KGC vs. GFI

Last updated Apr 1, 2026

Compare and contrast key facts about Kinross Gold Corporation (KGC) and Gold Fields Limited (GFI).

Performance

KGC vs. GFI - Performance Comparison

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

KGC vs. GFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KGC Kinross Gold Corporation	8.51%	206.11%	55.63%	51.83%	-27.59%	-19.00%	56.04%	46.30%	-25.00%	38.91%
GFI Gold Fields Limited	7.01%	240.42%	-6.27%	44.90%	-2.61%	23.33%	43.02%	89.47%	-16.75%	45.29%

Fundamentals

Market Cap KGC : $36.89B GFI : $40.61B
EPS KGC : $1.97 GFI : $5.39
PE Ratio KGC : 15.53 GFI : 8.43
PEG Ratio KGC : 0.21 GFI : 0.13
PS Ratio KGC : 5.27 GFI : 2.91
PB Ratio KGC : 4.31 GFI : 4.82
Total Revenue (TTM) KGC : $7.06B GFI : $13.98B
Gross Profit (TTM) KGC : $3.48B GFI : $7.34B
EBITDA (TTM) KGC : $4.26B GFI : $8.04B

Returns By Period

In the year-to-date period, KGC achieves a 8.51% return, which is significantly higher than GFI's 7.01% return. Over the past 10 years, KGC has underperformed GFI with an annualized return of 25.62%, while GFI has yielded a comparatively higher 30.93% annualized return.

KGC

• 1D: 6.71%
• 1M: -17.39%
• YTD: 8.51%
• 6M: 23.13%
• 1Y: 143.53%
• 3Y*: 89.08%
• 5Y*: 36.79%
• 10Y*: 25.62%

GFI

• 1D: 7.33%
• 1M: -20.59%
• YTD: 7.01%
• 6M: 11.35%
• 1Y: 113.75%
• 3Y*: 55.49%
• 5Y*: 39.62%
• 10Y*: 30.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

KGC vs. GFI — Risk / Return Rank

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

KGC

KGC Risk / Return Rank: 94
KGC Sharpe Ratio Rank: 96
KGC Sortino Ratio Rank: 91
KGC Omega Ratio Rank: 92
KGC Calmar Ratio Rank: 94
KGC Martin Ratio Rank: 96

GFI

GFI Risk / Return Rank: 87
GFI Sharpe Ratio Rank: 90
GFI Sortino Ratio Rank: 83
GFI Omega Ratio Rank: 83
GFI Calmar Ratio Rank: 88
GFI Martin Ratio Rank: 90

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.

KGC vs. GFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinross Gold Corporation (KGC) and Gold Fields Limited (GFI). 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.

	KGC	GFI	Difference
Sharpe ratio Return per unit of total volatility	2.87	1.88	+0.99
Sortino ratio Return per unit of downside risk	2.89	2.24	+0.66
Omega ratio Gain probability vs. loss probability	1.42	1.31	+0.12
Calmar ratio Return relative to maximum drawdown	4.83	3.34	+1.49
Martin ratio Return relative to average drawdown	17.11	10.60	+6.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KGC vs. GFI - Sharpe Ratio Comparison

The current KGC Sharpe Ratio is 2.87, which is higher than the GFI Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of KGC and GFI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	KGC	GFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.87	1.88	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.77	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.56	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.15	-0.07

Correlation

The correlation between KGC and GFI is 0.70, 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.

Dividends

KGC vs. GFI - Dividend Comparison

KGC's dividend yield for the trailing twelve months is around 0.44%, less than GFI's 4.06% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KGC Kinross Gold Corporation	0.44%	0.44%	1.29%	1.98%	2.93%	2.69%	0.82%	0.00%	0.00%	0.00%	0.00%	0.00%
GFI Gold Fields Limited	4.06%	1.77%	2.94%	2.87%	3.40%	3.24%	1.72%	0.81%	1.61%	1.41%	1.35%	0.60%

Drawdowns

KGC vs. GFI - Drawdown Comparison

The maximum KGC drawdown since its inception was -96.00%, which is greater than GFI's maximum drawdown of -88.05%. Use the drawdown chart below to compare losses from any high point for KGC and GFI.

Drawdown Indicators

	KGC	GFI	Difference
Max Drawdown Largest peak-to-trough decline	-96.00%	-88.05%	-7.95%
Max Drawdown (1Y) Largest decline over 1 year	-30.20%	-34.63%	+4.43%
Max Drawdown (5Y) Largest decline over 5 years	-61.44%	-56.22%	-5.22%
Max Drawdown (10Y) Largest decline over 10 years	-67.75%	-63.09%	-4.66%
Current Drawdown Current decline from peak	-19.73%	-24.04%	+4.31%
Average Drawdown Average peak-to-trough decline	-57.85%	-44.43%	-13.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.52%	10.90%	-2.38%

Volatility

KGC vs. GFI - Volatility Comparison

The current volatility for Kinross Gold Corporation (KGC) is 17.82%, while Gold Fields Limited (GFI) has a volatility of 22.33%. This indicates that KGC experiences smaller price fluctuations and is considered to be less risky than GFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KGC	GFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.82%	22.33%	-4.51%
Volatility (6M) Calculated over the trailing 6-month period	40.92%	47.98%	-7.06%
Volatility (1Y) Calculated over the trailing 1-year period	50.25%	60.74%	-10.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.55%	51.64%	-8.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.66%	55.31%	-7.65%

Financials

KGC vs. GFI - Profitability Comparison

The chart below illustrates the profitability comparison between Kinross Gold Corporation and Gold Fields Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

KGC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Kinross Gold Corporation reported a gross profit of 1.08B and revenue of 2.05B. Therefore, the gross margin over that period was 52.4%.

GFI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Gold Fields Limited reported a gross profit of 3.00B and revenue of 5.29B. Therefore, the gross margin over that period was 56.7%.

KGC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Kinross Gold Corporation reported an operating income of 985.01M and revenue of 2.05B, resulting in an operating margin of 48.0%.

GFI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Gold Fields Limited reported an operating income of 2.71B and revenue of 5.29B, resulting in an operating margin of 51.3%.

KGC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Kinross Gold Corporation reported a net income of 920.43M and revenue of 2.05B, resulting in a net margin of 44.8%.

GFI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Gold Fields Limited reported a net income of 2.55B and revenue of 5.29B, resulting in a net margin of 48.2%.