gross margin over that period was 79.5%.

GFI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Gold Fields Limited reported an operating income of 2.71B and revenue of 5.29B, resulting in an operating margin of 51.3%.

TCOM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Trip.com Group Limited reported an operating income of 3.92B and revenue of 16.11B, resulting in an operating margin of 24.3%.

GFI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Gold Fields Limited reported a net income of 2.55B and revenue of 5.29B, resulting in a net margin of 48.2%.

TCOM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Trip.com Group Limited reported a net income of 2.48B and revenue of 16.11B, resulting in a net margin of 15.4%.


Frequently Asked Questions


GFI and TCOM have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GFI has higher volatility (19.88%) compared to TCOM (16.28%). In terms of maximum drawdown, GFI dropped -88.05% vs TCOM's -76.34%.

GFI currently has the higher Sharpe Ratio (0.79 vs -0.81), 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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