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HMY vs. NGD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HMY and NGD is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

HMY vs. NGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harmony Gold Mining Company Limited (HMY) and New Gold Inc. (NGD). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
76.87%
-37.78%
HMY
NGD

Key characteristics

Sharpe Ratio

HMY:

1.73

NGD:

2.01

Sortino Ratio

HMY:

2.33

NGD:

2.61

Omega Ratio

HMY:

1.30

NGD:

1.32

Calmar Ratio

HMY:

1.97

NGD:

1.27

Martin Ratio

HMY:

6.55

NGD:

10.77

Ulcer Index

HMY:

15.10%

NGD:

10.37%

Daily Std Dev

HMY:

57.00%

NGD:

55.49%

Max Drawdown

HMY:

-97.05%

NGD:

-96.73%

Current Drawdown

HMY:

-2.45%

NGD:

-74.09%

Fundamentals

Market Cap

HMY:

$11.12B

NGD:

$2.89B

EPS

HMY:

$0.88

NGD:

$0.14

PE Ratio

HMY:

19.94

NGD:

26.00

PEG Ratio

HMY:

0.00

NGD:

-2.09

PS Ratio

HMY:

0.17

NGD:

3.12

PB Ratio

HMY:

4.54

NGD:

2.74

Total Revenue (TTM)

HMY:

$37.96B

NGD:

$725.86M

Gross Profit (TTM)

HMY:

$14.87B

NGD:

$204.19M

EBITDA (TTM)

HMY:

$12.93B

NGD:

$322.16M

Returns By Period

In the year-to-date period, HMY achieves a 113.76% return, which is significantly higher than NGD's 46.77% return. Over the past 10 years, HMY has outperformed NGD with an annualized return of 25.23%, while NGD has yielded a comparatively lower 0.69% annualized return.


HMY

YTD

113.76%

1M

38.95%

6M

48.98%

1Y

93.44%

5Y*

46.29%

10Y*

25.23%

NGD

YTD

46.77%

1M

7.69%

6M

20.13%

1Y

108.00%

5Y*

39.60%

10Y*

0.69%

*Annualized

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Risk-Adjusted Performance

HMY vs. NGD — Risk-Adjusted Performance Rank

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

HMY
The Risk-Adjusted Performance Rank of HMY is 9191
Overall Rank
The Sharpe Ratio Rank of HMY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of HMY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of HMY is 8888
Omega Ratio Rank
The Calmar Ratio Rank of HMY is 9494
Calmar Ratio Rank
The Martin Ratio Rank of HMY is 9191
Martin Ratio Rank

NGD
The Risk-Adjusted Performance Rank of NGD is 9292
Overall Rank
The Sharpe Ratio Rank of NGD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of NGD is 9393
Sortino Ratio Rank
The Omega Ratio Rank of NGD is 9090
Omega Ratio Rank
The Calmar Ratio Rank of NGD is 8888
Calmar Ratio Rank
The Martin Ratio Rank of NGD is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HMY vs. NGD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harmony Gold Mining Company Limited (HMY) 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.


The chart of Sharpe ratio for HMY, currently valued at 1.73, compared to the broader market-2.00-1.000.001.002.003.00
HMY: 1.73
NGD: 2.01
The chart of Sortino ratio for HMY, currently valued at 2.33, compared to the broader market-6.00-4.00-2.000.002.004.00
HMY: 2.33
NGD: 2.61
The chart of Omega ratio for HMY, currently valued at 1.30, compared to the broader market0.501.001.502.00
HMY: 1.30
NGD: 1.32
The chart of Calmar ratio for HMY, currently valued at 1.97, compared to the broader market0.001.002.003.004.00
HMY: 1.97
NGD: 1.27
The chart of Martin ratio for HMY, currently valued at 6.55, compared to the broader market-5.000.005.0010.0015.0020.00
HMY: 6.55
NGD: 10.77

The current HMY Sharpe Ratio is 1.73, which is comparable to the NGD Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of HMY and NGD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.73
2.01
HMY
NGD

Dividends

HMY vs. NGD - Dividend Comparison

HMY's dividend yield for the trailing twelve months is around 0.30%, while NGD has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
HMY
Harmony Gold Mining Company Limited
0.30%1.58%0.65%1.15%2.24%0.00%0.00%0.00%3.48%1.67%
NGD
New Gold Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HMY vs. NGD - Drawdown Comparison

The maximum HMY drawdown since its inception was -97.05%, roughly equal to the maximum NGD drawdown of -96.73%. Use the drawdown chart below to compare losses from any high point for HMY and NGD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.45%
-74.09%
HMY
NGD

Volatility

HMY vs. NGD - Volatility Comparison

Harmony Gold Mining Company Limited (HMY) has a higher volatility of 23.60% compared to New Gold Inc. (NGD) at 22.23%. This indicates that HMY's price experiences larger fluctuations and is considered to be riskier than NGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
23.60%
22.23%
HMY
NGD

Financials

HMY vs. NGD - Financials Comparison

This section allows you to compare key financial metrics between Harmony Gold Mining Company 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items