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

Performance

NEM vs. LDOS - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, NEM achieves a -0.43% return, which is significantly higher than LDOS's -31.76% return. Over the past 10 years, NEM has underperformed LDOS with an annualized return of 13.46%, while LDOS has yielded a comparatively higher 15.01% annualized return.


NEM

1D
-0.72%
1M
-14.84%
YTD
-0.43%
6M
11.71%
1Y
91.07%
3Y*
36.63%
5Y*
10.33%
10Y*
13.46%

LDOS

1D
-1.31%
1M
-5.62%
YTD
-31.76%
6M
-33.53%
1Y
-16.31%
3Y*
15.32%
5Y*
4.53%
10Y*
15.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEM vs. LDOS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEM
Newmont Corporation
-0.43%172.82%-7.83%-8.76%-20.77%7.40%40.28%30.52%-6.15%10.91%
LDOS
Leidos Holdings, Inc.
-31.76%26.50%34.52%4.50%20.04%-14.20%8.95%88.82%-16.72%29.14%

Correlation

The correlation between NEM and LDOS is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.13

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

0.15

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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2006

0.14

Fundamentals

EPS

NEM:

$6.34

LDOS:

$10.92

PE Ratio

NEM:

15.62

LDOS:

11.25

PEG Ratio

NEM:

0.41

LDOS:

0.09

PS Ratio

NEM:

4.77

LDOS:

0.92

Total Revenue (TTM)

NEM:

$17.23B

LDOS:

$17.33B

Gross Profit (TTM)

NEM:

$8.97B

LDOS:

$3.04B

EBITDA (TTM)

NEM:

$13.78B

LDOS:

$2.34B

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

NEM vs. LDOS — Risk / Return Rank

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

NEM
NEM Risk / Return Rank: 8585
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: 8686
Calmar Ratio Rank
NEM Martin Ratio Rank: 8686
Martin Ratio Rank

LDOS
LDOS Risk / Return Rank: 2020
Overall Rank
LDOS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
LDOS Sortino Ratio Rank: 1919
Sortino Ratio Rank
LDOS Omega Ratio Rank: 1818
Omega Ratio Rank
LDOS Calmar Ratio Rank: 2828
Calmar Ratio Rank
LDOS Martin Ratio Rank: 1818
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. LDOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Newmont Corporation (NEM) and Leidos Holdings, Inc. (LDOS). 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.


NEMLDOSDifference
Sharpe ratioReturn per unit of total volatility

+2.52

Sortino ratioReturn per unit of downside risk

+2.86

Omega ratioGain probability vs. loss probability

1.32

0.92

+0.40

Calmar ratioReturn relative to maximum drawdown

3.36

-0.43

+3.79

Martin ratioReturn relative to average drawdown

8.94

-1.12

+10.06

NEM vs. LDOS - Sharpe Ratio Comparison

The current NEM Sharpe Ratio is 1.96, which is higher than the LDOS Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of NEM and LDOS, 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...

Sharpe Ratios by Period


NEMLDOSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

-0.56

+2.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.17

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.55

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.23

-0.10

Drawdowns

NEM vs. LDOS - Drawdown Comparison

The maximum NEM drawdown since its inception was -81.30%, which is greater than LDOS's maximum drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for NEM and LDOS.


Loading charts...

Drawdown Indicators


NEMLDOSDifference

Max Drawdown

Largest peak-to-trough decline

-81.30%

-54.72%

-26.58%

Max Drawdown (1Y)

Largest decline over 1 year

-27.25%

-38.17%

+10.92%

Max Drawdown (3Y)

Largest decline over 3 years

-36.57%

-38.17%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-62.40%

-38.17%

-24.23%

Max Drawdown (10Y)

Largest decline over 10 years

-62.40%

-42.29%

-20.11%

Current Drawdown

Current decline from peak

-24.65%

-38.17%

+13.52%

Average Drawdown

Average peak-to-trough decline

-41.38%

-19.67%

-21.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.22%

14.55%

-4.33%

Volatility

NEM vs. LDOS - Volatility Comparison

Newmont Corporation (NEM) has a higher volatility of 14.19% compared to Leidos Holdings, Inc. (LDOS) at 7.17%. This indicates that NEM's price experiences larger fluctuations and is considered to be riskier than LDOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NEMLDOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.19%

7.17%

+7.02%

Volatility (6M)

Calculated over the trailing 6-month period

36.93%

25.18%

+11.75%

Volatility (1Y)

Calculated over the trailing 1-year period

46.87%

29.33%

+17.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.83%

26.74%

+11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.59%

27.50%

+8.09%

Dividends

NEM vs. LDOS - Dividend Comparison

NEM's dividend yield for the trailing twelve months is around 1.03%, less than LDOS's 1.35% yield.


PositionTTM20252024202320222021202020192018201720162015
LDOS
Leidos Holdings, Inc.
1.35%0.90%1.07%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%
NEM
Newmont Corporation
1.03%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. LDOS - Financials Comparison

This section allows you to compare key financial metrics between Newmont Corporation and Leidos Holdings, Inc.. 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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B202220232024202520260
4.40B
(NEM) Total Revenue
(LDOS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NEM and LDOS have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEM has higher volatility (14.19%) compared to LDOS (7.17%). In terms of maximum drawdown, NEM dropped -81.30% vs LDOS's -54.72%.

NEM currently has the higher Sharpe Ratio (1.96 vs -0.56), 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 NEM and LDOS

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