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NEM vs. SBSW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NEM and SBSW is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

NEM vs. SBSW - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
61.03%
83.10%
NEM
SBSW

Key characteristics

Sharpe Ratio

NEM:

1.21

SBSW:

-0.10

Sortino Ratio

NEM:

1.71

SBSW:

0.33

Omega Ratio

NEM:

1.25

SBSW:

1.04

Calmar Ratio

NEM:

0.89

SBSW:

-0.08

Martin Ratio

NEM:

2.59

SBSW:

-0.25

Ulcer Index

NEM:

17.92%

SBSW:

26.79%

Daily Std Dev

NEM:

38.36%

SBSW:

66.11%

Max Drawdown

NEM:

-77.55%

SBSW:

-83.67%

Current Drawdown

NEM:

-29.98%

SBSW:

-75.11%

Fundamentals

Market Cap

NEM:

$60.04B

SBSW:

$3.50B

EPS

NEM:

$4.39

SBSW:

-$0.55

PS Ratio

NEM:

3.05

SBSW:

0.03

PB Ratio

NEM:

1.98

SBSW:

1.41

Total Revenue (TTM)

NEM:

$19.65B

SBSW:

$112.13B

Gross Profit (TTM)

NEM:

$7.72B

SBSW:

$15.73B

EBITDA (TTM)

NEM:

$6.55B

SBSW:

$164.00M

Returns By Period

In the year-to-date period, NEM achieves a 45.78% return, which is significantly higher than SBSW's 37.27% return. Over the past 10 years, NEM has outperformed SBSW with an annualized return of 10.01%, while SBSW has yielded a comparatively lower 0.45% annualized return.


NEM

YTD

45.78%

1M

13.82%

6M

12.73%

1Y

27.11%

5Y*

0.10%

10Y*

10.01%

SBSW

YTD

37.27%

1M

4.14%

6M

-8.11%

1Y

-6.60%

5Y*

-6.60%

10Y*

0.45%

*Annualized

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Risk-Adjusted Performance

NEM vs. SBSW — Risk-Adjusted Performance Rank

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

NEM
The Risk-Adjusted Performance Rank of NEM is 8282
Overall Rank
The Sharpe Ratio Rank of NEM is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of NEM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of NEM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of NEM is 8282
Calmar Ratio Rank
The Martin Ratio Rank of NEM is 7777
Martin Ratio Rank

SBSW
The Risk-Adjusted Performance Rank of SBSW is 4646
Overall Rank
The Sharpe Ratio Rank of SBSW is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SBSW is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SBSW is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SBSW is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SBSW is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NEM vs. SBSW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Newmont Goldcorp Corporation (NEM) and Sibanye Stillwater Limited (SBSW). 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.


The chart of Sharpe ratio for NEM, currently valued at 1.21, compared to the broader market-2.00-1.000.001.002.003.00
NEM: 1.21
SBSW: -0.10
The chart of Sortino ratio for NEM, currently valued at 1.71, compared to the broader market-6.00-4.00-2.000.002.004.00
NEM: 1.71
SBSW: 0.33
The chart of Omega ratio for NEM, currently valued at 1.25, compared to the broader market0.501.001.502.00
NEM: 1.25
SBSW: 1.04
The chart of Calmar ratio for NEM, currently valued at 0.89, compared to the broader market0.001.002.003.004.005.00
NEM: 0.89
SBSW: -0.08
The chart of Martin ratio for NEM, currently valued at 2.59, compared to the broader market-5.000.005.0010.0015.0020.00
NEM: 2.59
SBSW: -0.25

The current NEM Sharpe Ratio is 1.21, which is higher than the SBSW Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of NEM and SBSW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.21
-0.10
NEM
SBSW

Dividends

NEM vs. SBSW - Dividend Comparison

NEM's dividend yield for the trailing twelve months is around 1.85%, while SBSW has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
NEM
Newmont Goldcorp Corporation
1.85%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%1.19%
SBSW
Sibanye Stillwater Limited
0.00%0.00%6.96%7.68%13.34%0.76%0.00%0.00%3.76%10.25%6.12%9.44%

Drawdowns

NEM vs. SBSW - Drawdown Comparison

The maximum NEM drawdown since its inception was -77.55%, smaller than the maximum SBSW drawdown of -83.67%. Use the drawdown chart below to compare losses from any high point for NEM and SBSW. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-29.98%
-75.11%
NEM
SBSW

Volatility

NEM vs. SBSW - Volatility Comparison

The current volatility for Newmont Goldcorp Corporation (NEM) is 16.95%, while Sibanye Stillwater Limited (SBSW) has a volatility of 33.16%. This indicates that NEM experiences smaller price fluctuations and is considered to be less risky than SBSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
16.95%
33.16%
NEM
SBSW

Financials

NEM vs. SBSW - Financials Comparison

This section allows you to compare key financial metrics between Newmont Goldcorp Corporation and Sibanye Stillwater Limited. 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


Values in USD except per share items