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XEM-USD vs. REVG
Performance
Return for Risk
Drawdowns
Volatility

Performance

XEM-USD vs. REVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEM (XEM-USD) and REV Group, Inc. (REVG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XEM-USD achieves a -53.98% return, which is significantly lower than REVG's 5.08% return.


XEM-USD

1D
-5.42%
1M
-19.11%
YTD
-53.98%
6M
-62.10%
1Y
-92.61%
3Y*
-73.81%
5Y*
-68.64%
10Y*

REVG

1D
0.00%
1M
0.00%
YTD
5.08%
6M
12.61%
1Y
49.31%
3Y*
92.62%
5Y*
32.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEM-USD vs. REVG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XEM-USD
NEM
-53.98%-95.00%-39.05%36.89%-76.79%-40.13%542.53%-49.78%-93.76%465.78%
REVG
REV Group, Inc.
5.08%91.79%108.93%46.01%-9.35%62.15%-26.83%65.71%-76.63%21.61%

Correlation

The correlation between XEM-USD and REVG is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.09

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2017

0.07

The correlation between XEM-USD and REVG shifts across timeframes, from -0.06 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XEM-USD vs. REVG — Risk / Return Rank

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

XEM-USD
XEM-USD Risk / Return Rank: 2828
Overall Rank
XEM-USD Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XEM-USD Sortino Ratio Rank: 2020
Sortino Ratio Rank
XEM-USD Omega Ratio Rank: 1010
Omega Ratio Rank
XEM-USD Calmar Ratio Rank: 77
Calmar Ratio Rank
XEM-USD Martin Ratio Rank: 5454
Martin Ratio Rank

REVG
REVG Risk / Return Rank: 8282
Overall Rank
REVG Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
REVG Sortino Ratio Rank: 8383
Sortino Ratio Rank
REVG Omega Ratio Rank: 8888
Omega Ratio Rank
REVG Calmar Ratio Rank: 7777
Calmar Ratio Rank
REVG Martin Ratio Rank: 7979
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.

XEM-USD vs. REVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEM (XEM-USD) and REV Group, Inc. (REVG). 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.


XEM-USDREVGDifference
Sharpe ratioReturn per unit of total volatility

-2.42

Sortino ratioReturn per unit of downside risk

-4.26

Omega ratioGain probability vs. loss probability

0.80

1.40

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.98

2.19

-3.18

Martin ratioReturn relative to average drawdown

-1.11

6.08

-7.19

XEM-USD vs. REVG - Sharpe Ratio Comparison

The current XEM-USD Sharpe Ratio is -0.68, which is lower than the REVG Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of XEM-USD and REVG, 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


XEM-USDREVGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

1.73

-2.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.64

0.76

-1.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.38

0.27

-0.65

Drawdowns

XEM-USD vs. REVG - Drawdown Comparison

The maximum XEM-USD drawdown since its inception was -99.97%, which is greater than REVG's maximum drawdown of -88.07%. Use the drawdown chart below to compare losses from any high point for XEM-USD and REVG.


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Drawdown Indicators


XEM-USDREVGDifference

Max Drawdown

Largest peak-to-trough decline

-99.97%

-88.07%

-11.90%

Max Drawdown (1Y)

Largest decline over 1 year

-94.44%

-23.48%

-70.96%

Max Drawdown (3Y)

Largest decline over 3 years

-99.14%

-23.48%

-75.66%

Max Drawdown (5Y)

Largest decline over 5 years

-99.79%

-48.36%

-51.43%

Current Drawdown

Current decline from peak

-99.97%

-7.32%

-92.65%

Average Drawdown

Average peak-to-trough decline

-90.08%

-40.93%

-49.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.04%

8.33%

+43.71%

Volatility

XEM-USD vs. REVG - Volatility Comparison

NEM (XEM-USD) has a higher volatility of 22.34% compared to REV Group, Inc. (REVG) at 0.00%. This indicates that XEM-USD's price experiences larger fluctuations and is considered to be riskier than REVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEM-USDREVGDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.34%

0.00%

+22.34%

Volatility (6M)

Calculated over the trailing 6-month period

56.08%

13.98%

+42.10%

Volatility (1Y)

Calculated over the trailing 1-year period

113.11%

33.48%

+79.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.89%

43.96%

+44.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.79%

51.59%

+52.20%

Frequently Asked Questions


XEM-USD and REVG have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XEM-USD has higher volatility (22.34%) compared to REVG (0.00%). In terms of maximum drawdown, XEM-USD dropped -99.97% vs REVG's -88.07%.

REVG currently has the higher Sharpe Ratio (1.73 vs -0.68), 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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