KGC vs. FRO

In the year-to-date period, KGC achieves a 56.73% return, which is significantly higher than FRO's 18.21% return. Over the past 10 years, KGC has outperformed FRO with an annualized return of 20.73%, while FRO has yielded a comparatively lower 10.15% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Kinross Gold Corporation (KGC) and Frontline Ltd. (FRO). 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 current KGC Sharpe Ratio is 2.91, which is higher than the FRO Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of KGC and FRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

KGC's dividend yield for the trailing twelve months is around 0.83%, less than FRO's 10.75% yield.

The maximum KGC drawdown since its inception was -96.04%, roughly equal to the maximum FRO drawdown of -98.40%. Use the drawdown chart below to compare losses from any high point for KGC and FRO. For additional features, visit the drawdowns tool.

The current volatility for Kinross Gold Corporation (KGC) is 14.61%, while Frontline Ltd. (FRO) has a volatility of 25.49%. This indicates that KGC experiences smaller price fluctuations and is considered to be less risky than FRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Kinross Gold Corporation and Frontline Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.