FIVE vs. NEM

Last updated Jun 13, 2026

FIVE (Five Below, Inc.) and NEM (Newmont Corporation) are both stocks. FIVE operates in Specialty Retail (Consumer Cyclical), while NEM operates in Gold (Basic Materials). Over the past 10 years, FIVE returned 16.02%/yr vs 13.80%/yr for NEM. At a 0.07 correlation, their price movements are largely independent.

Performance

FIVE vs. NEM - Performance Comparison

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

Returns By Period

In the year-to-date period, FIVE achieves a 5.38% return, which is significantly higher than NEM's 0.82% return. Over the past 10 years, FIVE has outperformed NEM with an annualized return of 16.02%, while NEM has yielded a comparatively lower 13.80% annualized return.

FIVE

• 1D: -1.72%
• 1M: -7.09%
• YTD: 5.38%
• 6M: 8.22%
• 1Y: 62.93%
• 3Y*: 1.17%
• 5Y*: 0.91%
• 10Y*: 16.02%

NEM

• 1D: 2.71%
• 1M: -7.88%
• YTD: 0.82%
• 6M: 2.58%
• 1Y: 74.95%
• 3Y*: 36.14%
• 5Y*: 10.51%
• 10Y*: 13.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FIVE vs. NEM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FIVE Five Below, Inc.	5.38%	79.46%	-50.76%	20.52%	-14.51%	18.24%	36.85%	24.96%	54.28%	65.97%
NEM Newmont Corporation	0.82%	172.82%	-7.83%	-8.76%	-20.77%	7.40%	40.28%	30.52%	-6.15%	10.91%

Correlation

The correlation between FIVE and NEM is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (10Y) Calculated over the trailing 10-year period	0.09
Correlation (All Time) Calculated using the full available price history since Jul 19, 2012	0.07

The correlation between FIVE and NEM shifts across timeframes, from 0.07 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS FIVE : $7.93 NEM : $6.34
PE Ratio FIVE : 25.02 NEM : 15.82
PEG Ratio FIVE : 2.78 NEM : 0.41
PS Ratio FIVE : 2.17 NEM : 4.83
Total Revenue (TTM) FIVE : $5.08B NEM : $17.23B
Gross Profit (TTM) FIVE : $1.77B NEM : $8.97B
EBITDA (TTM) FIVE : $757.48M NEM : $13.78B

Return for Risk

FIVE vs. NEM — Risk / Return Rank

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

FIVE

FIVE Risk / Return Rank: 81
FIVE Sharpe Ratio Rank: 83
FIVE Sortino Ratio Rank: 77
FIVE Omega Ratio Rank: 78
FIVE Calmar Ratio Rank: 79
FIVE Martin Ratio Rank: 88

NEM

NEM Risk / Return Rank: 82
NEM Sharpe Ratio Rank: 86
NEM Sortino Ratio Rank: 78
NEM Omega Ratio Rank: 80
NEM Calmar Ratio Rank: 82
NEM Martin Ratio Rank: 84

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.

FIVE vs. NEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Five Below, Inc. (FIVE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FIVE	NEM	Difference
Sharpe ratio: Return per unit of total volatility	1.48	1.73	-0.25
Sortino ratio: Return per unit of downside risk	2.00	2.08	-0.07
Omega ratio: Gain probability vs. loss probability	1.27	1.29	-0.02
Calmar ratio: Return relative to maximum drawdown	2.34	2.78	-0.44
Martin ratio: Return relative to average drawdown	9.51	7.58	+1.93

FIVE vs. NEM - Sharpe Ratio Comparison

The current FIVE Sharpe Ratio is 1.48, which is comparable to the NEM Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of FIVE 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.

Drawdowns

FIVE vs. NEM - Drawdown Comparison

The maximum FIVE drawdown since its inception was -76.40%, smaller than the maximum NEM drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for FIVE and NEM.

Drawdown Indicators

	FIVE	NEM	Difference
Max Drawdown Largest peak-to-trough decline	-76.40%	-81.30%	+4.90%
Max Drawdown (1Y) Largest decline over 1 year	-24.71%	-29.39%	+4.68%
Max Drawdown (3Y) Largest decline over 3 years	-74.13%	-36.57%	-37.56%
Max Drawdown (5Y) Largest decline over 5 years	-76.40%	-62.40%	-14.00%
Max Drawdown (10Y) Largest decline over 10 years	-76.40%	-62.40%	-14.00%
Current Drawdown Current decline from peak	-19.87%	-23.71%	+3.84%
Average Drawdown Average peak-to-trough decline	-23.20%	-41.37%	+18.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.07%	10.73%	-4.66%

Volatility

FIVE vs. NEM - Volatility Comparison

Five Below, Inc. (FIVE) has a higher volatility of 17.76% compared to Newmont Corporation (NEM) at 15.74%. This indicates that FIVE'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.

Volatility by Period

	FIVE	NEM	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.76%	15.74%	+2.02%
Volatility (6M) Calculated over the trailing 6-month period	29.68%	37.43%	-7.75%
Volatility (1Y) Calculated over the trailing 1-year period	39.16%	47.44%	-8.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.95%	37.99%	+9.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.14%	35.67%	+10.47%

Dividends

FIVE vs. NEM - Dividend Comparison

FIVE has not paid dividends to shareholders, while NEM's dividend yield for the trailing twelve months is around 1.02%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIVE Five Below, 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	1.02%	1.00%	2.69%	3.87%	4.66%	3.55%	1.74%	3.31%	1.62%	0.67%	0.37%	0.56%

Financials

Frequently Asked Questions

Can I hold both FIVE and NEM in my portfolio?

FIVE and NEM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FIVE or NEM?

FIVE has higher volatility (17.76%) compared to NEM (15.74%). In terms of maximum drawdown, FIVE dropped -76.40% vs NEM's -81.30%.

Which has better risk-adjusted returns?

NEM currently has the higher Sharpe Ratio (1.73 vs 1.48), 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.