Newmont Corporation (NEM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Newmont Corporation (NEM): 1Y return 109.8%, Sharpe ratio 1.86, volatility 43.8%, max drawdown -27.2%. 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: 4.4%, Sharpe: 2.34, Volatility: 46.8%, Max Drawdown: -6.5%
- YTD
- Return: 13.4%, Sharpe: 1.08, Volatility: 52.0%, Max Drawdown: -27.2%
- 1Y
- Return: 109.8%, Sharpe: 1.86, Volatility: 43.8%, Max Drawdown: -27.2%
- 5Y
- Return: 102.8%, Sharpe: 0.56, Volatility: 36.3%, Max Drawdown: -62.4%
- 10Y
- Return: 391.0%, Sharpe: 0.62, 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.