PortfoliosLab logo
SBSW vs. GOLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SBSW and GOLD is 0.57, 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.


-0.50.00.51.00.6

Maximize Your Portfolio’s Potential

Does your portfolio have the optimal asset allocation aligned with your goals? Find it out with our portfolio optimizer

Try portfolio optimization now

Performance

SBSW vs. GOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sibanye Stillwater Limited (SBSW) and Barrick Gold Corporation (GOLD). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-31.22%
-8.21%
SBSW
GOLD

Key characteristics

Sharpe Ratio

SBSW:

-0.56

GOLD:

-0.19

Sortino Ratio

SBSW:

-0.54

GOLD:

-0.04

Omega Ratio

SBSW:

0.94

GOLD:

0.99

Calmar Ratio

SBSW:

-0.42

GOLD:

-0.09

Martin Ratio

SBSW:

-1.60

GOLD:

-0.58

Ulcer Index

SBSW:

21.50%

GOLD:

11.11%

Daily Std Dev

SBSW:

61.91%

GOLD:

33.49%

Max Drawdown

SBSW:

-83.67%

GOLD:

-88.51%

Current Drawdown

SBSW:

-81.49%

GOLD:

-63.57%

Fundamentals

Market Cap

SBSW:

$2.92B

GOLD:

$27.15B

EPS

SBSW:

-$4.10

GOLD:

$0.92

Total Revenue (TTM)

SBSW:

$55.20B

GOLD:

$9.69B

Gross Profit (TTM)

SBSW:

$7.14B

GOLD:

$3.44B

EBITDA (TTM)

SBSW:

$4.74B

GOLD:

$4.78B

Returns By Period

The year-to-date returns for both investments are quite close, with SBSW having a 2.12% return and GOLD slightly higher at 2.19%. Over the past 10 years, SBSW has underperformed GOLD with an annualized return of -1.27%, while GOLD has yielded a comparatively higher 5.39% annualized return.


SBSW

YTD

2.12%

1M

-17.40%

6M

-31.22%

1Y

-34.31%

5Y*

-16.00%

10Y*

-1.27%

GOLD

YTD

2.19%

1M

-8.81%

6M

-8.20%

1Y

-6.54%

5Y*

-0.48%

10Y*

5.39%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Sibanye Stillwater Limited

Barrick Gold Corporation

Risk-Adjusted Performance

SBSW vs. GOLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sibanye Stillwater Limited (SBSW) and Barrick Gold Corporation (GOLD). 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 SBSW, currently valued at -0.56, compared to the broader market-4.00-2.000.002.00-0.56-0.19
The chart of Sortino ratio for SBSW, currently valued at -0.54, compared to the broader market-4.00-2.000.002.004.00-0.54-0.04
The chart of Omega ratio for SBSW, currently valued at 0.94, compared to the broader market0.501.001.502.000.940.99
The chart of Calmar ratio for SBSW, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.42-0.13
The chart of Martin ratio for SBSW, currently valued at -1.60, compared to the broader market0.005.0010.0015.0020.0025.00-1.60-0.58
SBSW
GOLD

The current SBSW Sharpe Ratio is -0.56, which is lower than the GOLD Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of SBSW and GOLD, 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 Ratio-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.56
-0.19
SBSW
GOLD

Dividends

SBSW vs. GOLD - Dividend Comparison

SBSW has not paid dividends to shareholders, while GOLD's dividend yield for the trailing twelve months is around 2.53%.


TTM20242023202220212020201920182017201620152014
SBSW
Sibanye Stillwater Limited
0.00%0.00%6.96%7.68%13.34%0.76%0.00%0.00%3.76%10.25%6.12%9.44%
GOLD
Barrick Gold Corporation
2.53%2.58%2.21%3.78%4.11%1.36%0.70%1.40%0.83%0.50%1.89%1.86%

Drawdowns

SBSW vs. GOLD - Drawdown Comparison

The maximum SBSW drawdown since its inception was -83.67%, smaller than the maximum GOLD drawdown of -88.51%. Use the drawdown chart below to compare losses from any high point for SBSW and GOLD. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-81.49%
-41.03%
SBSW
GOLD

Volatility

SBSW vs. GOLD - Volatility Comparison

Sibanye Stillwater Limited (SBSW) has a higher volatility of 14.77% compared to Barrick Gold Corporation (GOLD) at 8.84%. This indicates that SBSW's price experiences larger fluctuations and is considered to be riskier than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
14.77%
8.84%
SBSW
GOLD

Financials

SBSW vs. GOLD - Financials Comparison

This section allows you to compare key financial metrics between Sibanye Stillwater Limited and Barrick Gold Corporation. 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


0.0010.00B20.00B30.00B40.00B2020AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJuly
27.60B
3.37B
(SBSW) Total Revenue
(GOLD) Total Revenue
Values in USD except per share items

User Portfolios with SBSW or GOLD


META
AAPL
TSLA
AMZN
LLY
NVDA
AMD
MSFT
GOOGL
GOLD
GLDA.L
AMZN
MCD
NATKY
JNJ
WMT
LYMD.DE
BYDDY
GOLD
BTCE.DE
1 / 7

Recent discussions