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NEM vs. BNS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NEM vs. BNS.TO - Performance Comparison

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

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Different Trading Currencies

NEM is traded in USD, while BNS.TO is traded in CAD. To make them comparable, the BNS.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NEM achieves a 0.82% return, which is significantly lower than BNS.TO's 16.11% return. Over the past 10 years, NEM has outperformed BNS.TO with an annualized return of 13.80%, while BNS.TO has yielded a comparatively lower 10.85% annualized return.


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%

BNS.TO

1D
1.58%
1M
9.71%
YTD
16.11%
6M
18.04%
1Y
63.04%
3Y*
26.26%
5Y*
10.67%
10Y*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEM vs. BNS.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEM
Newmont Corporation
0.82%172.82%-7.83%-8.76%-20.77%7.40%40.28%30.52%-6.15%10.91%
BNS.TO
The Bank of Nova Scotia
16.11%45.39%17.55%6.21%-27.44%38.05%2.12%16.60%-19.06%20.99%

Correlation

The correlation between NEM and BNS.TO 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

0.22

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

0.19

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.14

The correlation between NEM and BNS.TO shifts across timeframes, from 0.09 (10 years) to 0.22 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

NEM:

$6.34

BNS.TO:

CA$7.57

PE Ratio

NEM:

15.82

BNS.TO:

15.51

PS Ratio

NEM:

4.83

BNS.TO:

2.43

Total Revenue (TTM)

NEM:

$17.23B

BNS.TO:

CA$61.04B

Gross Profit (TTM)

NEM:

$8.97B

BNS.TO:

CA$33.58B

EBITDA (TTM)

NEM:

$13.78B

BNS.TO:

CA$13.09B

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Return for Risk

NEM vs. BNS.TO — Risk / Return Rank

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

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

BNS.TO
BNS.TO Risk / Return Rank: 9797
Overall Rank
BNS.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BNS.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
BNS.TO Omega Ratio Rank: 9999
Omega Ratio Rank
BNS.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
BNS.TO Martin Ratio Rank: 9797
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.

NEM vs. BNS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Newmont Corporation (NEM) and The Bank of Nova Scotia (BNS.TO). 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.


NEMBNS.TODifference
Sharpe ratioReturn per unit of total volatility

-2.36

Sortino ratioReturn per unit of downside risk

-3.64

Omega ratioGain probability vs. loss probability

1.29

1.76

-0.47

Calmar ratioReturn relative to maximum drawdown

2.78

4.82

-2.05

Martin ratioReturn relative to average drawdown

7.58

18.89

-11.30

NEM vs. BNS.TO - Sharpe Ratio Comparison

The current NEM Sharpe Ratio is 1.73, which is lower than the BNS.TO Sharpe Ratio of 4.09. The chart below compares the historical Sharpe Ratios of NEM and BNS.TO, 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

NEM vs. BNS.TO - Drawdown Comparison

The maximum NEM drawdown since its inception was -81.30%, which is greater than BNS.TO's maximum drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for NEM and BNS.TO.


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Drawdown Indicators


NEMBNS.TODifference

Max Drawdown

Largest peak-to-trough decline

-81.30%

-63.90%

-17.40%

Max Drawdown (1Y)

Largest decline over 1 year

-29.39%

-13.14%

-16.25%

Max Drawdown (3Y)

Largest decline over 3 years

-36.57%

-20.08%

-16.49%

Max Drawdown (5Y)

Largest decline over 5 years

-62.40%

-40.28%

-22.12%

Max Drawdown (10Y)

Largest decline over 10 years

-62.40%

-46.84%

-15.56%

Current Drawdown

Current decline from peak

-23.71%

0.00%

-23.71%

Average Drawdown

Average peak-to-trough decline

-41.37%

-13.77%

-27.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.73%

3.35%

+7.38%

Volatility

NEM vs. BNS.TO - Volatility Comparison

Newmont Corporation (NEM) has a higher volatility of 15.74% compared to The Bank of Nova Scotia (BNS.TO) at 4.63%. This indicates that NEM's price experiences larger fluctuations and is considered to be riskier than BNS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEMBNS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.74%

4.63%

+11.11%

Volatility (6M)

Calculated over the trailing 6-month period

37.43%

12.12%

+25.31%

Volatility (1Y)

Calculated over the trailing 1-year period

47.44%

15.50%

+31.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.99%

17.73%

+20.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.67%

20.09%

+15.58%

Dividends

NEM vs. BNS.TO - Dividend Comparison

NEM's dividend yield for the trailing twelve months is around 1.02%, less than BNS.TO's 3.75% yield.


PositionTTM20252024202320222021202020192018201720162015
BNS.TO
The Bank of Nova Scotia
3.75%4.27%5.49%6.48%4.61%5.14%5.23%3.60%4.91%3.82%3.91%6.11%
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

NEM vs. BNS.TO - Financials Comparison

This section allows you to compare key financial metrics between Newmont Corporation and The Bank of Nova Scotia. 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


0.005.00B10.00B15.00B20.00B202220232024202520260
17.19B
(NEM) Total Revenue
(BNS.TO) Total Revenue
Please note, different currencies. NEM values in USD, BNS.TO values in CAD

Frequently Asked Questions


NEM and BNS.TO 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.

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