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RGLD vs. GFI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RGLD and GFI is 0.66, 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.


-0.50.00.51.00.7

Performance

RGLD vs. GFI - Performance Comparison

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

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
2.36%
-7.40%
RGLD
GFI

Key characteristics

Sharpe Ratio

RGLD:

0.53

GFI:

0.30

Sortino Ratio

RGLD:

0.90

GFI:

0.70

Omega Ratio

RGLD:

1.11

GFI:

1.09

Calmar Ratio

RGLD:

0.49

GFI:

0.46

Martin Ratio

RGLD:

2.22

GFI:

0.91

Ulcer Index

RGLD:

6.46%

GFI:

15.40%

Daily Std Dev

RGLD:

27.23%

GFI:

46.49%

Max Drawdown

RGLD:

-96.43%

GFI:

-86.06%

Current Drawdown

RGLD:

-13.09%

GFI:

-25.01%

Fundamentals

Market Cap

RGLD:

$8.67B

GFI:

$12.55B

EPS

RGLD:

$4.36

GFI:

$0.71

PE Ratio

RGLD:

30.24

GFI:

19.75

PEG Ratio

RGLD:

1.41

GFI:

0.00

Total Revenue (TTM)

RGLD:

$516.84M

GFI:

$2.12B

Gross Profit (TTM)

RGLD:

$328.48M

GFI:

$735.00M

EBITDA (TTM)

RGLD:

$411.51M

GFI:

$972.00M

Returns By Period

In the year-to-date period, RGLD achieves a 1.69% return, which is significantly lower than GFI's 7.42% return. Over the past 10 years, RGLD has underperformed GFI with an annualized return of 8.42%, while GFI has yielded a comparatively higher 12.27% annualized return.


RGLD

YTD

1.69%

1M

-7.06%

6M

2.36%

1Y

12.70%

5Y*

4.83%

10Y*

8.42%

GFI

YTD

7.42%

1M

2.09%

6M

-7.40%

1Y

15.57%

5Y*

22.11%

10Y*

12.27%

*Annualized

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Risk-Adjusted Performance

RGLD vs. GFI — Risk-Adjusted Performance Rank

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

RGLD
The Risk-Adjusted Performance Rank of RGLD is 6464
Overall Rank
The Sharpe Ratio Rank of RGLD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of RGLD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of RGLD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of RGLD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of RGLD is 7070
Martin Ratio Rank

GFI
The Risk-Adjusted Performance Rank of GFI is 5858
Overall Rank
The Sharpe Ratio Rank of GFI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of GFI is 5353
Sortino Ratio Rank
The Omega Ratio Rank of GFI is 5252
Omega Ratio Rank
The Calmar Ratio Rank of GFI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of GFI is 5858
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.

RGLD vs. GFI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Royal Gold, Inc. (RGLD) 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.


The chart of Sharpe ratio for RGLD, currently valued at 0.53, compared to the broader market-4.00-2.000.002.000.530.30
The chart of Sortino ratio for RGLD, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.000.900.70
The chart of Omega ratio for RGLD, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.09
The chart of Calmar ratio for RGLD, currently valued at 0.49, compared to the broader market0.002.004.006.000.490.46
The chart of Martin ratio for RGLD, currently valued at 2.22, compared to the broader market-10.000.0010.0020.002.220.91
RGLD
GFI

The current RGLD Sharpe Ratio is 0.53, which is higher than the GFI Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of RGLD 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.53
0.30
RGLD
GFI

Dividends

RGLD vs. GFI - Dividend Comparison

RGLD's dividend yield for the trailing twelve months is around 1.23%, less than GFI's 2.74% yield.


TTM20242023202220212020201920182017201620152014
RGLD
Royal Gold, Inc.
1.23%1.21%1.24%1.24%1.14%1.05%0.87%1.17%1.17%1.45%1.81%1.36%
GFI
Gold Fields Limited
2.74%2.94%2.86%3.40%3.24%1.73%0.80%1.62%1.77%1.69%0.72%0.86%

Drawdowns

RGLD vs. GFI - Drawdown Comparison

The maximum RGLD drawdown since its inception was -96.43%, which is greater than GFI's maximum drawdown of -86.06%. Use the drawdown chart below to compare losses from any high point for RGLD and GFI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.09%
-25.01%
RGLD
GFI

Volatility

RGLD vs. GFI - Volatility Comparison

The current volatility for Royal Gold, Inc. (RGLD) is 9.43%, while Gold Fields Limited (GFI) has a volatility of 10.29%. This indicates that RGLD 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.43%
10.29%
RGLD
GFI

Financials

RGLD vs. GFI - Financials Comparison

This section allows you to compare key financial metrics between Royal 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


Values in USD except per share items