NGLOY vs. ANFGF

Last updated Jun 4, 2026

NGLOY (Anglo American plc ADR) and ANFGF (Antofagasta PLC) are both stocks. Both are in the Basic Materials sector — NGLOY in Other Industrial Metals & Mining, ANFGF in Copper. Over the past 10 years, NGLOY returned 24.84%/yr vs 28.87%/yr for ANFGF. At a 0.33 correlation, their price movements are largely independent.

Performance

NGLOY vs. ANFGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anglo American plc ADR (NGLOY) and Antofagasta PLC (ANFGF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with NGLOY having a 33.94% return and ANFGF slightly higher at 35.60%. Over the past 10 years, NGLOY has underperformed ANFGF with an annualized return of 24.84%, while ANFGF has yielded a comparatively higher 28.87% annualized return.

NGLOY

• 1D: -4.33%
• 1M: 14.85%
• YTD: 33.94%
• 6M: 41.24%
• 1Y: 90.65%
• 3Y*: 26.14%
• 5Y*: 8.32%
• 10Y*: 24.84%

ANFGF

• 1D: 0.53%
• 1M: 21.45%
• YTD: 35.60%
• 6M: 55.21%
• 1Y: 146.64%
• 3Y*: 50.28%
• 5Y*: 26.36%
• 10Y*: 28.87%

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

NGLOY vs. ANFGF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NGLOY Anglo American plc ADR	33.94%	45.24%	21.97%	-33.36%	2.18%	30.09%	20.20%	36.97%	11.43%	50.83%
ANFGF Antofagasta PLC	35.60%	115.53%	-2.29%	20.04%	10.32%	-3.80%	65.61%	32.34%	-29.35%	66.53%

Correlation

The correlation between NGLOY and ANFGF is 0.57, 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.33

Over the past year, NGLOY and ANFGF have become more correlated (0.57) than their long-term average of 0.33, meaning their price movements have been converging.

Fundamentals

Market Cap NGLOY : $65.05B ANFGF : $58.73B
EPS NGLOY : -$2.86 ANFGF : $2.18
PS Ratio NGLOY : 1.60 ANFGF : 3.88
PB Ratio NGLOY : 3.62 ANFGF : 5.65
Total Revenue (TTM) NGLOY : $40.97B ANFGF : $15.15B
Gross Profit (TTM) NGLOY : $19.76B ANFGF : $6.66B
EBITDA (TTM) NGLOY : $9.15B ANFGF : $8.98B

Return for Risk

NGLOY vs. ANFGF — Risk / Return Rank

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

NGLOY

NGLOY Risk / Return Rank: 87
NGLOY Sharpe Ratio Rank: 90
NGLOY Sortino Ratio Rank: 87
NGLOY Omega Ratio Rank: 84
NGLOY Calmar Ratio Rank: 85
NGLOY Martin Ratio Rank: 89

ANFGF

ANFGF Risk / Return Rank: 90
ANFGF Sharpe Ratio Rank: 93
ANFGF Sortino Ratio Rank: 90
ANFGF Omega Ratio Rank: 87
ANFGF Calmar Ratio Rank: 89
ANFGF Martin Ratio Rank: 92

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.

NGLOY vs. ANFGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Anglo American plc ADR (NGLOY) and Antofagasta PLC (ANFGF). 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.

	NGLOY	ANFGF	Difference
Sharpe ratio Return per unit of total volatility	2.29	2.72	-0.43
Sortino ratio Return per unit of downside risk	2.95	3.21	-0.26
Omega ratio Gain probability vs. loss probability	1.35	1.39	-0.04
Calmar ratio Return relative to maximum drawdown	3.54	4.44	-0.90
Martin ratio Return relative to average drawdown	11.58	14.37	-2.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NGLOY vs. ANFGF - Sharpe Ratio Comparison

The current NGLOY Sharpe Ratio is 2.29, which is comparable to the ANFGF Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of NGLOY and ANFGF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NGLOY	ANFGF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	2.72	-0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.54	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.64	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.58	-0.44

Drawdowns

NGLOY vs. ANFGF - Drawdown Comparison

The maximum NGLOY drawdown since its inception was -92.97%, which is greater than ANFGF's maximum drawdown of -54.41%. Use the drawdown chart below to compare losses from any high point for NGLOY and ANFGF.

