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RGA vs. NEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RGA vs. NEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reinsurance Group of America, Incorporated (RGA) and Newmont Corporation (NEM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RGA achieves a 14.83% return, which is significantly higher than NEM's -4.15% return. Both investments have delivered pretty close results over the past 10 years, with RGA having a 11.40% annualized return and NEM not far ahead at 11.79%.


RGA

1D
0.29%
1M
12.35%
6M
15.97%
YTD
14.83%
1Y
21.33%
3Y*
19.97%
5Y*
17.91%
10Y*
11.40%

NEM

1D
0.51%
1M
-2.36%
6M
-12.19%
YTD
-4.15%
1Y
60.16%
3Y*
32.96%
5Y*
11.48%
10Y*
11.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RGA vs. NEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RGA
Reinsurance Group of America, Incorporated
14.83%-2.97%34.38%16.39%33.04%-3.21%-27.02%18.29%-8.71%25.59%
NEM
Newmont Corporation
-4.15%172.82%-7.83%-8.76%-20.77%7.40%40.28%30.52%-6.15%10.91%

Correlation

The correlation between RGA and NEM is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.08

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

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2008

0.11

Fundamentals

Market Cap

RGA:

$15.14B

NEM:

$101.73B

EPS

RGA:

$20.15

NEM:

$7.15

PE Ratio

RGA:

11.47

NEM:

13.33

PEG Ratio

RGA:

0.43

NEM:

0.35

PS Ratio

RGA:

0.57

NEM:

4.07

Total Revenue (TTM)

RGA:

$18.13B

NEM:

$17.23B

Gross Profit (TTM)

RGA:

$3.15B

NEM:

$8.97B

EBITDA (TTM)

RGA:

$1.46B

NEM:

$13.78B

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Return for Risk

RGA vs. NEM — Risk / Return Rank

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

RGA
RGA Risk / Return Rank: 7171
Overall Rank
RGA Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
RGA Sortino Ratio Rank: 6767
Sortino Ratio Rank
RGA Omega Ratio Rank: 6565
Omega Ratio Rank
RGA Calmar Ratio Rank: 7474
Calmar Ratio Rank
RGA Martin Ratio Rank: 7575
Martin Ratio Rank

NEM
NEM Risk / Return Rank: 7878
Overall Rank
NEM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
NEM Sortino Ratio Rank: 7474
Sortino Ratio Rank
NEM Omega Ratio Rank: 7676
Omega Ratio Rank
NEM Calmar Ratio Rank: 8080
Calmar Ratio Rank
NEM Martin Ratio Rank: 7979
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.

RGA vs. NEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Reinsurance Group of America, Incorporated (RGA) 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.


RGANEMDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratioReturn relative to maximum drawdown

1.58

2.09

-0.51

Martin ratioReturn relative to average drawdown

3.78

4.81

-1.03

RGA vs. NEM - Sharpe Ratio Comparison

The current RGA Sharpe Ratio is 0.84, which is lower than the NEM Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of RGA and NEM, 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

RGA vs. NEM - Drawdown Comparison

The maximum RGA drawdown since its inception was -65.75%, smaller than the maximum NEM drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for RGA and NEM.


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Drawdown Indicators


RGANEMDifference

Max Drawdown

Largest peak-to-trough decline

-65.75%

-81.30%

+15.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.68%

-29.39%

+16.71%

Max Drawdown (3Y)

Largest decline over 3 years

-27.11%

-36.57%

+9.46%

Max Drawdown (5Y)

Largest decline over 5 years

-27.11%

-62.40%

+35.29%

Max Drawdown (10Y)

Largest decline over 10 years

-65.75%

-62.40%

-3.35%

Current Drawdown

Current decline from peak

0.00%

-27.47%

+27.47%

Average Drawdown

Average peak-to-trough decline

-11.64%

-41.34%

+29.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.30%

12.73%

-7.43%

Volatility

RGA vs. NEM - Volatility Comparison

The current volatility for Reinsurance Group of America, Incorporated (RGA) is 6.22%, while Newmont Corporation (NEM) has a volatility of 14.14%. This indicates that RGA 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


RGANEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.22%

14.14%

-7.92%

Volatility (6M)

Calculated over the trailing 6-month period

17.21%

37.29%

-20.08%

Volatility (1Y)

Calculated over the trailing 1-year period

23.85%

47.74%

-23.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.67%

38.15%

-10.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.90%

35.73%

-2.83%

Dividends

RGA vs. NEM - Dividend Comparison

RGA's dividend yield for the trailing twelve months is around 1.80%, more than NEM's 1.07% yield.


PositionTTM20252024202320222021202020192018201720162015
NEM
Newmont Corporation
1.07%1.00%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%
RGA
Reinsurance Group of America, Incorporated
1.80%1.79%1.63%2.04%2.15%2.61%2.42%1.59%1.57%1.17%1.24%1.64%

Financials

RGA vs. NEM - Financials Comparison

This section allows you to compare key financial metrics between Reinsurance Group of America, Incorporated 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
6.49M
0
(RGA) Total Revenue
(NEM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


RGA and NEM have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEM has higher volatility (14.14%) compared to RGA (6.22%). In terms of maximum drawdown, RGA dropped -65.75% vs NEM's -81.30%.

NEM currently has the higher Sharpe Ratio (1.29 vs 0.84), 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.

Portfolio Optimizer

Find the right allocation for RGA and NEM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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