PortfoliosLab logoPortfoliosLab logo
GORO vs. NEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GORO vs. NEM - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, GORO achieves a 44.93% return, which is significantly higher than NEM's 0.82% return. Over the past 10 years, GORO has underperformed NEM with an annualized return of -9.01%, while NEM has yielded a comparatively higher 13.80% annualized return.


GORO

1D
0.84%
1M
-12.41%
YTD
44.93%
6M
41.71%
1Y
90.08%
3Y*
14.89%
5Y*
-15.91%
10Y*
-9.01%

NEM

1D
2.71%
1M
-15.55%
YTD
0.82%
6M
2.58%
1Y
81.14%
3Y*
36.14%
5Y*
10.51%
10Y*
13.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GORO vs. NEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GORO
Gold Resource Corporation
44.93%259.84%-38.80%-75.42%0.20%-45.33%-46.91%39.34%-8.71%1.64%
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 GORO and NEM is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.43

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

0.48

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

0.52

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2006

0.50

The correlation between GORO and NEM shifts across timeframes, from 0.43 (3 years) to 0.53 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

GORO:

$0.05

NEM:

$6.34

PE Ratio

GORO:

26.16

NEM:

15.82

PEG Ratio

GORO:

0.78

NEM:

0.41

PS Ratio

GORO:

2.13

NEM:

4.83

Total Revenue (TTM)

GORO:

$81.00M

NEM:

$17.23B

Gross Profit (TTM)

GORO:

$38.71M

NEM:

$8.97B

EBITDA (TTM)

GORO:

$43.09M

NEM:

$13.78B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GORO vs. NEM — Risk / Return Rank

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

GORO
GORO Risk / Return Rank: 7373
Overall Rank
GORO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GORO Sortino Ratio Rank: 7575
Sortino Ratio Rank
GORO Omega Ratio Rank: 7070
Omega Ratio Rank
GORO Calmar Ratio Rank: 7676
Calmar Ratio Rank
GORO Martin Ratio Rank: 7272
Martin Ratio Rank

NEM
NEM Risk / Return Rank: 8282
Overall Rank
NEM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
NEM Sortino Ratio Rank: 7878
Sortino Ratio Rank
NEM Omega Ratio Rank: 8080
Omega Ratio Rank
NEM Calmar Ratio Rank: 8282
Calmar Ratio Rank
NEM Martin Ratio Rank: 8484
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.

GORO vs. NEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Resource Corporation (GORO) 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.


GORONEMDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.21

1.29

-0.08

Calmar ratioReturn relative to maximum drawdown

2.05

2.78

-0.73

Martin ratioReturn relative to average drawdown

3.70

7.58

-3.88

GORO vs. NEM - Sharpe Ratio Comparison

The current GORO Sharpe Ratio is 0.93, which is lower than the NEM Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of GORO 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.


Loading charts...

Drawdowns

GORO vs. NEM - Drawdown Comparison

The maximum GORO drawdown since its inception was -99.48%, which is greater than NEM's maximum drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for GORO and NEM.


Loading charts...

Drawdown Indicators


GORONEMDifference

Max Drawdown

Largest peak-to-trough decline

-99.48%

-81.30%

-18.18%

Max Drawdown (1Y)

Largest decline over 1 year

-44.27%

-29.39%

-14.88%

Max Drawdown (3Y)

Largest decline over 3 years

-85.50%

-36.57%

-48.93%

Max Drawdown (5Y)

Largest decline over 5 years

-95.47%

-62.40%

-33.07%

Max Drawdown (10Y)

Largest decline over 10 years

-98.29%

-62.40%

-35.89%

Current Drawdown

Current decline from peak

-95.01%

-23.71%

-71.30%

Average Drawdown

Average peak-to-trough decline

-65.14%

-41.37%

-23.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.42%

10.73%

+13.69%

Volatility

GORO vs. NEM - Volatility Comparison

Gold Resource Corporation (GORO) has a higher volatility of 17.99% compared to Newmont Corporation (NEM) at 15.74%. This indicates that GORO'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.


Loading charts...

Volatility by Period


GORONEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.99%

15.74%

+2.25%

Volatility (6M)

Calculated over the trailing 6-month period

70.66%

37.43%

+33.23%

Volatility (1Y)

Calculated over the trailing 1-year period

97.40%

47.44%

+49.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.01%

37.99%

+55.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.68%

35.67%

+43.01%

Dividends

GORO vs. NEM - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
GORO
Gold Resource Corporation
0.00%0.00%0.00%0.00%2.61%2.78%1.37%0.42%0.50%0.45%0.69%7.23%
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

GORO vs. NEM - Financials Comparison

This section allows you to compare key financial metrics between Gold Resource Corporation 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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B2022202320242025202600
(GORO) Total Revenue
(NEM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


GORO and NEM have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GORO has higher volatility (17.99%) compared to NEM (15.74%). In terms of maximum drawdown, GORO dropped -99.48% vs NEM's -81.30%.

NEM currently has the higher Sharpe Ratio (1.73 vs 0.93), 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 GORO and NEM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer