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

Correlation

The correlation between SBSW and GOLD is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

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.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
83.10%
-26.16%
SBSW
GOLD

Key characteristics

Sharpe Ratio

SBSW:

-0.10

GOLD:

0.48

Sortino Ratio

SBSW:

0.33

GOLD:

0.90

Omega Ratio

SBSW:

1.04

GOLD:

1.11

Calmar Ratio

SBSW:

-0.08

GOLD:

0.26

Martin Ratio

SBSW:

-0.25

GOLD:

1.33

Ulcer Index

SBSW:

26.79%

GOLD:

12.56%

Daily Std Dev

SBSW:

66.11%

GOLD:

34.80%

Max Drawdown

SBSW:

-83.67%

GOLD:

-88.51%

Current Drawdown

SBSW:

-75.11%

GOLD:

-55.93%

Fundamentals

Market Cap

SBSW:

$3.50B

GOLD:

$33.47B

EPS

SBSW:

-$0.55

GOLD:

$1.22

PS Ratio

SBSW:

0.03

GOLD:

2.59

PB Ratio

SBSW:

1.41

GOLD:

1.35

Total Revenue (TTM)

SBSW:

$112.13B

GOLD:

$10.17B

Gross Profit (TTM)

SBSW:

$15.73B

GOLD:

$4.03B

EBITDA (TTM)

SBSW:

$164.00M

GOLD:

$5.71B

Returns By Period

In the year-to-date period, SBSW achieves a 37.27% return, which is significantly higher than GOLD's 23.60% return. Over the past 10 years, SBSW has underperformed GOLD with an annualized return of 0.45%, while GOLD has yielded a comparatively higher 5.61% annualized return.


SBSW

YTD

37.27%

1M

4.14%

6M

-8.11%

1Y

-6.60%

5Y*

-6.60%

10Y*

0.45%

GOLD

YTD

23.60%

1M

-1.35%

6M

-1.75%

1Y

14.03%

5Y*

-4.23%

10Y*

5.61%

*Annualized

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Risk-Adjusted Performance

SBSW vs. GOLD — Risk-Adjusted Performance Rank

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

SBSW
The Risk-Adjusted Performance Rank of SBSW is 4646
Overall Rank
The Sharpe Ratio Rank of SBSW is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SBSW is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SBSW is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SBSW is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SBSW is 4646
Martin Ratio Rank

GOLD
The Risk-Adjusted Performance Rank of GOLD is 6565
Overall Rank
The Sharpe Ratio Rank of GOLD is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLD is 6363
Sortino Ratio Rank
The Omega Ratio Rank of GOLD is 6161
Omega Ratio Rank
The Calmar Ratio Rank of GOLD is 6464
Calmar Ratio Rank
The Martin Ratio Rank of GOLD is 6868
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.

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 -0.10, compared to the broader market-2.00-1.000.001.002.003.00
SBSW: -0.10
GOLD: 0.48
The chart of Sortino ratio for SBSW, currently valued at 0.33, compared to the broader market-6.00-4.00-2.000.002.004.00
SBSW: 0.33
GOLD: 0.90
The chart of Omega ratio for SBSW, currently valued at 1.04, compared to the broader market0.501.001.502.00
SBSW: 1.04
GOLD: 1.11
The chart of Calmar ratio for SBSW, currently valued at -0.08, compared to the broader market0.001.002.003.004.005.00
SBSW: -0.08
GOLD: 0.39
The chart of Martin ratio for SBSW, currently valued at -0.25, compared to the broader market-5.000.005.0010.0015.0020.00
SBSW: -0.25
GOLD: 1.33

The current SBSW Sharpe Ratio is -0.10, which is lower than the GOLD Sharpe Ratio of 0.48. 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.10
0.48
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 2.10%.


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
2.10%2.58%2.21%3.78%4.11%1.36%0.70%1.40%0.83%0.50%1.90%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%NovemberDecember2025FebruaryMarchApril
-75.11%
-28.68%
SBSW
GOLD

Volatility

SBSW vs. GOLD - Volatility Comparison

Sibanye Stillwater Limited (SBSW) has a higher volatility of 33.16% compared to Barrick Gold Corporation (GOLD) at 16.00%. 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%30.00%NovemberDecember2025FebruaryMarchApril
33.16%
16.00%
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


Values in USD except per share items