Drawdown Indicators

	NGLOY	ANFGF	Difference
Max Drawdown Largest peak-to-trough decline	-92.97%	-54.41%	-38.56%
Max Drawdown (1Y) Largest decline over 1 year	-25.75%	-33.23%	+7.48%
Max Drawdown (3Y) Largest decline over 3 years	-34.20%	-40.92%	+6.72%
Max Drawdown (5Y) Largest decline over 5 years	-58.28%	-47.93%	-10.35%
Max Drawdown (10Y) Largest decline over 10 years	-58.28%	-54.41%	-3.87%
Current Drawdown Current decline from peak	-4.33%	-2.55%	-1.78%
Average Drawdown Average peak-to-trough decline	-40.15%	-18.85%	-21.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.86%	10.24%	-2.38%

Volatility

NGLOY vs. ANFGF - Volatility Comparison

The current volatility for Anglo American plc ADR (NGLOY) is 13.15%, while Antofagasta PLC (ANFGF) has a volatility of 18.73%. This indicates that NGLOY experiences smaller price fluctuations and is considered to be less risky than ANFGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NGLOY	ANFGF	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.15%	18.73%	-5.58%
Volatility (6M) Calculated over the trailing 6-month period	30.14%	45.32%	-15.18%
Volatility (1Y) Calculated over the trailing 1-year period	39.92%	54.31%	-14.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.08%	48.80%	-5.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.33%	48.32%	-4.99%

Dividends

NGLOY vs. ANFGF - Dividend Comparison

NGLOY's dividend yield for the trailing twelve months is around 0.42%, less than ANFGF's 0.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ANFGF Antofagasta PLC	0.81%	1.06%	1.53%	2.85%	6.83%	3.98%	1.53%	3.95%	0.00%	1.14%	0.00%	0.00%
NGLOY Anglo American plc ADR	0.42%	0.69%	2.81%	5.17%	7.45%	6.24%	2.06%	3.67%	4.35%	2.16%	0.00%	19.68%

Financials

NGLOY vs. ANFGF - Profitability Comparison

The chart below illustrates the profitability comparison between Anglo American plc ADR and Antofagasta PLC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

NGLOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Anglo American plc ADR reported a gross profit of 3.87B and revenue of 9.53B. Therefore, the gross margin over that period was 40.7%.

ANFGF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Antofagasta PLC reported a gross profit of 2.56B and revenue of 4.85B. Therefore, the gross margin over that period was 52.9%.

NGLOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Anglo American plc ADR reported an operating income of 1.94B and revenue of 9.53B, resulting in an operating margin of 20.4%.

ANFGF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Antofagasta PLC reported an operating income of 2.18B and revenue of 4.85B, resulting in an operating margin of 45.0%.

NGLOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Anglo American plc ADR reported a net income of -1.86B and revenue of 9.53B, resulting in a net margin of -19.5%.

ANFGF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Antofagasta PLC reported a net income of 812.18M and revenue of 4.85B, resulting in a net margin of 16.8%.

Frequently Asked Questions

Can I hold both NGLOY and ANFGF in my portfolio?

NGLOY and ANFGF have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NGLOY or ANFGF?

ANFGF has higher volatility (18.73%) compared to NGLOY (13.15%). In terms of maximum drawdown, NGLOY dropped -92.97% vs ANFGF's -54.41%.

Which has better risk-adjusted returns?

ANFGF currently has the higher Sharpe Ratio (2.72 vs 2.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.