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LUG.TO vs. GFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LUG.TO vs. GFI - Performance Comparison

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

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Different Trading Currencies

LUG.TO is traded in CAD, while GFI is traded in USD. To make them comparable, the GFI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LUG.TO achieves a -26.40% return, which is significantly lower than GFI's -12.13% return. Over the past 10 years, LUG.TO has outperformed GFI with an annualized return of 32.69%, while GFI has yielded a comparatively lower 28.56% annualized return.


LUG.TO

1D
1.08%
1M
-14.30%
YTD
-26.40%
6M
-24.67%
1Y
17.51%
3Y*
79.74%
5Y*
53.19%
10Y*
32.69%

GFI

1D
1.96%
1M
-16.77%
YTD
-12.13%
6M
-12.30%
1Y
53.94%
3Y*
41.32%
5Y*
35.93%
10Y*
28.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUG.TO vs. GFI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LUG.TO
Lundin Gold Inc.
-26.40%291.22%91.60%29.55%30.60%-4.67%31.21%66.93%10.15%-13.88%
GFI
Gold Fields Limited
-12.13%224.88%1.67%41.45%3.56%23.27%39.63%81.66%-9.75%35.46%

Correlation

The correlation between LUG.TO and GFI is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2007

0.30

Over the past year, LUG.TO and GFI have become more correlated (0.68) than their long-term average of 0.30, meaning their price movements have been converging.

Fundamentals

Market Cap

LUG.TO:

CA$18.65B

GFI:

$32.65B

EPS

LUG.TO:

$3.77

GFI:

$5.39

PE Ratio

LUG.TO:

14.57

GFI:

6.78

PEG Ratio

LUG.TO:

0.19

GFI:

0.11

PS Ratio

LUG.TO:

6.66

GFI:

2.34

PB Ratio

LUG.TO:

9.79

GFI:

3.87

Total Revenue (TTM)

LUG.TO:

$2.00B

GFI:

$13.98B

Gross Profit (TTM)

LUG.TO:

$1.41B

GFI:

$7.34B

EBITDA (TTM)

LUG.TO:

$1.43B

GFI:

$8.04B

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Return for Risk

LUG.TO vs. GFI — Risk / Return Rank

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

LUG.TO
LUG.TO Risk / Return Rank: 5353
Overall Rank
LUG.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
LUG.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
LUG.TO Omega Ratio Rank: 5151
Omega Ratio Rank
LUG.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
LUG.TO Martin Ratio Rank: 5656
Martin Ratio Rank

GFI
GFI Risk / Return Rank: 6767
Overall Rank
GFI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GFI Sortino Ratio Rank: 6666
Sortino Ratio Rank
GFI Omega Ratio Rank: 6666
Omega Ratio Rank
GFI Calmar Ratio Rank: 6666
Calmar Ratio Rank
GFI Martin Ratio Rank: 6868
Martin Ratio Rank
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.

LUG.TO vs. GFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lundin Gold Inc. (LUG.TO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LUG.TOGFIDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.10

1.19

-0.09

Calmar ratioReturn relative to maximum drawdown

0.46

1.28

-0.81

Martin ratioReturn relative to average drawdown

1.23

3.35

-2.12

LUG.TO vs. GFI - Sharpe Ratio Comparison

The current LUG.TO Sharpe Ratio is 0.32, which is lower than the GFI Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of LUG.TO and GFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LUG.TO vs. GFI - Drawdown Comparison

The maximum LUG.TO drawdown since its inception was -94.74%, which is greater than GFI's maximum drawdown of -84.25%. Use the drawdown chart below to compare losses from any high point for LUG.TO and GFI.


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Drawdown Indicators


LUG.TOGFIDifference

Max Drawdown

Largest peak-to-trough decline

-94.74%

-84.25%

-10.49%

Max Drawdown (1Y)

Largest decline over 1 year

-37.89%

-42.41%

+4.52%

Max Drawdown (3Y)

Largest decline over 3 years

-37.89%

-42.41%

+4.52%

Max Drawdown (5Y)

Largest decline over 5 years

-38.94%

-53.92%

+14.98%

Max Drawdown (10Y)

Largest decline over 10 years

-41.84%

-62.96%

+21.12%

Current Drawdown

Current decline from peak

-34.73%

-37.15%

+2.42%

Average Drawdown

Average peak-to-trough decline

-67.67%

-40.22%

-27.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.24%

16.12%

-1.88%

Volatility

LUG.TO vs. GFI - Volatility Comparison

Lundin Gold Inc. (LUG.TO) and Gold Fields Limited (GFI) have volatilities of 17.86% and 17.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUG.TOGFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.86%

17.89%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

42.07%

46.33%

-4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

55.97%

59.83%

-3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.54%

52.85%

-6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.40%

55.28%

-11.88%

Dividends

LUG.TO vs. GFI - Dividend Comparison

LUG.TO's dividend yield for the trailing twelve months is around 6.79%, more than GFI's 5.04% yield.


PositionTTM20252024202320222021202020192018201720162015
GFI
Gold Fields Limited
5.04%1.77%2.94%2.87%3.40%3.24%1.72%0.81%1.61%1.41%1.35%0.60%
LUG.TO
Lundin Gold Inc.
6.79%3.35%2.69%3.26%1.97%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

LUG.TO vs. GFI - Financials Comparison

This section allows you to compare key financial metrics between Lundin Gold Inc. and Gold Fields Limited. 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
567.38M
5.29B
(LUG.TO) Total Revenue
(GFI) Total Revenue
Values in USD except per share items

LUG.TO vs. GFI - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
74.2%
56.7%
Portfolio components
LUG.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lundin Gold Inc. reported a gross profit of 420.70M and revenue of 567.38M. Therefore, the gross margin over that period was 74.2%.

GFI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

LUG.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lundin Gold Inc. reported an operating income of 391.03M and revenue of 567.38M, resulting in an operating margin of 68.9%.

GFI - Operating Margin

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

LUG.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lundin Gold Inc. reported a net income of 273.33M and revenue of 567.38M, resulting in a net margin of 48.2%.

GFI - Net Margin

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


Frequently Asked Questions


LUG.TO and GFI have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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