SITM vs. NEM
SITM (SiTime Corporation) and NEM (Newmont Corporation) are both stocks. SITM operates in Semiconductors (Technology), while NEM operates in Gold (Basic Materials). Over the past 5 years, SITM returned 31.59%/yr vs 11.52%/yr for NEM. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
SITM vs. NEM - Performance Comparison
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Returns By Period
In the year-to-date period, SITM achieves a 51.53% return, which is significantly higher than NEM's -5.74% return.
SITM
- 1D
- 1.39%
- 1M
- -23.96%
- 6M
- 47.39%
- YTD
- 51.53%
- 1Y
- 163.84%
- 3Y*
- 58.81%
- 5Y*
- 31.59%
- 10Y*
- —
- ALL TIME*
- 74.26%
NEM
- 1D
- -2.14%
- 1M
- 0.44%
- 6M
- -16.23%
- YTD
- -5.74%
- 1Y
- 52.51%
- 3Y*
- 33.89%
- 5Y*
- 11.52%
- 10Y*
- 10.07%
- ALL TIME*
- 4.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $671.95M | $683.19M | $803.32M | |
| $238.88M | $264.90M | $400.80M |
SITM vs. NEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SITM SiTime Corporation | 51.53% | 64.63% | 75.73% | 20.13% | -65.26% | 161.36% | 338.94% | 96.15% |
NEM Newmont Corporation | -5.74% | 172.82% | -7.83% | -8.76% | -20.77% | 7.40% | 40.28% | 13.70% |
Correlation
The correlation between SITM and NEM is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2019 | 0.16 |
Fundamentals
SITM:
$14.13B
NEM:
$98.74B
SITM:
-$0.92
NEM:
$7.88
SITM:
37.22
NEM:
5.34
SITM:
12.16
NEM:
2.82
SITM:
$379.91M
NEM:
$19.13B
SITM:
$211.60M
NEM:
$10.94B
SITM:
-$13.71M
NEM:
$14.81B
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Return for Risk
SITM vs. NEM — Risk / Return Rank
SITM
NEM
SITM vs. NEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SiTime Corporation (SITM) 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.
| SITM | NEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.21 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 1.64 | +1.74 |
| Martin ratioReturn relative to average drawdown | 10.14 | 3.61 | +6.52 |
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Drawdowns
SITM vs. NEM - Drawdown Comparison
The maximum SITM drawdown since its inception was -78.12%, roughly equal to the maximum NEM drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for SITM and NEM.
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Drawdown Indicators
| SITM | NEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.12% | -81.30% | +3.18% |
Max Drawdown (1Y)Largest decline over 1 year | -48.73% | -32.10% | -16.63% |
Max Drawdown (3Y)Largest decline over 3 years | -55.26% | -36.57% | -18.69% |
Max Drawdown (5Y)Largest decline over 5 years | -78.12% | -62.40% | -15.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.40% | — |
Current DrawdownCurrent decline from peak | -40.63% | -28.67% | -11.96% |
Average DrawdownAverage peak-to-trough decline | -36.64% | -41.33% | +4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.24% | 14.57% | +1.67% |
Volatility
SITM vs. NEM - Volatility Comparison
SiTime Corporation (SITM) has a higher volatility of 27.75% compared to Newmont Corporation (NEM) at 11.58%. This indicates that SITM'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
| SITM | NEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.75% | 11.58% | +16.17% |
Volatility (6M)Calculated over the trailing 6-month period | 62.42% | 37.40% | +25.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.71% | 47.45% | +33.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.22% | 38.35% | +38.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.69% | 35.74% | +44.95% |
Dividends
SITM vs. NEM - Dividend Comparison
SITM has not paid dividends to shareholders, while NEM's dividend yield for the trailing twelve months is around 1.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEM Newmont Corporation | 1.09% | 1.00% | 2.69% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.62% | 0.67% | 0.37% | 0.56% |
SITM SiTime Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SITM vs. NEM - Financials Comparison
This section allows you to compare key financial metrics between SiTime 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
SITM and NEM have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SITM has higher volatility (27.75%) compared to NEM (11.58%). In terms of maximum drawdown, SITM dropped -78.12% vs NEM's -81.30%.
SITM currently has the higher Sharpe Ratio (2.04 vs 1.11), 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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