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

Performance

SATS vs. NEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EchoStar Corporation (SATS) 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, SATS achieves a 4.95% return, which is significantly higher than NEM's 0.82% return. Over the past 10 years, SATS has outperformed NEM with an annualized return of 82.88%, while NEM has yielded a comparatively lower 13.80% annualized return.


SATS

1D
-10.97%
1M
-14.37%
YTD
4.95%
6M
6.25%
1Y
531.15%
3Y*
87.23%
5Y*
33.39%
10Y*
82.88%

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

SATS vs. NEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SATS
EchoStar Corporation
4.95%374.67%38.20%-0.66%-36.70%24.35%-51.07%16,499.32%-38.70%16.56%
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 SATS and NEM is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.16

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

0.17

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

0.10

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.12

Fundamentals

EPS

SATS:

-$80.77

NEM:

$6.34

PS Ratio

SATS:

2.22

NEM:

4.83

Total Revenue (TTM)

SATS:

$14.80B

NEM:

$17.23B

Gross Profit (TTM)

SATS:

$5.79B

NEM:

$8.97B

EBITDA (TTM)

SATS:

-$16.89B

NEM:

$13.78B

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Return for Risk

SATS vs. NEM — Risk / Return Rank

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

SATS
SATS Risk / Return Rank: 9999
Overall Rank
SATS Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SATS Sortino Ratio Rank: 9999
Sortino Ratio Rank
SATS Omega Ratio Rank: 9898
Omega Ratio Rank
SATS Calmar Ratio Rank: 100100
Calmar Ratio Rank
SATS Martin Ratio Rank: 9999
Martin Ratio Rank

NEM
NEM Risk / Return Rank: 8282
Overall Rank
NEM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
NEM Sortino Ratio Rank: 7878
Sortino Ratio Rank
NEM Omega Ratio Rank: 8080
Omega Ratio Rank
NEM Calmar Ratio Rank: 8282
Calmar Ratio Rank
NEM Martin Ratio Rank: 8484
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.

SATS vs. NEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EchoStar Corporation (SATS) 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.


SATSNEMDifference
Sharpe ratioReturn per unit of total volatility

+3.33

Sortino ratioReturn per unit of downside risk

+4.00

Omega ratioGain probability vs. loss probability

1.80

1.29

+0.51

Calmar ratioReturn relative to maximum drawdown

26.91

2.78

+24.13

Martin ratioReturn relative to average drawdown

48.80

7.58

+41.21

SATS vs. NEM - Sharpe Ratio Comparison

The current SATS Sharpe Ratio is 5.06, which is higher than the NEM Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SATS 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

SATS vs. NEM - Drawdown Comparison

The maximum SATS drawdown since its inception was -78.33%, roughly equal to the maximum NEM drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for SATS and NEM.


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Drawdown Indicators


SATSNEMDifference

Max Drawdown

Largest peak-to-trough decline

-78.33%

-81.30%

+2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-19.91%

-29.39%

+9.48%

Max Drawdown (3Y)

Largest decline over 3 years

-59.22%

-36.57%

-22.65%

Max Drawdown (5Y)

Largest decline over 5 years

-68.02%

-62.40%

-5.62%

Max Drawdown (10Y)

Largest decline over 10 years

-78.33%

-62.40%

-15.93%

Current Drawdown

Current decline from peak

-19.55%

-23.71%

+4.16%

Average Drawdown

Average peak-to-trough decline

-31.21%

-41.37%

+10.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.97%

10.73%

+0.24%

Volatility

SATS vs. NEM - Volatility Comparison

EchoStar Corporation (SATS) has a higher volatility of 22.65% compared to Newmont Corporation (NEM) at 15.74%. This indicates that SATS's price experiences larger fluctuations and is considered to be riskier 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


SATSNEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.65%

15.74%

+6.91%

Volatility (6M)

Calculated over the trailing 6-month period

41.93%

37.43%

+4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

106.03%

47.44%

+58.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.48%

37.99%

+31.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4,550.46%

35.67%

+4,514.79%

Dividends

SATS vs. NEM - Dividend Comparison

SATS has not paid dividends to shareholders, while NEM's dividend yield for the trailing twelve months is around 1.02%.


PositionTTM20252024202320222021202020192018201720162015
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%
SATS
EchoStar Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%85.50%0.00%0.00%0.00%0.00%

Financials

SATS vs. NEM - Financials Comparison

This section allows you to compare key financial metrics between EchoStar 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.


Quarterly
Annual

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


0.005.00B10.00B15.00B20222023202420252026
3.67B
0
(SATS) Total Revenue
(NEM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SATS and NEM have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SATS has higher volatility (22.65%) compared to NEM (15.74%). In terms of maximum drawdown, SATS dropped -78.33% vs NEM's -81.30%.

SATS currently has the higher Sharpe Ratio (5.06 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.

Portfolio Optimizer

Find the right allocation for SATS 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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