NEM vs. QBR-B.TO
NEM (Newmont Corporation) and QBR-B.TO (Quebecor Inc) are both stocks. NEM operates in Gold (Basic Materials), while QBR-B.TO operates in Telecom Services (Communication Services). Over the past 10 years, NEM returned 13.46%/yr vs 15.72%/yr for QBR-B.TO. At a 0.09 correlation, their price movements are largely independent.
Performance
NEM vs. QBR-B.TO - Performance Comparison
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Different Trading Currencies
NEM is traded in USD, while QBR-B.TO is traded in CAD. To make them comparable, the QBR-B.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 -0.43% return, which is significantly lower than QBR-B.TO's 30.16% return. Over the past 10 years, NEM has underperformed QBR-B.TO with an annualized return of 13.46%, while QBR-B.TO has yielded a comparatively higher 15.72% 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%
QBR-B.TO
- 1D
- -0.79%
- 1M
- 17.36%
- YTD
- 30.16%
- 6M
- 33.17%
- 1Y
- 74.20%
- 3Y*
- 30.26%
- 5Y*
- 16.97%
- 10Y*
- 15.72%
NEM vs. QBR-B.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEM Newmont Corporation | -0.43% | 172.82% | -7.83% | -8.76% | -20.77% | 7.40% | 40.28% | 30.52% | -6.15% | 10.91% |
QBR-B.TO Quebecor Inc | 30.16% | 77.98% | -3.97% | 11.08% | 3.73% | -9.70% | 3.88% | 21.76% | 12.69% | 37.37% |
Correlation
The correlation between NEM and QBR-B.TO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2006 | 0.09 |
The correlation between NEM and QBR-B.TO shifts across timeframes, from -0.01 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
NEM:
$6.34
QBR-B.TO:
CA$3.85
NEM:
15.62
QBR-B.TO:
17.58
NEM:
0.41
QBR-B.TO:
1.47
NEM:
4.77
QBR-B.TO:
2.73
NEM:
$17.23B
QBR-B.TO:
CA$5.73B
NEM:
$8.97B
QBR-B.TO:
CA$2.22B
NEM:
$13.78B
QBR-B.TO:
CA$2.40B
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Return for Risk
NEM vs. QBR-B.TO — Risk / Return Rank
NEM
QBR-B.TO
NEM vs. QBR-B.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Newmont Corporation (NEM) and Quebecor Inc (QBR-B.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.
| NEM | QBR-B.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.52 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 6.21 | -2.85 |
| Martin ratioReturn relative to average drawdown | 8.94 | 21.12 | -12.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NEM | QBR-B.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 3.07 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.75 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.72 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.53 | -0.40 |
Drawdowns
NEM vs. QBR-B.TO - Drawdown Comparison
The maximum NEM drawdown since its inception was -81.30%, which is greater than QBR-B.TO's maximum drawdown of -74.00%. Use the drawdown chart below to compare losses from any high point for NEM and QBR-B.TO.
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Drawdown Indicators
| NEM | QBR-B.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.30% | -74.00% | -7.30% |
Max Drawdown (1Y)Largest decline over 1 year | -27.25% | -12.00% | -15.25% |
Max Drawdown (3Y)Largest decline over 3 years | -36.57% | -21.14% | -15.43% |
Max Drawdown (5Y)Largest decline over 5 years | -62.40% | -32.29% | -30.11% |
Max Drawdown (10Y)Largest decline over 10 years | -62.40% | -36.76% | -25.64% |
Current DrawdownCurrent decline from peak | -24.65% | -4.25% | -20.40% |
Average DrawdownAverage peak-to-trough decline | -41.38% | -12.80% | -28.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.22% | 3.53% | +6.69% |
Volatility
NEM vs. QBR-B.TO - Volatility Comparison
Newmont Corporation (NEM) has a higher volatility of 14.19% compared to Quebecor Inc (QBR-B.TO) at 10.46%. This indicates that NEM's price experiences larger fluctuations and is considered to be riskier than QBR-B.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEM | QBR-B.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.19% | 10.46% | +3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 36.93% | 18.04% | +18.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.87% | 24.38% | +22.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.83% | 22.62% | +15.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.59% | 21.94% | +13.65% |
Dividends
NEM vs. QBR-B.TO - Dividend Comparison
NEM's dividend yield for the trailing twelve months is around 1.03%, less than QBR-B.TO's 2.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QBR-B.TO Quebecor Inc | 2.22% | 2.71% | 4.13% | 3.81% | 3.97% | 3.85% | 2.44% | 1.18% | 0.67% | 0.77% | 0.91% | 0.77% |
Financials
NEM vs. QBR-B.TO - Financials Comparison
This section allows you to compare key financial metrics between Newmont Corporation and Quebecor 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NEM and QBR-B.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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