PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KGC vs. EGO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KGC and EGO is 0.69, 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: 0.7

Performance

KGC vs. EGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kinross Gold Corporation (KGC) and Eldorado Gold Corporation (EGO). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
93.28%
141.84%
KGC
EGO

Key characteristics

Sharpe Ratio

KGC:

2.62

EGO:

0.62

Sortino Ratio

KGC:

2.96

EGO:

1.03

Omega Ratio

KGC:

1.40

EGO:

1.14

Calmar Ratio

KGC:

1.39

EGO:

0.29

Martin Ratio

KGC:

17.78

EGO:

2.03

Ulcer Index

KGC:

6.02%

EGO:

12.35%

Daily Std Dev

KGC:

40.84%

EGO:

40.53%

Max Drawdown

KGC:

-96.04%

EGO:

-97.49%

Current Drawdown

KGC:

-52.86%

EGO:

-83.29%

Fundamentals

Market Cap

KGC:

$15.52B

EGO:

$3.63B

EPS

KGC:

$0.77

EGO:

$1.46

PE Ratio

KGC:

16.38

EGO:

12.05

PEG Ratio

KGC:

-3.90

EGO:

10.65

Total Revenue (TTM)

KGC:

$4.29B

EGO:

$1.06B

Gross Profit (TTM)

KGC:

$2.07B

EGO:

$472.54M

EBITDA (TTM)

KGC:

$2.48B

EGO:

$590.53M

Returns By Period

In the year-to-date period, KGC achieves a 35.92% return, which is significantly higher than EGO's 18.36% return. Over the past 10 years, KGC has outperformed EGO with an annualized return of 19.61%, while EGO has yielded a comparatively lower -3.09% annualized return.


KGC

YTD

35.92%

1M

17.54%

6M

32.21%

1Y

105.98%

5Y*

23.49%

10Y*

19.61%

EGO

YTD

18.36%

1M

27.81%

6M

0.00%

1Y

22.39%

5Y*

21.73%

10Y*

-3.09%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

KGC vs. EGO — Risk-Adjusted Performance Rank

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

KGC
The Risk-Adjusted Performance Rank of KGC is 9494
Overall Rank
The Sharpe Ratio Rank of KGC is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of KGC is 9494
Sortino Ratio Rank
The Omega Ratio Rank of KGC is 9393
Omega Ratio Rank
The Calmar Ratio Rank of KGC is 8989
Calmar Ratio Rank
The Martin Ratio Rank of KGC is 9898
Martin Ratio Rank

EGO
The Risk-Adjusted Performance Rank of EGO is 7070
Overall Rank
The Sharpe Ratio Rank of EGO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of EGO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of EGO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of EGO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of EGO is 7373
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.

KGC vs. EGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinross Gold Corporation (KGC) and Eldorado Gold Corporation (EGO). 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 KGC, currently valued at 2.62, compared to the broader market-2.00-1.000.001.002.003.00
KGC: 2.62
EGO: 0.62
The chart of Sortino ratio for KGC, currently valued at 2.96, compared to the broader market-6.00-4.00-2.000.002.004.00
KGC: 2.96
EGO: 1.03
The chart of Omega ratio for KGC, currently valued at 1.40, compared to the broader market0.501.001.502.00
KGC: 1.40
EGO: 1.14
The chart of Calmar ratio for KGC, currently valued at 1.45, compared to the broader market0.001.002.003.004.005.00
KGC: 1.45
EGO: 0.29
The chart of Martin ratio for KGC, currently valued at 17.78, compared to the broader market-5.000.005.0010.0015.0020.00
KGC: 17.78
EGO: 2.03

The current KGC Sharpe Ratio is 2.62, which is higher than the EGO Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of KGC and EGO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.62
0.62
KGC
EGO

Dividends

KGC vs. EGO - Dividend Comparison

KGC's dividend yield for the trailing twelve months is around 0.48%, while EGO has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
KGC
Kinross Gold Corporation
0.48%0.97%1.98%2.93%2.07%0.82%0.00%0.00%0.00%0.00%0.00%0.00%
EGO
Eldorado Gold Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.05%0.00%0.54%0.30%

Drawdowns

KGC vs. EGO - Drawdown Comparison

The maximum KGC drawdown since its inception was -96.04%, roughly equal to the maximum EGO drawdown of -97.49%. Use the drawdown chart below to compare losses from any high point for KGC and EGO. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-45.99%
-83.29%
KGC
EGO

Volatility

KGC vs. EGO - Volatility Comparison

Kinross Gold Corporation (KGC) has a higher volatility of 10.78% compared to Eldorado Gold Corporation (EGO) at 8.76%. This indicates that KGC's price experiences larger fluctuations and is considered to be riskier than EGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
10.78%
8.76%
KGC
EGO

Financials

KGC vs. EGO - Financials Comparison

This section allows you to compare key financial metrics between Kinross Gold Corporation and Eldorado Gold Corporation. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab