NTRS vs. NEM
NTRS (Northern Trust Corporation) and NEM (Newmont Corporation) are both stocks. NTRS operates in Asset Management (Financial Services), while NEM operates in Gold (Basic Materials). Over the past 10 years, NTRS returned 12.65%/yr vs 13.80%/yr for NEM. At a 0.06 correlation, their price movements are largely independent.
Performance
NTRS vs. NEM - Performance Comparison
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Returns By Period
In the year-to-date period, NTRS achieves a 28.95% return, which is significantly higher than NEM's 0.82% return. Over the past 10 years, NTRS has underperformed NEM with an annualized return of 12.65%, while NEM has yielded a comparatively higher 13.80% annualized return.
NTRS
- 1D
- 2.10%
- 1M
- 7.47%
- YTD
- 28.95%
- 6M
- 27.15%
- 1Y
- 63.49%
- 3Y*
- 36.66%
- 5Y*
- 11.48%
- 10Y*
- 12.65%
NEM
- 1D
- 2.71%
- 1M
- -15.55%
- YTD
- 0.82%
- 6M
- 2.58%
- 1Y
- 81.14%
- 3Y*
- 36.14%
- 5Y*
- 10.51%
- 10Y*
- 13.80%
NTRS vs. NEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 28.95% | 36.92% | 25.63% | -1.02% | -23.82% | 31.65% | -9.29% | 30.59% | -14.68% | 14.18% |
NEM Newmont Corporation | 0.82% | 172.82% | -7.83% | -8.76% | -20.77% | 7.40% | 40.28% | 30.52% | -6.15% | 10.91% |
Correlation
The correlation between NTRS and NEM is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.06 |
The correlation between NTRS and NEM shifts across timeframes, from 0.06 (all time) to 0.23 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
NTRS:
$9.09
NEM:
$6.34
NTRS:
19.17
NEM:
15.82
NTRS:
1.51
NEM:
0.41
NTRS:
2.33
NEM:
4.83
NTRS:
$14.30B
NEM:
$17.23B
NTRS:
$8.09B
NEM:
$8.97B
NTRS:
$3.21B
NEM:
$13.78B
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Return for Risk
NTRS vs. NEM — Risk / Return Rank
NTRS
NEM
NTRS vs. NEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Trust Corporation (NTRS) and Newmont Corporation (NEM). 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.
| NTRS | NEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.29 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | 2.78 | +2.38 |
| Martin ratioReturn relative to average drawdown | 13.90 | 7.58 | +6.31 |
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Drawdowns
NTRS vs. NEM - Drawdown Comparison
The maximum NTRS drawdown since its inception was -67.67%, smaller than the maximum NEM drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for NTRS and NEM.
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Drawdown Indicators
| NTRS | NEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.67% | -81.30% | +13.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -29.39% | +17.00% |
Max Drawdown (3Y)Largest decline over 3 years | -25.21% | -36.57% | +11.36% |
Max Drawdown (5Y)Largest decline over 5 years | -50.03% | -62.40% | +12.37% |
Max Drawdown (10Y)Largest decline over 10 years | -50.03% | -62.40% | +12.37% |
Current DrawdownCurrent decline from peak | 0.00% | -23.71% | +23.71% |
Average DrawdownAverage peak-to-trough decline | -20.95% | -41.37% | +20.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 10.73% | -6.15% |
Volatility
NTRS vs. NEM - Volatility Comparison
The current volatility for Northern Trust Corporation (NTRS) is 6.42%, while Newmont Corporation (NEM) has a volatility of 15.74%. This indicates that NTRS experiences smaller price fluctuations and is considered to be less risky than NEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTRS | NEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 15.74% | -9.32% |
Volatility (6M)Calculated over the trailing 6-month period | 19.10% | 37.43% | -18.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.51% | 47.44% | -20.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.63% | 37.99% | -8.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.40% | 35.67% | -5.27% |
Dividends
NTRS vs. NEM - Dividend Comparison
NTRS's dividend yield for the trailing twelve months is around 1.84%, more than NEM's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEM Newmont Corporation | 1.02% | 1.00% | 2.69% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.62% | 0.67% | 0.37% | 0.56% |
NTRS Northern Trust Corporation | 1.84% | 2.27% | 2.93% | 3.56% | 3.28% | 2.34% | 3.01% | 2.45% | 2.32% | 1.60% | 1.66% | 1.96% |
Financials
NTRS vs. NEM - Financials Comparison
This section allows you to compare key financial metrics between Northern Trust Corporation and Newmont 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NTRS and NEM have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEM has higher volatility (15.74%) compared to NTRS (6.42%). In terms of maximum drawdown, NTRS dropped -67.67% vs NEM's -81.30%.
NTRS currently has the higher Sharpe Ratio (2.41 vs 1.73), 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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