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NMM.DE vs. ABR.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

NMM.DE vs. ABR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Newmont Corporation (NMM.DE) and Barrick Gold Corporation (ABR.DE). The values are adjusted to include any dividend payments, if applicable.

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NMM.DE vs. ABR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMM.DE
Newmont Corporation
13.72%144.58%-2.28%-12.11%-13.84%13.03%29.49%26.29%-2.48%-6.06%
ABR.DE
Barrick Gold Corporation
0.00%20.59%-7.02%2.38%2.45%-11.68%14.49%40.57%-1.07%-22.65%

Returns By Period


NMM.DE

1D
6.91%
1M
-8.85%
YTD
13.72%
6M
36.06%
1Y
121.93%
3Y*
32.84%
5Y*
16.70%
10Y*
17.77%

ABR.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NMM.DE vs. ABR.DE — Risk / Return Rank

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

NMM.DE
NMM.DE Risk / Return Rank: 9393
Overall Rank
NMM.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
NMM.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
NMM.DE Omega Ratio Rank: 9090
Omega Ratio Rank
NMM.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
NMM.DE Martin Ratio Rank: 9595
Martin Ratio Rank

ABR.DE
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.

NMM.DE vs. ABR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Newmont Corporation (NMM.DE) and Barrick Gold Corporation (ABR.DE). 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.


NMM.DEABR.DEDifference

Sharpe ratio

Return per unit of total volatility

2.76

Sortino ratio

Return per unit of downside risk

2.97

Omega ratio

Gain probability vs. loss probability

1.40

Calmar ratio

Return relative to maximum drawdown

5.13

Martin ratio

Return relative to average drawdown

16.69

NMM.DE vs. ABR.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NMM.DEABR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

Correlation

The correlation between NMM.DE and ABR.DE is 0.56, 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

NMM.DE vs. ABR.DE - Dividend Comparison

NMM.DE's dividend yield for the trailing twelve months is around 0.76%, more than ABR.DE's 0.30% yield.


TTM20252024202320222021202020192018201720162015
NMM.DE
Newmont Corporation
0.76%0.88%2.20%3.40%4.04%3.00%1.57%0.28%0.32%0.43%0.29%0.47%
ABR.DE
Barrick Gold Corporation
0.30%0.62%1.54%1.42%2.50%1.95%0.93%0.46%0.90%0.58%0.30%1.24%

Drawdowns

NMM.DE vs. ABR.DE - Drawdown Comparison


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Drawdown Indicators


NMM.DEABR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.66%

Max Drawdown (1Y)

Largest decline over 1 year

-24.19%

Max Drawdown (5Y)

Largest decline over 5 years

-62.47%

Max Drawdown (10Y)

Largest decline over 10 years

-62.47%

Current Drawdown

Current decline from peak

-10.17%

Average Drawdown

Average peak-to-trough decline

-32.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.44%

Volatility

NMM.DE vs. ABR.DE - Volatility Comparison


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Volatility by Period


NMM.DEABR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.34%

Volatility (6M)

Calculated over the trailing 6-month period

35.59%

Volatility (1Y)

Calculated over the trailing 1-year period

43.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.53%

Financials

NMM.DE vs. ABR.DE - Financials Comparison

This section allows you to compare key financial metrics between Newmont Corporation and Barrick Gold Corporation. 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 EUR except per share items