Newmont Corporation (NEM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Newmont Corporation (NEM): 1Y return 56.5%, Sharpe ratio 1.16, volatility 47.0%, max drawdown -29.4%. 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: -0.3%, Sharpe: -0.10, Volatility: 35.5%, Max Drawdown: -5.2%
- YTD
- Return: -6.4%, Sharpe: 0.02, Volatility: 50.7%, Max Drawdown: -29.4%
- 1Y
- Return: 56.5%, Sharpe: 1.16, Volatility: 47.0%, Max Drawdown: -29.4%
- 5Y
- Return: 69.8%, Sharpe: 0.46, Volatility: 37.4%, Max Drawdown: -62.4%
- 10Y
- Return: 191.0%, Sharpe: 0.47, Volatility: 35.1%, 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.