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

Performance

IDCC vs. NEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InterDigital, Inc. (IDCC) 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, IDCC achieves a -10.49% return, which is significantly lower than NEM's 0.82% return. Over the past 10 years, IDCC has outperformed NEM with an annualized return of 19.26%, while NEM has yielded a comparatively lower 13.80% annualized return.


IDCC

1D
2.56%
1M
5.00%
YTD
-10.49%
6M
-19.56%
1Y
29.08%
3Y*
48.27%
5Y*
30.63%
10Y*
19.26%

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)

IDCC vs. NEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDCC
InterDigital, Inc.
-10.49%66.05%81.06%123.67%-29.25%20.49%14.28%-16.11%-11.23%-15.34%
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 IDCC 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

0.19

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

0.21

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

0.15

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.07

The correlation between IDCC and NEM shifts across timeframes, from 0.07 (all time) to 0.21 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

IDCC:

$10.51

NEM:

$6.34

PE Ratio

IDCC:

27.00

NEM:

15.82

PEG Ratio

IDCC:

0.34

NEM:

0.41

PS Ratio

IDCC:

11.93

NEM:

4.83

Total Revenue (TTM)

IDCC:

$828.92M

NEM:

$17.23B

Gross Profit (TTM)

IDCC:

$537.64M

NEM:

$8.97B

EBITDA (TTM)

IDCC:

$508.15M

NEM:

$13.78B

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Return for Risk

IDCC vs. NEM — Risk / Return Rank

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

IDCC
IDCC Risk / Return Rank: 6161
Overall Rank
IDCC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IDCC Sortino Ratio Rank: 6060
Sortino Ratio Rank
IDCC Omega Ratio Rank: 6262
Omega Ratio Rank
IDCC Calmar Ratio Rank: 6060
Calmar Ratio Rank
IDCC Martin Ratio Rank: 6262
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.

IDCC vs. NEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for InterDigital, Inc. (IDCC) 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.


IDCCNEMDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.16

1.29

-0.13

Calmar ratioReturn relative to maximum drawdown

0.80

2.78

-1.98

Martin ratioReturn relative to average drawdown

1.92

7.58

-5.66

IDCC vs. NEM - Sharpe Ratio Comparison

The current IDCC Sharpe Ratio is 0.62, which is lower than the NEM Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of IDCC 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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Drawdowns

IDCC vs. NEM - Drawdown Comparison

The maximum IDCC drawdown since its inception was -93.83%, which is greater than NEM's maximum drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for IDCC and NEM.


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Drawdown Indicators


IDCCNEMDifference

Max Drawdown

Largest peak-to-trough decline

-93.83%

-81.30%

-12.53%

Max Drawdown (1Y)

Largest decline over 1 year

-36.48%

-29.39%

-7.09%

Max Drawdown (3Y)

Largest decline over 3 years

-36.48%

-36.57%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-48.72%

-62.40%

+13.68%

Max Drawdown (10Y)

Largest decline over 10 years

-64.94%

-62.40%

-2.54%

Current Drawdown

Current decline from peak

-28.13%

-23.71%

-4.42%

Average Drawdown

Average peak-to-trough decline

-45.27%

-41.37%

-3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.16%

10.73%

+4.43%

Volatility

IDCC vs. NEM - Volatility Comparison

The current volatility for InterDigital, Inc. (IDCC) is 11.82%, while Newmont Corporation (NEM) has a volatility of 15.74%. This indicates that IDCC 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


IDCCNEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.82%

15.74%

-3.92%

Volatility (6M)

Calculated over the trailing 6-month period

36.83%

37.43%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

47.07%

47.44%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.74%

37.99%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.59%

35.67%

-0.08%

Dividends

IDCC vs. NEM - Dividend Comparison

IDCC's dividend yield for the trailing twelve months is around 0.95%, less than NEM's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
IDCC
InterDigital, Inc.
0.95%0.74%0.85%1.34%2.83%1.95%2.31%2.57%2.11%1.64%0.99%1.63%
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

IDCC vs. NEM - Financials Comparison

This section allows you to compare key financial metrics between InterDigital, 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
205.42M
0
(IDCC) Total Revenue
(NEM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


IDCC 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.

NEM has higher volatility (15.74%) compared to IDCC (11.82%). In terms of maximum drawdown, IDCC dropped -93.83% vs NEM's -81.30%.

NEM currently has the higher Sharpe Ratio (1.73 vs 0.62), 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 IDCC 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.

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