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NEM (XEM-USD)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NEM, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

NEM (XEM-USD) has returned -45.85% so far this year and -96.01% over the past 12 months.


NEM

1D
1.79%
1M
-13.86%
YTD
-45.85%
6M
-65.34%
1Y
-96.01%
3Y*
-75.02%
5Y*
-71.79%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 31, 2017, XEM-USD's average daily return is +0.03%, while the average monthly return is +2.84%. At this rate, your investment would double in approximately 2.1 years.

Historically, 39% of months were positive and 61% were negative. The best month was Dec 2017 with a return of +363.9%, while the worst month was May 2025 at -64.0%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 9 months.

On a daily basis, XEM-USD closed higher 48% of trading days. The best single day was Dec 8, 2017 with a return of +122.0%, while the worst single day was Jul 3, 2025 at -37.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-30.92%-14.72%-8.08%-45.85%
2025-3.75%-14.27%-17.78%24.76%-63.96%-60.84%-8.62%-10.05%-20.42%-27.38%5.19%-16.20%-95.00%
2024-8.57%16.97%23.72%-30.97%2.50%-59.59%53.85%-22.86%8.87%-16.35%115.93%-30.97%-39.05%
202329.36%43.88%-25.01%-8.58%-9.79%-11.89%3.03%-18.91%8.51%20.91%12.09%9.86%36.89%
2022-16.60%5.48%9.47%-25.15%-39.88%-27.90%29.09%-11.01%-7.53%-4.33%-15.22%-13.76%-76.79%
202115.02%155.77%-38.91%-4.42%-44.65%-31.11%31.30%9.24%-23.93%30.47%-10.41%-28.33%-40.13%

Benchmark Metrics

NEM has an annualized alpha of -1.22%, beta of 0.99, and R² of 0.03 versus S&P 500 Index. Calculated based on daily prices since June 01, 2017.

  • This cryptocurrency participated in 161.60% of S&P 500 Index downside but only -31.18% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.03 means this cryptocurrency moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-1.22%
Beta
0.99
0.03
Upside Capture
-31.18%
Downside Capture
161.60%

Return for Risk

Risk / Return Rank

XEM-USD ranks 29 for risk / return — below 29% of cryptocurrencies on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


XEM-USD Risk / Return Rank: 2929
Overall Rank
XEM-USD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XEM-USD Sortino Ratio Rank: 66
Sortino Ratio Rank
XEM-USD Omega Ratio Rank: 44
Omega Ratio Rank
XEM-USD Calmar Ratio Rank: 3535
Calmar Ratio Rank
XEM-USD Martin Ratio Rank: 6363
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for NEM (XEM-USD) and compare them to a chosen benchmark (S&P 500 Index).


XEM-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.63

0.90

-1.53

Sortino ratio

Return per unit of downside risk

-1.93

1.39

-3.31

Omega ratio

Gain probability vs. loss probability

0.79

1.21

-0.42

Calmar ratio

Return relative to maximum drawdown

-1.12

1.40

-2.52

Martin ratio

Return relative to average drawdown

-1.51

6.61

-8.12

Explore XEM-USD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the NEM. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the NEM was 99.96%, occurring on Mar 28, 2026. The portfolio has not yet recovered.

The current NEM drawdown is 99.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.96%Jan 8, 20183002Mar 28, 2026
-58.05%Jun 6, 201741Jul 16, 201721Aug 6, 201762
-50.52%Sep 1, 201762Nov 1, 201737Dec 8, 201799
-40.5%Dec 9, 20172Dec 10, 20176Dec 16, 20178
-18.1%Dec 22, 20171Dec 22, 20172Dec 24, 20173

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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