FTC.L vs. NEM
FTC.L (Filtronic) and NEM (Newmont Corporation) are both stocks. FTC.L operates in Communication Equipment (Technology), while NEM operates in Gold (Basic Materials). Over the past 10 years, FTC.L returned 40.18%/yr vs 14.80%/yr for NEM. At a 0.02 correlation, their price movements are largely independent.
Performance
FTC.L vs. NEM - Performance Comparison
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Different Trading Currencies
FTC.L is traded in GBp, while NEM is traded in USD. To make them comparable, the NEM values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, FTC.L achieves a 85.23% return, which is significantly higher than NEM's 1.30% return. Over the past 10 years, FTC.L has outperformed NEM with an annualized return of 40.18%, while NEM has yielded a comparatively lower 14.80% annualized return.
FTC.L
- 1D
- 13.59%
- 1M
- -4.12%
- YTD
- 85.23%
- 6M
- 136.23%
- 1Y
- 123.29%
- 3Y*
- 192.70%
- 5Y*
- 99.76%
- 10Y*
- 40.18%
NEM
- 1D
- -7.38%
- 1M
- -11.52%
- YTD
- 1.30%
- 6M
- 11.50%
- 1Y
- 88.10%
- 3Y*
- 33.18%
- 5Y*
- 11.36%
- 10Y*
- 14.80%
FTC.L vs. NEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTC.L Filtronic | 85.23% | 131.58% | 256.81% | 53.51% | 20.65% | 32.95% | -3.89% | 52.54% | -39.49% | -19.59% |
NEM Newmont Corporation | 1.30% | 153.38% | -6.22% | -13.32% | -11.35% | 8.42% | 36.16% | 25.55% | -0.58% | 1.31% |
Correlation
The correlation between FTC.L and NEM is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jul 4, 2007 | 0.02 |
The correlation between FTC.L and NEM shifts across timeframes, from 0.02 (10 years) to 0.12 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
FTC.L:
£0.09
NEM:
$6.34
FTC.L:
37.18
NEM:
15.73
FTC.L:
0.05
NEM:
0.41
FTC.L:
7.68
NEM:
4.80
FTC.L:
£98.52M
NEM:
$17.23B
FTC.L:
£47.89M
NEM:
$8.97B
FTC.L:
£25.72M
NEM:
$13.78B
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Return for Risk
FTC.L vs. NEM — Risk / Return Rank
FTC.L
NEM
FTC.L vs. NEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Filtronic (FTC.L) 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.
| FTC.L | NEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 3.49 | -0.04 |
| Martin ratioReturn relative to average drawdown | 9.12 | 9.73 | -0.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTC.L | NEM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 1.95 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.65 | 0.32 | +1.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.43 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | 0.25 | -0.37 |
Drawdowns
FTC.L vs. NEM - Drawdown Comparison
The maximum FTC.L drawdown since its inception was -100.00%, which is greater than NEM's maximum drawdown of -75.60%. Use the drawdown chart below to compare losses from any high point for FTC.L and NEM.
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Drawdown Indicators
| FTC.L | NEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -75.60% | -24.40% |
Max Drawdown (1Y)Largest decline over 1 year | -38.81% | -25.39% | -13.42% |
Max Drawdown (3Y)Largest decline over 3 years | -38.81% | -34.40% | -4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -38.81% | -61.44% | +22.63% |
Max Drawdown (10Y)Largest decline over 10 years | -81.72% | -61.44% | -20.28% |
Current DrawdownCurrent decline from peak | -99.73% | -22.14% | -77.59% |
Average DrawdownAverage peak-to-trough decline | -82.30% | -30.10% | -52.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.66% | 9.09% | +5.57% |
Volatility
FTC.L vs. NEM - Volatility Comparison
Filtronic (FTC.L) has a higher volatility of 43.65% compared to Newmont Corporation (NEM) at 13.13%. This indicates that FTC.L'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
| FTC.L | NEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 43.65% | 13.13% | +30.52% |
Volatility (6M)Calculated over the trailing 6-month period | 58.72% | 35.21% | +23.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.06% | 45.46% | +23.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.59% | 35.77% | +24.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.70% | 34.58% | +31.12% |
Dividends
FTC.L vs. NEM - Dividend Comparison
FTC.L 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTC.L Filtronic | 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
FTC.L vs. NEM - Financials Comparison
This section allows you to compare key financial metrics between Filtronic 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FTC.L and NEM have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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