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BAP vs. NEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BAP vs. NEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credicorp Ltd. (BAP) and Newmont Corporation (NEM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BAP achieves a 11.98% return, which is significantly higher than NEM's -0.43% return. Over the past 10 years, BAP has underperformed NEM with an annualized return of 12.23%, while NEM has yielded a comparatively higher 13.46% annualized return.


BAP

1D
-0.81%
1M
-2.76%
YTD
11.98%
6M
19.32%
1Y
47.72%
3Y*
37.39%
5Y*
26.07%
10Y*
12.23%

NEM

1D
-0.72%
1M
-14.84%
YTD
-0.43%
6M
11.71%
1Y
91.07%
3Y*
36.63%
5Y*
10.33%
10Y*
13.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAP vs. NEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAP
Credicorp Ltd.
11.98%65.23%31.35%16.29%14.47%-24.73%-17.56%-0.26%7.07%37.84%
NEM
Newmont Corporation
-0.43%172.82%-7.83%-8.76%-20.77%7.40%40.28%30.52%-6.15%10.91%

Correlation

The correlation between BAP and NEM is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 26, 1995

0.14

The correlation between BAP and NEM shifts across timeframes, from 0.14 (all time) to 0.28 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

BAP:

$90.36

NEM:

$6.34

PE Ratio

BAP:

3.54

NEM:

15.62

PEG Ratio

BAP:

0.19

NEM:

0.41

PS Ratio

BAP:

0.89

NEM:

4.77

Total Revenue (TTM)

BAP:

$28.76B

NEM:

$17.23B

Gross Profit (TTM)

BAP:

$22.06B

NEM:

$8.97B

EBITDA (TTM)

BAP:

$11.19B

NEM:

$13.78B

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Return for Risk

BAP vs. NEM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAP
BAP Risk / Return Rank: 8080
Overall Rank
BAP Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BAP Sortino Ratio Rank: 7777
Sortino Ratio Rank
BAP Omega Ratio Rank: 8080
Omega Ratio Rank
BAP Calmar Ratio Rank: 8181
Calmar Ratio Rank
BAP Martin Ratio Rank: 8181
Martin Ratio Rank

NEM
NEM Risk / Return Rank: 8585
Overall Rank
NEM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NEM Sortino Ratio Rank: 8080
Sortino Ratio Rank
NEM Omega Ratio Rank: 8282
Omega Ratio Rank
NEM Calmar Ratio Rank: 8686
Calmar Ratio Rank
NEM Martin Ratio Rank: 8686
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.

BAP vs. NEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credicorp Ltd. (BAP) and Newmont Corporation (NEM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BAPNEMDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.29

1.32

-0.03

Calmar ratioReturn relative to maximum drawdown

2.57

3.36

-0.79

Martin ratioReturn relative to average drawdown

6.50

8.94

-2.44

BAP vs. NEM - Sharpe Ratio Comparison

The current BAP Sharpe Ratio is 1.53, which is comparable to the NEM Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of BAP and NEM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BAPNEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.96

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.27

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.38

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.12

+0.31

Drawdowns

BAP vs. NEM - Drawdown Comparison

The maximum BAP drawdown since its inception was -75.92%, smaller than the maximum NEM drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for BAP and NEM.


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Drawdown Indicators


BAPNEMDifference

Max Drawdown

Largest peak-to-trough decline

-75.92%

-81.30%

+5.38%

Max Drawdown (1Y)

Largest decline over 1 year

-18.65%

-27.25%

+8.60%

Max Drawdown (3Y)

Largest decline over 3 years

-26.53%

-36.57%

+10.04%

Max Drawdown (5Y)

Largest decline over 5 years

-33.40%

-62.40%

+29.00%

Max Drawdown (10Y)

Largest decline over 10 years

-59.09%

-62.40%

+3.31%

Current Drawdown

Current decline from peak

-14.36%

-24.65%

+10.29%

Average Drawdown

Average peak-to-trough decline

-23.96%

-41.38%

+17.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.36%

10.22%

-2.86%

Volatility

BAP vs. NEM - Volatility Comparison

The current volatility for Credicorp Ltd. (BAP) is 13.46%, while Newmont Corporation (NEM) has a volatility of 14.19%. This indicates that BAP experiences smaller price fluctuations and is considered to be less risky than NEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAPNEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.46%

14.19%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

27.65%

36.93%

-9.28%

Volatility (1Y)

Calculated over the trailing 1-year period

31.35%

46.87%

-15.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.49%

37.83%

-6.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.10%

35.59%

-4.49%

Dividends

BAP vs. NEM - Dividend Comparison

BAP's dividend yield for the trailing twelve months is around 0.46%, less than NEM's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
BAP
Credicorp Ltd.
0.46%3.78%6.65%4.52%2.84%0.99%5.37%3.95%0.20%4.16%1.47%2.25%
NEM
Newmont Corporation
1.03%1.00%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%

Financials

BAP vs. NEM - Financials Comparison

This section allows you to compare key financial metrics between Credicorp Ltd. and Newmont Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B20222023202420252026
7.74B
0
(BAP) Total Revenue
(NEM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BAP and NEM have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEM has higher volatility (14.19%) compared to BAP (13.46%). In terms of maximum drawdown, BAP dropped -75.92% vs NEM's -81.30%.

NEM currently has the higher Sharpe Ratio (1.96 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BAP and NEM

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