Newmont Corporation (NEM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Newmont Corporation (NEM): 1Y return 84.7%, Sharpe ratio 1.47, volatility 48.5%, max drawdown -32.1%. A Stock in the Equity asset class. Compare NEM with other assets and invest through your own broker with pfolio.
Newmont Corporation (NEM) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
NEM Performance
- MTD
- Return: 41.2%, Sharpe: 9.42, Volatility: 50.3%, Max Drawdown: -3.6%
- YTD
- Return: 33.1%, Sharpe: 1.09, Volatility: 50.6%, Max Drawdown: -32.1%
- 1Y
- Return: 84.7%, Sharpe: 1.47, Volatility: 48.5%, Max Drawdown: -32.1%
- 5Y
- Return: 162.8%, Sharpe: 0.68, Volatility: 38.1%, Max Drawdown: -62.4%
- 10Y
- Return: 323.3%, Sharpe: 0.57, Volatility: 35.3%, Max Drawdown: -62.4%
Frequently Asked Questions
- What is Newmont Corporation (NEM)?
- Newmont Corporation (NEM) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does NEM compare to other assets?
- You can compare NEM with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NEM through pfolio?
- pfolio helps you build diversified portfolios that may include NEM. You invest through your own broker — pfolio provides the analytics.