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NEXA vs. RING
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEXA vs. RING - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nexa Resources S.A. (NEXA) and iShares MSCI Global Gold Miners ETF (RING). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NEXA achieves a 57.63% return, which is significantly higher than RING's -4.18% return.


NEXA

1D
-2.04%
1M
-3.59%
YTD
57.63%
6M
58.52%
1Y
199.36%
3Y*
43.10%
5Y*
11.67%
10Y*

RING

1D
-1.85%
1M
-4.93%
YTD
-4.18%
6M
-8.91%
1Y
61.98%
3Y*
47.05%
5Y*
21.96%
10Y*
13.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEXA vs. RING - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEXA
Nexa Resources S.A.
57.63%2.67%23.25%22.07%-20.07%-16.38%28.63%-28.32%-37.43%18.85%
RING
iShares MSCI Global Gold Miners ETF
-4.18%164.72%15.98%12.29%-15.40%-7.46%24.98%49.92%-13.14%5.90%

Correlation

The correlation between NEXA and RING is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.31

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

0.37

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.30

The correlation between NEXA and RING shifts across timeframes, from 0.30 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

NEXA vs. RING — Risk / Return Rank

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

NEXA
NEXA Risk / Return Rank: 9393
Overall Rank
NEXA Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
NEXA Sortino Ratio Rank: 9090
Sortino Ratio Rank
NEXA Omega Ratio Rank: 9191
Omega Ratio Rank
NEXA Calmar Ratio Rank: 9393
Calmar Ratio Rank
NEXA Martin Ratio Rank: 9494
Martin Ratio Rank

RING
RING Risk / Return Rank: 3535
Overall Rank
RING Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
RING Sortino Ratio Rank: 3333
Sortino Ratio Rank
RING Omega Ratio Rank: 3737
Omega Ratio Rank
RING Calmar Ratio Rank: 3636
Calmar Ratio Rank
RING Martin Ratio Rank: 3333
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.

NEXA vs. RING - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nexa Resources S.A. (NEXA) and iShares MSCI Global Gold Miners ETF (RING). 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.


NEXARINGDifference
Sharpe ratioReturn per unit of total volatility

+1.76

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.44

1.24

+0.20

Calmar ratioReturn relative to maximum drawdown

5.38

1.74

+3.63

Martin ratioReturn relative to average drawdown

16.73

4.69

+12.03

NEXA vs. RING - Sharpe Ratio Comparison

The current NEXA Sharpe Ratio is 3.06, which is higher than the RING Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of NEXA and RING, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NEXA vs. RING - Drawdown Comparison

The maximum NEXA drawdown since its inception was -85.01%, which is greater than RING's maximum drawdown of -79.47%. Use the drawdown chart below to compare losses from any high point for NEXA and RING.


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Drawdown Indicators


NEXARINGDifference

Max Drawdown

Largest peak-to-trough decline

-85.01%

-79.47%

-5.54%

Max Drawdown (1Y)

Largest decline over 1 year

-37.31%

-35.72%

-1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-47.02%

-35.72%

-11.30%

Max Drawdown (5Y)

Largest decline over 5 years

-62.86%

-47.94%

-14.92%

Max Drawdown (10Y)

Largest decline over 10 years

-52.04%

Current Drawdown

Current decline from peak

-16.57%

-29.02%

+12.45%

Average Drawdown

Average peak-to-trough decline

-51.26%

-47.34%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.97%

13.25%

-1.28%

Volatility

NEXA vs. RING - Volatility Comparison

Nexa Resources S.A. (NEXA) has a higher volatility of 22.41% compared to iShares MSCI Global Gold Miners ETF (RING) at 16.66%. This indicates that NEXA's price experiences larger fluctuations and is considered to be riskier than RING based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEXARINGDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.41%

16.66%

+5.75%

Volatility (6M)

Calculated over the trailing 6-month period

59.30%

39.68%

+19.62%

Volatility (1Y)

Calculated over the trailing 1-year period

65.72%

47.90%

+17.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.61%

36.89%

+20.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.89%

36.74%

+23.15%

Dividends

NEXA vs. RING - Dividend Comparison

NEXA has not paid dividends to shareholders, while RING's dividend yield for the trailing twelve months is around 1.29%.


PositionTTM20252024202320222021202020192018201720162015
NEXA
Nexa Resources S.A.
0.00%1.14%0.00%2.64%6.26%3.36%3.92%6.46%5.04%0.00%0.00%0.00%
RING
iShares MSCI Global Gold Miners ETF
1.29%0.84%1.43%2.01%2.29%2.38%0.83%0.83%0.70%0.42%1.41%0.96%

Frequently Asked Questions


NEXA and RING have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEXA has higher volatility (22.41%) compared to RING (16.66%). In terms of maximum drawdown, NEXA dropped -85.01% vs RING's -79.47%.

NEXA currently has the higher Sharpe Ratio (3.06 vs 1.30), 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.

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