Newmont Corporation (NEM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Newmont Corporation (NEM): 1Y return 38.9%, Sharpe ratio 0.89, volatility 49.1%, 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: 1.6%, Sharpe: 2.26, Volatility: 22.7%, Max Drawdown: -2.4%
- YTD
- Return: 18.1%, Sharpe: 0.67, Volatility: 48.2%, Max Drawdown: -32.1%
- 1Y
- Return: 38.9%, Sharpe: 0.89, Volatility: 49.1%, Max Drawdown: -32.1%
- 5Y
- Return: 145.4%, Sharpe: 0.65, Volatility: 38.3%, Max Drawdown: -62.4%
- 10Y
- Return: 334.3%, Sharpe: 0.58, Volatility: 35.0%, 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.