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

Performance

DY vs. NEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dycom Industries, Inc. (DY) 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, DY achieves a 35.80% return, which is significantly higher than NEM's -0.43% return. Over the past 10 years, DY has outperformed NEM with an annualized return of 18.40%, while NEM has yielded a comparatively lower 13.46% annualized return.


DY

1D
-1.59%
1M
7.13%
YTD
35.80%
6M
31.51%
1Y
88.82%
3Y*
61.44%
5Y*
41.13%
10Y*
18.40%

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)

DY vs. NEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DY
Dycom Industries, Inc.
35.80%94.13%51.24%22.96%-0.17%24.15%60.17%-12.75%-51.50%38.78%
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 DY and NEM is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.21

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

0.20

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

0.13

Correlation (All Time)
Calculated using the full available price history since Sep 25, 1990

0.09

The correlation between DY and NEM shifts across timeframes, from 0.09 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

DY:

$10.52

NEM:

$6.34

PE Ratio

DY:

43.60

NEM:

15.62

PEG Ratio

DY:

0.61

NEM:

0.41

PS Ratio

DY:

2.17

NEM:

4.77

Total Revenue (TTM)

DY:

$6.25B

NEM:

$17.23B

Gross Profit (TTM)

DY:

$1.23B

NEM:

$8.97B

EBITDA (TTM)

DY:

$1.07B

NEM:

$13.78B

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Return for Risk

DY vs. NEM — Risk / Return Rank

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

DY
DY Risk / Return Rank: 8888
Overall Rank
DY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DY Sortino Ratio Rank: 8989
Sortino Ratio Rank
DY Omega Ratio Rank: 8686
Omega Ratio Rank
DY Calmar Ratio Rank: 8787
Calmar Ratio Rank
DY Martin Ratio Rank: 9191
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.

DY vs. NEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dycom Industries, Inc. (DY) 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.


DYNEMDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.36

1.32

+0.05

Calmar ratioReturn relative to maximum drawdown

3.65

3.36

+0.29

Martin ratioReturn relative to average drawdown

12.35

8.94

+3.41

DY vs. NEM - Sharpe Ratio Comparison

The current DY Sharpe Ratio is 1.96, which is comparable to the NEM Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of DY 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


DYNEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.96

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.27

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.38

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.12

+0.12

Drawdowns

DY vs. NEM - Drawdown Comparison

The maximum DY drawdown since its inception was -93.54%, which is greater than NEM's maximum drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for DY and NEM.


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Drawdown Indicators


DYNEMDifference

Max Drawdown

Largest peak-to-trough decline

-93.54%

-81.30%

-12.24%

Max Drawdown (1Y)

Largest decline over 1 year

-24.43%

-27.25%

+2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-32.58%

-36.57%

+3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

-62.40%

+28.70%

Max Drawdown (10Y)

Largest decline over 10 years

-89.01%

-62.40%

-26.61%

Current Drawdown

Current decline from peak

-14.26%

-24.65%

+10.39%

Average Drawdown

Average peak-to-trough decline

-45.66%

-41.38%

-4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.24%

10.22%

-2.98%

Volatility

DY vs. NEM - Volatility Comparison

Dycom Industries, Inc. (DY) has a higher volatility of 25.89% compared to Newmont Corporation (NEM) at 14.19%. This indicates that DY's price experiences larger fluctuations and is considered to be riskier 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


DYNEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.89%

14.19%

+11.70%

Volatility (6M)

Calculated over the trailing 6-month period

38.22%

36.93%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

45.58%

46.87%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.52%

37.83%

+5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.95%

35.59%

+17.36%

Dividends

DY vs. NEM - Dividend Comparison

DY has not paid dividends to shareholders, while NEM's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018201720162015
DY
Dycom Industries, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

DY vs. NEM - Financials Comparison

This section allows you to compare key financial metrics between Dycom Industries, Inc. 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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
1.96B
0
(DY) Total Revenue
(NEM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


DY and NEM have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DY has higher volatility (25.89%) compared to NEM (14.19%). In terms of maximum drawdown, DY dropped -93.54% vs NEM's -81.30%.

DY currently has the higher Sharpe Ratio (1.96 vs 1.96), 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

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