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IG.MI vs. NEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IG.MI vs. NEM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Italgas SpA (IG.MI) and Newmont Goldcorp Corporation (NEM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IG.MI is traded in EUR, while NEM is traded in USD. To make them comparable, the NEM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IG.MI achieves a 8.46% return, which is significantly lower than NEM's 9.40% return.


IG.MI

1D
0.67%
1M
2.48%
YTD
8.46%
6M
9.03%
1Y
48.49%
3Y*
27.50%
5Y*
17.70%
10Y*

NEM

1D
-1.64%
1M
0.15%
YTD
9.40%
6M
21.06%
1Y
92.36%
3Y*
36.02%
5Y*
12.75%
10Y*
14.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IG.MI vs. NEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IG.MI
Italgas SpA
8.46%84.30%10.38%4.55%-10.83%21.18%-0.30%12.75%1.66%41.15%
NEM
Newmont Goldcorp Corporation
9.40%140.44%-1.75%-11.50%-15.86%15.44%28.72%33.47%-1.74%-2.72%

Correlation

The correlation between IG.MI and NEM is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.15

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

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2016

0.08

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Return for Risk

IG.MI vs. NEM — Risk / Return Rank

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

IG.MI
IG.MI Risk / Return Rank: 8989
Overall Rank
IG.MI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IG.MI Sortino Ratio Rank: 9090
Sortino Ratio Rank
IG.MI Omega Ratio Rank: 8989
Omega Ratio Rank
IG.MI Calmar Ratio Rank: 8686
Calmar Ratio Rank
IG.MI Martin Ratio Rank: 8888
Martin Ratio Rank

NEM
NEM Risk / Return Rank: 8484
Overall Rank
NEM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NEM Sortino Ratio Rank: 8080
Sortino Ratio Rank
NEM Omega Ratio Rank: 8282
Omega Ratio Rank
NEM Calmar Ratio Rank: 8585
Calmar Ratio Rank
NEM Martin Ratio Rank: 8686
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.

IG.MI vs. NEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Italgas SpA (IG.MI) 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.


IG.MINEMDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.42

1.33

+0.09

Calmar ratioReturn relative to maximum drawdown

3.65

3.74

-0.09

Martin ratioReturn relative to average drawdown

10.57

10.49

+0.08

IG.MI vs. NEM - Sharpe Ratio Comparison

The current IG.MI Sharpe Ratio is 2.49, which is comparable to the NEM Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of IG.MI 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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Sharpe Ratios by Period


IG.MINEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.07

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.36

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.22

+0.44

Drawdowns

IG.MI vs. NEM - Drawdown Comparison

The maximum IG.MI drawdown since its inception was -34.67%, smaller than the maximum NEM drawdown of -71.34%. Use the drawdown chart below to compare losses from any high point for IG.MI and NEM.


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Drawdown Indicators


IG.MINEMDifference

Max Drawdown

Largest peak-to-trough decline

-34.67%

-71.34%

+36.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.28%

-24.83%

+11.55%

Max Drawdown (3Y)

Largest decline over 3 years

-16.15%

-34.18%

+18.03%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-62.64%

+36.60%

Max Drawdown (10Y)

Largest decline over 10 years

-62.64%

Current Drawdown

Current decline from peak

-7.69%

-15.75%

+8.06%

Average Drawdown

Average peak-to-trough decline

-7.71%

-30.52%

+22.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

8.84%

-4.25%

Volatility

IG.MI vs. NEM - Volatility Comparison

The current volatility for Italgas SpA (IG.MI) is 5.23%, while Newmont Goldcorp Corporation (NEM) has a volatility of 12.13%. This indicates that IG.MI 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


IG.MINEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

12.13%

-6.90%

Volatility (6M)

Calculated over the trailing 6-month period

15.93%

34.61%

-18.68%

Volatility (1Y)

Calculated over the trailing 1-year period

19.49%

44.75%

-25.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.35%

35.92%

-15.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

34.17%

-11.59%

Dividends

IG.MI vs. NEM - Dividend Comparison

IG.MI's dividend yield for the trailing twelve months is around 4.37%, more than NEM's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
IG.MI
Italgas SpA
4.37%3.53%5.39%5.07%4.71%3.79%4.08%3.56%3.45%3.25%0.00%0.00%
NEM
Newmont Goldcorp Corporation
0.95%1.00%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%

Financials

IG.MI vs. NEM - Financials Comparison

This section allows you to compare key financial metrics between Italgas SpA 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


Please note, different currencies. IG.MI values in EUR, NEM values in USD

Frequently Asked Questions


IG.MI and NEM have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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