NMM.DE vs. VXUS

Last updated Jul 21, 2026

NMM.DE (Newmont Corporation) is a stock, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, NMM.DE returned 10.67%/yr vs 8.89%/yr for VXUS. At a 0.11 correlation, their price movements are largely independent.

Performance

NMM.DE vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Newmont Corporation (NMM.DE) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

NMM.DE is traded in EUR, while VXUS is traded in USD. To make them comparable, the VXUS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, NMM.DE achieves a -9.02% return, which is significantly lower than VXUS's 13.94% return. Over the past 10 years, NMM.DE has outperformed VXUS with an annualized return of 10.67%, while VXUS has yielded a comparatively lower 8.89% annualized return.

NMM.DE

• 1D: -0.19%
• 1M: -10.10%
• 6M: -20.12%
• YTD: -9.02%
• 1Y: 59.50%
• 3Y*: 29.51%
• 5Y*: 12.31%
• 10Y*: 10.67%
• ALL TIME*: 7.41%

VXUS

• 1D: -0.15%
• 1M: -3.87%
• 6M: 7.93%
• YTD: 13.94%
• 1Y: 25.94%
• 3Y*: 15.65%
• 5Y*: 9.11%
• 10Y*: 8.89%
• ALL TIME*: 7.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NMM.DE vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NMM.DE Newmont Corporation	-9.02%	145.07%	-1.82%	-11.62%	-13.20%	14.37%	30.17%	26.80%	2.30%	-5.74%
VXUS Vanguard Total International Stock ETF	13.94%	16.64%	12.01%	12.39%	-10.88%	17.14%	1.54%	24.50%	-10.41%	11.79%

Correlation

The correlation between NMM.DE and VXUS is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (10Y) Calculated over the trailing 10-year period	0.14
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011	0.11

Over the past year, NMM.DE and VXUS have become more correlated (0.34) than their long-term average of 0.11, meaning their price movements have been converging.

Return for Risk

NMM.DE vs. VXUS — 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: 79
NMM.DE Sharpe Ratio Rank: 82
NMM.DE Sortino Ratio Rank: 77
NMM.DE Omega Ratio Rank: 75
NMM.DE Calmar Ratio Rank: 80
NMM.DE Martin Ratio Rank: 80

VXUS

VXUS Risk / Return Rank: 56
VXUS Sharpe Ratio Rank: 56
VXUS Sortino Ratio Rank: 53
VXUS Omega Ratio Rank: 56
VXUS Calmar Ratio Rank: 56
VXUS Martin Ratio Rank: 61

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. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Newmont Corporation (NMM.DE) and Vanguard Total International Stock ETF (VXUS). 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.

	NMM.DE	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	1.32	1.78	-0.46
Sortino ratio: Return per unit of downside risk	1.82	2.41	-0.59
Omega ratio: Gain probability vs. loss probability	1.22	1.34	-0.12
Calmar ratio: Return relative to maximum drawdown	2.10	2.79	-0.69
Martin ratio: Return relative to average drawdown	4.97	11.05	-6.07

NMM.DE vs. VXUS - Sharpe Ratio Comparison

The current NMM.DE Sharpe Ratio is 1.32, which is comparable to the VXUS Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of NMM.DE and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NMM.DE vs. VXUS - Drawdown Comparison

The maximum NMM.DE drawdown since its inception was -70.58%, which is greater than VXUS's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for NMM.DE and VXUS.

Drawdown Indicators

	NMM.DE	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-70.58%	-33.67%	-36.91%
Max Drawdown (1Y) Largest decline over 1 year	-28.14%	-9.33%	-18.81%
Max Drawdown (3Y) Largest decline over 3 years	-32.91%	-16.06%	-16.85%
Max Drawdown (5Y) Largest decline over 5 years	-62.05%	-16.80%	-45.25%
Max Drawdown (10Y) Largest decline over 10 years	-62.05%	-33.67%	-28.38%
Current Drawdown Current decline from peak	-28.14%	-4.50%	-23.64%
Average Drawdown Average peak-to-trough decline	-30.63%	-5.62%	-25.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.93%	2.35%	+9.58%

Volatility

NMM.DE vs. VXUS - Volatility Comparison

Newmont Corporation (NMM.DE) has a higher volatility of 9.95% compared to Vanguard Total International Stock ETF (VXUS) at 4.78%. This indicates that NMM.DE's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NMM.DE	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.95%	4.78%	+5.17%
Volatility (6M) Calculated over the trailing 6-month period	34.65%	12.78%	+21.87%
Volatility (1Y) Calculated over the trailing 1-year period	45.02%	14.69%	+30.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.35%	13.92%	+21.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.69%	15.95%	+16.74%

Dividends

NMM.DE vs. VXUS - Dividend Comparison

NMM.DE's dividend yield for the trailing twelve months is around 1.12%, less than VXUS's 2.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NMM.DE Newmont Corporation	1.12%	1.01%	2.66%	3.95%	4.94%	4.12%	2.13%	3.38%	1.60%	0.76%	0.37%	0.60%
VXUS Vanguard Total International Stock ETF	2.63%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both NMM.DE and VXUS in my portfolio?

NMM.DE and VXUS have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.