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

Performance

NEM vs. RGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Newmont Corporation (NEM) and Royal Gold, Inc. (RGLD). 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 2.40% return, which is significantly higher than RGLD's -3.06% return. Both investments have delivered pretty close results over the past 10 years, with NEM having a 13.34% annualized return and RGLD not far behind at 13.30%.


NEM

1D
-1.92%
1M
-5.20%
YTD
2.40%
6M
-2.51%
1Y
76.68%
3Y*
37.78%
5Y*
13.44%
10Y*
13.34%

RGLD

1D
-0.08%
1M
-2.56%
YTD
-3.06%
6M
-6.98%
1Y
20.73%
3Y*
24.90%
5Y*
15.62%
10Y*
13.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEM vs. RGLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEM
Newmont Corporation
2.40%172.82%-7.83%-8.76%-20.77%7.40%40.28%30.52%-6.15%10.91%
RGLD
Royal Gold, Inc.
-3.06%70.43%10.39%8.70%8.51%0.04%-12.13%44.27%5.53%31.32%

Correlation

The correlation between NEM and RGLD is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.76

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

0.76

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

0.74

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.52

Over the past year, NEM and RGLD have become more correlated (0.76) than their long-term average of 0.52, meaning their price movements have been converging.

Fundamentals

EPS

NEM:

$6.34

RGLD:

$8.53

PE Ratio

NEM:

16.06

RGLD:

25.17

PEG Ratio

NEM:

0.42

RGLD:

1.71

PS Ratio

NEM:

4.91

RGLD:

12.22

Total Revenue (TTM)

NEM:

$17.23B

RGLD:

$1.31B

Gross Profit (TTM)

NEM:

$8.97B

RGLD:

$579.68M

EBITDA (TTM)

NEM:

$13.78B

RGLD:

$949.59M

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. RGLD — Risk / Return Rank

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

NEM
NEM Risk / Return Rank: 8080
Overall Rank
NEM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NEM Sortino Ratio Rank: 7676
Sortino Ratio Rank
NEM Omega Ratio Rank: 7878
Omega Ratio Rank
NEM Calmar Ratio Rank: 8181
Calmar Ratio Rank
NEM Martin Ratio Rank: 8282
Martin Ratio Rank

RGLD
RGLD Risk / Return Rank: 5656
Overall Rank
RGLD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RGLD Sortino Ratio Rank: 5454
Sortino Ratio Rank
RGLD Omega Ratio Rank: 5353
Omega Ratio Rank
RGLD Calmar Ratio Rank: 5656
Calmar Ratio Rank
RGLD Martin Ratio Rank: 5858
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. RGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Newmont Corporation (NEM) and Royal Gold, Inc. (RGLD). 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.


NEMRGLDDifference
Sharpe ratioReturn per unit of total volatility

+1.09

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.27

1.12

+0.15

Calmar ratioReturn relative to maximum drawdown

2.62

0.59

+2.03

Martin ratioReturn relative to average drawdown

6.93

1.49

+5.44

NEM vs. RGLD - Sharpe Ratio Comparison

The current NEM Sharpe Ratio is 1.62, which is higher than the RGLD Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of NEM and RGLD, 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...

Drawdowns

NEM vs. RGLD - Drawdown Comparison

The maximum NEM drawdown since its inception was -81.30%, smaller than the maximum RGLD drawdown of -98.29%. Use the drawdown chart below to compare losses from any high point for NEM and RGLD.


Loading charts...

Drawdown Indicators


NEMRGLDDifference

Max Drawdown

Largest peak-to-trough decline

-81.30%

-98.29%

+16.99%

Max Drawdown (1Y)

Largest decline over 1 year

-29.39%

-35.12%

+5.73%

Max Drawdown (3Y)

Largest decline over 3 years

-36.57%

-35.12%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-62.40%

-40.73%

-21.67%

Max Drawdown (10Y)

Largest decline over 10 years

-62.40%

-49.55%

-12.85%

Current Drawdown

Current decline from peak

-22.51%

-29.33%

+6.82%

Average Drawdown

Average peak-to-trough decline

-41.36%

-29.82%

-11.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.10%

13.93%

-2.83%

Volatility

NEM vs. RGLD - Volatility Comparison

Newmont Corporation (NEM) has a higher volatility of 15.39% compared to Royal Gold, Inc. (RGLD) at 12.03%. This indicates that NEM's price experiences larger fluctuations and is considered to be riskier than RGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NEMRGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.39%

12.03%

+3.36%

Volatility (6M)

Calculated over the trailing 6-month period

37.61%

32.26%

+5.35%

Volatility (1Y)

Calculated over the trailing 1-year period

47.72%

39.61%

+8.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.00%

31.54%

+6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.73%

33.67%

+2.06%

Dividends

NEM vs. RGLD - Dividend Comparison

NEM's dividend yield for the trailing twelve months is around 1.00%, more than RGLD's 0.86% yield.


PositionTTM20252024202320222021202020192018201720162015
NEM
Newmont Corporation
1.00%1.00%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%
RGLD
Royal Gold, Inc.
0.86%0.81%1.21%1.24%1.24%1.14%1.05%0.87%1.17%1.17%1.45%1.81%

Financials

NEM vs. RGLD - Financials Comparison

This section allows you to compare key financial metrics between Newmont Corporation and Royal 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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B202220232024202520260
469.13M
(NEM) Total Revenue
(RGLD) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NEM and RGLD have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEM has higher volatility (15.39%) compared to RGLD (12.03%). In terms of maximum drawdown, NEM dropped -81.30% vs RGLD's -98.29%.

NEM currently has the higher Sharpe Ratio (1.62 vs 0.53), 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 RGLD

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