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GPM.L vs. AU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GPM.L vs. AU - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Golden Prospect Precious Metals Ltd (GPM.L) and AngloGold Ashanti Limited (AU). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GPM.L is traded in GBp, while AU is traded in USD. To make them comparable, the AU values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GPM.L achieves a 20.74% return, which is significantly higher than AU's 8.84% return. Over the past 10 years, GPM.L has underperformed AU with an annualized return of 12.85%, while AU has yielded a comparatively higher 21.98% annualized return.


GPM.L

1D
0.00%
1M
8.35%
YTD
20.74%
6M
31.98%
1Y
110.19%
3Y*
52.90%
5Y*
13.79%
10Y*
12.85%

AU

1D
0.00%
1M
0.93%
YTD
8.84%
6M
10.10%
1Y
107.45%
3Y*
54.95%
5Y*
36.32%
10Y*
21.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPM.L vs. AU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPM.L
Golden Prospect Precious Metals Ltd
20.74%164.79%20.34%-14.24%-19.06%-20.56%69.84%77.46%-44.09%-14.48%
AU
AngloGold Ashanti Limited
11.69%260.52%27.62%-7.54%6.19%-3.97%-1.09%72.08%31.31%-10.68%

Correlation

The correlation between GPM.L and AU is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.36

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

0.32

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2007

0.16

Over the past year, GPM.L and AU have become more correlated (0.40) than their long-term average of 0.16, meaning their price movements have been converging.

Fundamentals

Market Cap

GPM.L:

£111.43M

AU:

$46.54B

EPS

GPM.L:

£0.91

AU:

$6.85

PE Ratio

GPM.L:

1.25

AU:

13.45

PEG Ratio

GPM.L:

0.00

AU:

0.16

PS Ratio

GPM.L:

1.35

AU:

4.18

PB Ratio

GPM.L:

0.89

AU:

5.45

Total Revenue (TTM)

GPM.L:

£79.15M

AU:

$11.17B

Gross Profit (TTM)

GPM.L:

£79.06M

AU:

$5.82B

EBITDA (TTM)

GPM.L:

£85.71M

AU:

$5.58B

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Return for Risk

GPM.L vs. AU — Risk / Return Rank

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

GPM.L
GPM.L Risk / Return Rank: 8686
Overall Rank
GPM.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GPM.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
GPM.L Omega Ratio Rank: 8484
Omega Ratio Rank
GPM.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
GPM.L Martin Ratio Rank: 8585
Martin Ratio Rank

AU
AU Risk / Return Rank: 8383
Overall Rank
AU Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AU Sortino Ratio Rank: 8080
Sortino Ratio Rank
AU Omega Ratio Rank: 8080
Omega Ratio Rank
AU Calmar Ratio Rank: 8383
Calmar Ratio Rank
AU Martin Ratio Rank: 8585
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.

GPM.L vs. AU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Prospect Precious Metals Ltd (GPM.L) and AngloGold Ashanti Limited (AU). 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.


GPM.LAUDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.35

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

3.97

2.98

+0.99

Martin ratioReturn relative to average drawdown

9.07

8.27

+0.80

GPM.L vs. AU - Sharpe Ratio Comparison

The current GPM.L Sharpe Ratio is 2.23, which is comparable to the AU Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of GPM.L and AU, 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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Sharpe Ratios by Period


GPM.LAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

1.96

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.79

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.46

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.16

-0.15

Drawdowns

GPM.L vs. AU - Drawdown Comparison

The maximum GPM.L drawdown since its inception was -86.38%, roughly equal to the maximum AU drawdown of -88.36%. Use the drawdown chart below to compare losses from any high point for GPM.L and AU.


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Drawdown Indicators


GPM.LAUDifference

Max Drawdown

Largest peak-to-trough decline

-86.38%

-88.36%

+1.98%

Max Drawdown (1Y)

Largest decline over 1 year

-27.61%

-36.30%

+8.69%

Max Drawdown (3Y)

Largest decline over 3 years

-27.61%

-37.07%

+9.46%

Max Drawdown (5Y)

Largest decline over 5 years

-61.34%

-46.20%

-15.14%

Max Drawdown (10Y)

Largest decline over 10 years

-68.79%

-66.91%

-1.88%

Current Drawdown

Current decline from peak

-10.95%

-28.00%

+17.05%

Average Drawdown

Average peak-to-trough decline

-59.10%

-43.39%

-15.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.10%

13.04%

-0.94%

Volatility

GPM.L vs. AU - Volatility Comparison

The current volatility for Golden Prospect Precious Metals Ltd (GPM.L) is 9.16%, while AngloGold Ashanti Limited (AU) has a volatility of 18.86%. This indicates that GPM.L experiences smaller price fluctuations and is considered to be less risky than AU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPM.LAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.16%

18.86%

-9.70%

Volatility (6M)

Calculated over the trailing 6-month period

32.86%

42.91%

-10.05%

Volatility (1Y)

Calculated over the trailing 1-year period

49.10%

55.18%

-6.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.19%

46.39%

-7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.67%

48.18%

-8.51%

Dividends

GPM.L vs. AU - Dividend Comparison

GPM.L has not paid dividends to shareholders, while AU's dividend yield for the trailing twelve months is around 4.99%.


PositionTTM202520242023202220212020201920182017
AU
AngloGold Ashanti Limited
4.99%2.96%1.78%1.14%2.26%2.58%0.49%0.30%0.48%0.93%
GPM.L
Golden Prospect Precious Metals Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

GPM.L vs. AU - Financials Comparison

This section allows you to compare key financial metrics between Golden Prospect Precious Metals Ltd and AngloGold Ashanti 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


0.001.00B2.00B3.00B202120222023202420252026
78.21M
3.24B
(GPM.L) Total Revenue
(AU) Total Revenue
Please note, different currencies. GPM.L values in GBp, AU values in USD

Frequently Asked Questions


GPM.L and AU have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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