PortfoliosLab logo
IE vs. NEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IE and NEM is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

IE vs. NEM - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

IE:

-0.49

NEM:

0.80

Sortino Ratio

IE:

-0.29

NEM:

1.17

Omega Ratio

IE:

0.97

NEM:

1.17

Calmar Ratio

IE:

-0.49

NEM:

0.53

Martin Ratio

IE:

-0.95

NEM:

1.54

Ulcer Index

IE:

37.11%

NEM:

18.07%

Daily Std Dev

IE:

77.04%

NEM:

36.73%

Max Drawdown

IE:

-71.12%

NEM:

-77.55%

Current Drawdown

IE:

-55.21%

NEM:

-31.23%

Fundamentals

Market Cap

IE:

$962.60M

NEM:

$58.68B

EPS

IE:

-$0.85

NEM:

$4.41

PS Ratio

IE:

293.84

NEM:

2.98

PB Ratio

IE:

3.14

NEM:

1.87

Total Revenue (TTM)

IE:

$3.28M

NEM:

$19.65B

Gross Profit (TTM)

IE:

-$35.90M

NEM:

$7.72B

EBITDA (TTM)

IE:

-$101.80M

NEM:

$9.78B

Returns By Period

In the year-to-date period, IE achieves a -2.65% return, which is significantly lower than NEM's 43.16% return.


IE

YTD

-2.65%

1M

16.67%

6M

-22.71%

1Y

-37.34%

3Y*

N/A

5Y*

N/A

10Y*

N/A

NEM

YTD

43.16%

1M

0.55%

6M

27.05%

1Y

29.36%

3Y*

-4.69%

5Y*

1.27%

10Y*

9.54%

*Annualized

Compare stocks, funds, or ETFs

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


Ivanhoe Electric Inc

Newmont Goldcorp Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IE vs. NEM — Risk-Adjusted Performance Rank

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

IE
The Risk-Adjusted Performance Rank of IE is 2525
Overall Rank
The Sharpe Ratio Rank of IE is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of IE is 2727
Sortino Ratio Rank
The Omega Ratio Rank of IE is 2828
Omega Ratio Rank
The Calmar Ratio Rank of IE is 1919
Calmar Ratio Rank
The Martin Ratio Rank of IE is 2727
Martin Ratio Rank

NEM
The Risk-Adjusted Performance Rank of NEM is 7272
Overall Rank
The Sharpe Ratio Rank of NEM is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of NEM is 7070
Sortino Ratio Rank
The Omega Ratio Rank of NEM is 7171
Omega Ratio Rank
The Calmar Ratio Rank of NEM is 7373
Calmar Ratio Rank
The Martin Ratio Rank of NEM is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IE vs. NEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ivanhoe Electric Inc (IE) and Newmont Goldcorp 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.


The current IE Sharpe Ratio is -0.49, which is lower than the NEM Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of IE and NEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IE vs. NEM - Dividend Comparison

IE has not paid dividends to shareholders, while NEM's dividend yield for the trailing twelve months is around 2.37%.


TTM20242023202220212020201920182017201620152014
IE
Ivanhoe Electric 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 Goldcorp Corporation
2.37%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%1.19%

Drawdowns

IE vs. NEM - Drawdown Comparison

The maximum IE drawdown since its inception was -71.12%, smaller than the maximum NEM drawdown of -77.55%. Use the drawdown chart below to compare losses from any high point for IE and NEM.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IE vs. NEM - Volatility Comparison

Ivanhoe Electric Inc (IE) and Newmont Goldcorp Corporation (NEM) have volatilities of 10.60% and 10.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

IE vs. NEM - Financials Comparison

This section allows you to compare key financial metrics between Ivanhoe Electric Inc and Newmont Goldcorp 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


0.001.00B2.00B3.00B4.00B5.00B6.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
735.00K
5.01B
(IE) Total Revenue
(NEM) Total Revenue
Values in USD except per share items