RL vs. NEM
RL (Ralph Lauren Corporation) and NEM (Newmont Corporation) are both stocks. RL operates in Apparel Manufacturing (Consumer Cyclical), while NEM operates in Gold (Basic Materials). Over the past 10 years, RL returned 18.35%/yr vs 13.80%/yr for NEM. At a 0.08 correlation, their price movements are largely independent.
Performance
RL vs. NEM - Performance Comparison
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Returns By Period
In the year-to-date period, RL achieves a 14.56% return, which is significantly higher than NEM's 0.82% return. Over the past 10 years, RL has outperformed NEM with an annualized return of 18.35%, while NEM has yielded a comparatively lower 13.80% annualized return.
RL
- 1D
- 2.72%
- 1M
- 23.61%
- YTD
- 14.56%
- 6M
- 9.70%
- 1Y
- 57.07%
- 3Y*
- 52.12%
- 5Y*
- 29.57%
- 10Y*
- 18.35%
NEM
- 1D
- 2.71%
- 1M
- -7.88%
- YTD
- 0.82%
- 6M
- 2.58%
- 1Y
- 74.95%
- 3Y*
- 36.14%
- 5Y*
- 10.51%
- 10Y*
- 13.80%
RL vs. NEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RL Ralph Lauren Corporation | 14.56% | 55.03% | 62.85% | 39.82% | -8.41% | 16.66% | -10.63% | 16.07% | 1.82% | 17.53% |
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 RL and NEM is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 1997 | 0.08 |
The correlation between RL and NEM shifts across timeframes, from 0.08 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
RL:
$15.08
NEM:
$6.34
RL:
26.79
NEM:
15.82
RL:
1.49
NEM:
0.41
RL:
3.11
NEM:
4.83
RL:
$8.11B
NEM:
$17.23B
RL:
$5.67B
NEM:
$8.97B
RL:
$1.18B
NEM:
$13.78B
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Return for Risk
RL vs. NEM — Risk / Return Rank
RL
NEM
RL vs. NEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ralph Lauren Corporation (RL) 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.
| RL | NEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 2.78 | +0.24 |
| Martin ratioReturn relative to average drawdown | 9.65 | 7.58 | +2.07 |
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Drawdowns
RL vs. NEM - Drawdown Comparison
The maximum RL drawdown since its inception was -68.62%, smaller than the maximum NEM drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for RL and NEM.
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Drawdown Indicators
| RL | NEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.62% | -81.30% | +12.68% |
Max Drawdown (1Y)Largest decline over 1 year | -17.67% | -29.39% | +11.72% |
Max Drawdown (3Y)Largest decline over 3 years | -36.18% | -36.57% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -36.51% | -62.40% | +25.89% |
Max Drawdown (10Y)Largest decline over 10 years | -55.14% | -62.40% | +7.26% |
Current DrawdownCurrent decline from peak | 0.00% | -23.71% | +23.71% |
Average DrawdownAverage peak-to-trough decline | -24.11% | -41.37% | +17.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.50% | 10.73% | -5.23% |
Volatility
RL vs. NEM - Volatility Comparison
Ralph Lauren Corporation (RL) and Newmont Corporation (NEM) have volatilities of 16.13% and 15.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RL | NEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.13% | 15.74% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 27.42% | 37.43% | -10.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.57% | 47.44% | -12.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.11% | 37.99% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.73% | 35.67% | +3.06% |
Dividends
RL vs. NEM - Dividend Comparison
RL's dividend yield for the trailing twelve months is around 0.90%, less 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% |
RL Ralph Lauren Corporation | 0.90% | 1.01% | 1.40% | 2.08% | 2.78% | 1.74% | 0.66% | 2.29% | 2.30% | 1.93% | 2.21% | 1.79% |
Financials
RL vs. NEM - Financials Comparison
This section allows you to compare key financial metrics between Ralph Lauren 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
RL and NEM have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RL has higher volatility (16.13%) compared to NEM (15.74%). In terms of maximum drawdown, RL dropped -68.62% vs NEM's -81.30%.
NEM currently has the higher Sharpe Ratio (1.73 vs 1.54), 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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