SCR.PA vs. NEM
SCR.PA (SCOR SE) and NEM (Newmont Corporation) are both stocks. SCR.PA operates in Insurance - Reinsurance (Financial Services), while NEM operates in Gold (Basic Materials). Over the past 10 years, SCR.PA returned 6.98%/yr vs 13.44%/yr for NEM. At a 0.00 correlation, their price movements are largely independent.
Performance
SCR.PA vs. NEM - Performance Comparison
Loading charts...
Different Trading Currencies
SCR.PA is traded in EUR, while NEM is traded in USD. To make them comparable, the NEM values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SCR.PA achieves a 14.88% return, which is significantly higher than NEM's 2.37% return. Over the past 10 years, SCR.PA has underperformed NEM with an annualized return of 6.98%, while NEM has yielded a comparatively higher 13.44% annualized return.
SCR.PA
- 1D
- 0.32%
- 1M
- -1.52%
- YTD
- 14.88%
- 6M
- 21.75%
- 1Y
- 16.92%
- 3Y*
- 15.13%
- 5Y*
- 10.03%
- 10Y*
- 6.98%
NEM
- 1D
- 2.79%
- 1M
- -12.87%
- YTD
- 2.37%
- 6M
- 4.09%
- 1Y
- 74.69%
- 3Y*
- 33.01%
- 5Y*
- 11.52%
- 10Y*
- 13.44%
SCR.PA vs. NEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCR.PA SCOR SE | 14.88% | 30.06% | -4.79% | 30.42% | -16.21% | 11.10% | -29.40% | -0.53% | 23.23% | 7.02% |
NEM Newmont Corporation | 2.37% | 140.44% | -1.75% | -11.50% | -15.86% | 15.44% | 28.72% | 33.47% | -1.74% | -2.72% |
Correlation
The correlation between SCR.PA and NEM is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.00 |
The correlation between SCR.PA and NEM shifts across timeframes, from -0.01 (10 years) to 0.10 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCR.PA vs. NEM — Risk / Return Rank
SCR.PA
NEM
SCR.PA vs. NEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SCOR SE (SCR.PA) 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.
| SCR.PA | NEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.30 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 3.05 | -2.19 |
| Martin ratioReturn relative to average drawdown | 2.05 | 8.56 | -6.51 |
Loading charts...
Drawdowns
SCR.PA vs. NEM - Drawdown Comparison
The maximum SCR.PA drawdown since its inception was -61.72%, smaller than the maximum NEM drawdown of -71.34%. Use the drawdown chart below to compare losses from any high point for SCR.PA and NEM.
Loading charts...
Drawdown Indicators
| SCR.PA | NEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.72% | -71.34% | +9.62% |
Max Drawdown (1Y)Largest decline over 1 year | -18.99% | -26.82% | +7.83% |
Max Drawdown (3Y)Largest decline over 3 years | -44.04% | -34.18% | -9.86% |
Max Drawdown (5Y)Largest decline over 5 years | -52.50% | -62.64% | +10.14% |
Max Drawdown (10Y)Largest decline over 10 years | -61.72% | -62.64% | +0.92% |
Current DrawdownCurrent decline from peak | -5.65% | -21.16% | +15.51% |
Average DrawdownAverage peak-to-trough decline | -16.40% | -30.54% | +14.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.02% | 9.54% | -1.52% |
Volatility
SCR.PA vs. NEM - Volatility Comparison
The current volatility for SCOR SE (SCR.PA) is 5.87%, while Newmont Corporation (NEM) has a volatility of 14.74%. This indicates that SCR.PA 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.
Loading charts...
Volatility by Period
| SCR.PA | NEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 14.74% | -8.87% |
Volatility (6M)Calculated over the trailing 6-month period | 15.86% | 35.81% | -19.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.41% | 45.84% | -21.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.63% | 36.21% | -2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.51% | 34.33% | -0.82% |
Dividends
SCR.PA vs. NEM - Dividend Comparison
SCR.PA's dividend yield for the trailing twelve months is around 6.12%, 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% |
SCR.PA SCOR SE | 6.12% | 6.26% | 7.61% | 5.29% | 8.38% | 6.56% | 0.00% | 4.68% | 4.19% | 4.92% | 4.57% | 4.06% |
Financials
SCR.PA vs. NEM - Financials Comparison
This section allows you to compare key financial metrics between SCOR SE 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
SCR.PA and NEM have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SCR.PA 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.
Open Portfolio Optimizer