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WRT1V.HE vs. GFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WRT1V.HE vs. GFI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Wärtsilä Oyj Abp (WRT1V.HE) and Gold Fields Limited (GFI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WRT1V.HE is traded in EUR, while GFI is traded in USD. To make them comparable, the GFI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WRT1V.HE achieves a 11.37% return, which is significantly higher than GFI's -12.64% return. Over the past 10 years, WRT1V.HE has underperformed GFI with an annualized return of 14.75%, while GFI has yielded a comparatively higher 27.04% annualized return.


WRT1V.HE

1D
0.61%
1M
-8.67%
YTD
11.37%
6M
11.37%
1Y
77.35%
3Y*
47.18%
5Y*
25.50%
10Y*
14.75%

GFI

1D
1.75%
1M
-16.52%
YTD
-12.64%
6M
-12.35%
1Y
47.43%
3Y*
35.99%
5Y*
33.24%
10Y*
27.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WRT1V.HE vs. GFI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WRT1V.HE
Wärtsilä Oyj Abp
11.37%81.45%32.93%71.27%-34.36%54.60%-11.93%-26.14%-16.62%32.73%
GFI
Gold Fields Limited
-12.64%200.03%-0.08%40.55%3.42%32.56%31.23%93.75%-12.84%27.44%

Correlation

The correlation between WRT1V.HE and GFI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.17

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

0.15

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

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2007

0.05

The correlation between WRT1V.HE and GFI shifts across timeframes, from 0.03 (10 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WRT1V.HE vs. GFI — Risk / Return Rank

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

WRT1V.HE
WRT1V.HE Risk / Return Rank: 8989
Overall Rank
WRT1V.HE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WRT1V.HE Sortino Ratio Rank: 8787
Sortino Ratio Rank
WRT1V.HE Omega Ratio Rank: 8787
Omega Ratio Rank
WRT1V.HE Calmar Ratio Rank: 9191
Calmar Ratio Rank
WRT1V.HE Martin Ratio Rank: 9191
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.

WRT1V.HE vs. GFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wärtsilä Oyj Abp (WRT1V.HE) 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.


WRT1V.HEGFIDifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.36

1.19

+0.17

Calmar ratioReturn relative to maximum drawdown

4.41

1.22

+3.20

Martin ratioReturn relative to average drawdown

12.03

3.28

+8.75

WRT1V.HE vs. GFI - Sharpe Ratio Comparison

The current WRT1V.HE Sharpe Ratio is 2.14, which is higher than the GFI Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of WRT1V.HE 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

WRT1V.HE vs. GFI - Drawdown Comparison

The maximum WRT1V.HE drawdown since its inception was -71.45%, smaller than the maximum GFI drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for WRT1V.HE and GFI.


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Drawdown Indicators


WRT1V.HEGFIDifference

Max Drawdown

Largest peak-to-trough decline

-71.45%

-84.84%

+13.39%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-41.86%

+24.63%

Max Drawdown (3Y)

Largest decline over 3 years

-30.78%

-41.86%

+11.08%

Max Drawdown (5Y)

Largest decline over 5 years

-50.49%

-50.57%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-71.45%

-64.47%

-6.98%

Current Drawdown

Current decline from peak

-16.58%

-36.89%

+20.31%

Average Drawdown

Average peak-to-trough decline

-18.75%

-41.46%

+22.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

15.49%

-9.19%

Volatility

WRT1V.HE vs. GFI - Volatility Comparison

The current volatility for Wärtsilä Oyj Abp (WRT1V.HE) is 13.04%, while Gold Fields Limited (GFI) has a volatility of 16.78%. This indicates that WRT1V.HE 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.


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Volatility by Period


WRT1V.HEGFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.04%

16.78%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

27.27%

44.48%

-17.21%

Volatility (1Y)

Calculated over the trailing 1-year period

35.61%

58.13%

-22.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.36%

50.32%

-15.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.42%

53.21%

-18.79%

Dividends

WRT1V.HE vs. GFI - Dividend Comparison

WRT1V.HE's dividend yield for the trailing twelve months is around 3.06%, less 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%
WRT1V.HE
Wärtsilä Oyj Abp
3.06%1.45%1.87%1.98%3.05%1.62%5.89%4.87%6.62%7.42%8.43%8.19%

Financials

WRT1V.HE vs. GFI - Financials Comparison

This section allows you to compare key financial metrics between Wärtsilä Oyj Abp 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


Please note, different currencies. WRT1V.HE values in EUR, GFI values in USD

Frequently Asked Questions


WRT1V.HE and GFI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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