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

Performance

STRL vs. NEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Construction Company, Inc. (STRL) 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, STRL achieves a 191.24% return, which is significantly higher than NEM's -0.43% return. Over the past 10 years, STRL has outperformed NEM with an annualized return of 68.46%, while NEM has yielded a comparatively lower 13.46% annualized return.


STRL

1D
1.07%
1M
5.57%
YTD
191.24%
6M
174.74%
1Y
332.96%
3Y*
155.47%
5Y*
104.86%
10Y*
68.46%

NEM

1D
-0.72%
1M
-14.84%
YTD
-0.43%
6M
11.71%
1Y
91.07%
3Y*
36.63%
5Y*
10.33%
10Y*
13.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STRL vs. NEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STRL
Sterling Construction Company, Inc.
191.24%81.79%91.57%168.08%24.71%41.32%32.17%29.29%-33.11%92.43%
NEM
Newmont Corporation
-0.43%172.82%-7.83%-8.76%-20.77%7.40%40.28%30.52%-6.15%10.91%

Correlation

The correlation between STRL and NEM is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.24

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

0.19

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

0.09

Correlation (All Time)
Calculated using the full available price history since Aug 21, 1995

0.08

Over the past year, STRL and NEM have become more correlated (0.35) than their long-term average of 0.08, meaning their price movements have been converging.

Fundamentals

EPS

STRL:

$11.19

NEM:

$6.34

PE Ratio

STRL:

79.71

NEM:

15.62

PEG Ratio

STRL:

1.70

NEM:

0.41

PS Ratio

STRL:

9.58

NEM:

4.77

Total Revenue (TTM)

STRL:

$2.88B

NEM:

$17.23B

Gross Profit (TTM)

STRL:

$664.66M

NEM:

$8.97B

EBITDA (TTM)

STRL:

$429.99M

NEM:

$13.78B

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Return for Risk

STRL vs. NEM — Risk / Return Rank

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

STRL
STRL Risk / Return Rank: 9797
Overall Rank
STRL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
STRL Sortino Ratio Rank: 9696
Sortino Ratio Rank
STRL Omega Ratio Rank: 9595
Omega Ratio Rank
STRL Calmar Ratio Rank: 9898
Calmar Ratio Rank
STRL Martin Ratio Rank: 9898
Martin Ratio Rank

NEM
NEM Risk / Return Rank: 8585
Overall Rank
NEM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NEM Sortino Ratio Rank: 8080
Sortino Ratio Rank
NEM Omega Ratio Rank: 8282
Omega Ratio Rank
NEM Calmar Ratio Rank: 8686
Calmar Ratio Rank
NEM Martin Ratio Rank: 8686
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.

STRL vs. NEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Construction Company, Inc. (STRL) 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.


STRLNEMDifference
Sharpe ratioReturn per unit of total volatility

+2.17

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.56

1.32

+0.24

Calmar ratioReturn relative to maximum drawdown

10.82

3.36

+7.46

Martin ratioReturn relative to average drawdown

30.19

8.94

+21.25

STRL vs. NEM - Sharpe Ratio Comparison

The current STRL Sharpe Ratio is 4.13, which is higher than the NEM Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of STRL 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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Sharpe Ratios by Period


STRLNEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.13

1.96

+2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.85

0.27

+1.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.29

0.38

+0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.12

+0.14

Drawdowns

STRL vs. NEM - Drawdown Comparison

The maximum STRL drawdown since its inception was -92.51%, which is greater than NEM's maximum drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for STRL and NEM.


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Drawdown Indicators


STRLNEMDifference

Max Drawdown

Largest peak-to-trough decline

-92.51%

-81.30%

-11.21%

Max Drawdown (1Y)

Largest decline over 1 year

-31.02%

-27.25%

-3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-47.67%

-36.57%

-11.10%

Max Drawdown (5Y)

Largest decline over 5 years

-47.67%

-62.40%

+14.73%

Max Drawdown (10Y)

Largest decline over 10 years

-59.60%

-62.40%

+2.80%

Current Drawdown

Current decline from peak

-10.25%

-24.65%

+14.40%

Average Drawdown

Average peak-to-trough decline

-46.31%

-41.38%

-4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.09%

10.22%

+0.87%

Volatility

STRL vs. NEM - Volatility Comparison

Sterling Construction Company, Inc. (STRL) has a higher volatility of 24.22% compared to Newmont Corporation (NEM) at 14.19%. This indicates that STRL'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


STRLNEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.22%

14.19%

+10.03%

Volatility (6M)

Calculated over the trailing 6-month period

63.81%

36.93%

+26.88%

Volatility (1Y)

Calculated over the trailing 1-year period

81.49%

46.87%

+34.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.99%

37.83%

+19.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.42%

35.59%

+17.83%

Dividends

STRL vs. NEM - Dividend Comparison

STRL has not paid dividends to shareholders, while NEM's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018201720162015
NEM
Newmont Corporation
1.03%1.00%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%
STRL
Sterling Construction Company, Inc.
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

STRL vs. NEM - Financials Comparison

This section allows you to compare key financial metrics between Sterling Construction Company, Inc. 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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
825.68M
0
(STRL) Total Revenue
(NEM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


STRL and NEM have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STRL has higher volatility (24.22%) compared to NEM (14.19%). In terms of maximum drawdown, STRL dropped -92.51% vs NEM's -81.30%.

STRL currently has the higher Sharpe Ratio (4.13 vs 1.96), 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 STRL and NEM

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