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

Performance

NEM vs. NGD - Performance Comparison

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

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NEM vs. NGD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEM
Newmont Goldcorp Corporation
8.63%172.82%-7.83%-8.76%-20.77%7.40%40.28%30.52%-6.15%10.91%
NGD
New Gold Inc.
4.25%251.21%69.86%48.98%-34.67%-31.51%148.86%16.28%-77.00%-6.00%

Fundamentals

EPS

NEM:

$7.91

NGD:

$0.31

PE Ratio

NEM:

13.69

NGD:

29.23

PEG Ratio

NEM:

0.36

NGD:

0.07

PS Ratio

NEM:

5.15

NGD:

5.89

Total Revenue (TTM)

NEM:

$15.51B

NGD:

$1.23B

Gross Profit (TTM)

NEM:

$7.14B

NGD:

$508.36M

EBITDA (TTM)

NEM:

$13.38B

NGD:

$589.77M

Returns By Period

In the year-to-date period, NEM achieves a 8.63% return, which is significantly higher than NGD's 4.25% return. Over the past 10 years, NEM has outperformed NGD with an annualized return of 17.90%, while NGD has yielded a comparatively lower 9.02% annualized return.


NEM

1D
4.97%
1M
-16.56%
YTD
8.63%
6M
29.03%
1Y
127.13%
3Y*
33.46%
5Y*
15.27%
10Y*
17.90%

NGD

1D
0.00%
1M
-32.34%
YTD
4.25%
6M
26.46%
1Y
144.74%
3Y*
114.42%
5Y*
38.53%
10Y*
9.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NEM vs. NGD — Risk / Return Rank

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

NEM
NEM Risk / Return Rank: 9393
Overall Rank
NEM Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NEM Sortino Ratio Rank: 9191
Sortino Ratio Rank
NEM Omega Ratio Rank: 9292
Omega Ratio Rank
NEM Calmar Ratio Rank: 9393
Calmar Ratio Rank
NEM Martin Ratio Rank: 9595
Martin Ratio Rank

NGD
NGD Risk / Return Rank: 9494
Overall Rank
NGD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NGD Sortino Ratio Rank: 9191
Sortino Ratio Rank
NGD Omega Ratio Rank: 9292
Omega Ratio Rank
NGD Calmar Ratio Rank: 9494
Calmar Ratio Rank
NGD Martin Ratio Rank: 9696
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. NGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Newmont Goldcorp Corporation (NEM) and New Gold Inc. (NGD). 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.


NEMNGDDifference

Sharpe ratio

Return per unit of total volatility

2.78

2.74

+0.04

Sortino ratio

Return per unit of downside risk

2.89

2.86

+0.02

Omega ratio

Gain probability vs. loss probability

1.42

1.41

+0.01

Calmar ratio

Return relative to maximum drawdown

4.70

5.21

-0.51

Martin ratio

Return relative to average drawdown

15.66

19.02

-3.36

NEM vs. NGD - Sharpe Ratio Comparison

The current NEM Sharpe Ratio is 2.78, which is comparable to the NGD Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of NEM and NGD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NEMNGDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

2.74

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.62

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.14

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.03

+0.10

Correlation

The correlation between NEM and NGD is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NEM vs. NGD - Dividend Comparison

NEM's dividend yield for the trailing twelve months is around 0.93%, while NGD has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
NEM
Newmont Goldcorp Corporation
0.93%1.00%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%
NGD
New Gold 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%

Drawdowns

NEM vs. NGD - Drawdown Comparison

The maximum NEM drawdown since its inception was -81.30%, smaller than the maximum NGD drawdown of -96.73%. Use the drawdown chart below to compare losses from any high point for NEM and NGD.


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Drawdown Indicators


NEMNGDDifference

Max Drawdown

Largest peak-to-trough decline

-81.30%

-96.73%

+15.43%

Max Drawdown (1Y)

Largest decline over 1 year

-27.25%

-32.34%

+5.09%

Max Drawdown (5Y)

Largest decline over 5 years

-62.40%

-71.98%

+9.58%

Max Drawdown (10Y)

Largest decline over 10 years

-62.40%

-92.26%

+29.86%

Current Drawdown

Current decline from peak

-17.80%

-35.37%

+17.57%

Average Drawdown

Average peak-to-trough decline

-41.50%

-62.74%

+21.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.18%

8.87%

-0.69%

Volatility

NEM vs. NGD - Volatility Comparison

The current volatility for Newmont Goldcorp Corporation (NEM) is 15.18%, while New Gold Inc. (NGD) has a volatility of 20.12%. This indicates that NEM experiences smaller price fluctuations and is considered to be less risky than NGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEMNGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.18%

20.12%

-4.94%

Volatility (6M)

Calculated over the trailing 6-month period

37.47%

50.95%

-13.48%

Volatility (1Y)

Calculated over the trailing 1-year period

46.03%

63.46%

-17.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.87%

62.32%

-25.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.65%

65.34%

-29.69%

Financials

NEM vs. NGD - Financials Comparison

This section allows you to compare key financial metrics between Newmont Goldcorp Corporation and New Gold 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


0.001.00B2.00B3.00B4.00B5.00B6.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
-13.00M
448.87M
(NEM) Total Revenue
(NGD) Total Revenue
Values in USD except per share items