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

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.

-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-2.91%
-51.62%
HMY
NGD

Returns By Period

In the year-to-date period, HMY achieves a 58.82% return, which is significantly lower than NGD's 93.84% return. Over the past 10 years, HMY has outperformed NGD with an annualized return of 19.47%, while NGD has yielded a comparatively lower -4.81% annualized return.


HMY

YTD

58.82%

1M

-16.33%

6M

4.67%

1Y

70.46%

5Y (annualized)

26.34%

10Y (annualized)

19.47%

NGD

YTD

93.84%

1M

-3.08%

6M

43.65%

1Y

114.39%

5Y (annualized)

28.73%

10Y (annualized)

-4.81%

Fundamentals


HMYNGD
Market Cap$6.06B$2.21B
EPS$0.76$0.02
PE Ratio12.63139.00
PEG Ratio0.00-2.09
Total Revenue (TTM)$4.12B$859.81M
Gross Profit (TTM)$1.99B$140.23M
EBITDA (TTM)$1.06B$252.82M

Key characteristics


HMYNGD
Sharpe Ratio1.282.02
Sortino Ratio1.992.76
Omega Ratio1.251.30
Calmar Ratio1.051.24
Martin Ratio6.3510.75
Ulcer Index11.09%10.64%
Daily Std Dev54.95%56.53%
Max Drawdown-97.06%-96.73%
Current Drawdown-41.00%-79.86%

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Correlation

-0.50.00.51.00.5

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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for HMY, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.282.02
The chart of Sortino ratio for HMY, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.001.992.76
The chart of Omega ratio for HMY, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.30
The chart of Calmar ratio for HMY, currently valued at 1.05, compared to the broader market0.002.004.006.001.051.24
The chart of Martin ratio for HMY, currently valued at 6.35, compared to the broader market0.0010.0020.0030.006.3510.75
HMY
NGD

The current HMY Sharpe Ratio is 1.28, which is lower than the NGD Sharpe Ratio of 2.02. 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 Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
1.28
2.02
HMY
NGD

Dividends

HMY vs. NGD - Dividend Comparison

HMY's dividend yield for the trailing twelve months is around 1.35%, while NGD has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HMY
Harmony Gold Mining Company Limited
1.35%0.65%1.15%2.24%0.00%0.00%0.00%3.48%1.67%0.00%0.00%2.21%
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%

Drawdowns

HMY vs. NGD - Drawdown Comparison

The maximum HMY drawdown since its inception was -97.06%, 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.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-41.00%
-79.86%
HMY
NGD

Volatility

HMY vs. NGD - Volatility Comparison

Harmony Gold Mining Company Limited (HMY) has a higher volatility of 16.02% compared to New Gold Inc. (NGD) at 14.54%. 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%JuneJulyAugustSeptemberOctoberNovember
16.02%
14.54%
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