Newmont (NEM): analysis and statistics
Return, volatility, Sharpe ratio and risk for Newmont, an S&P 500 component in the Materials sector. Data as of 2026-07-30.
| Last close price | $95.77 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | +33.79% |
| Total return over period | +138.37% |
| Annualized volatility | 40.65% |
| Sharpe ratio | 0.74 |
| Sortino ratio | 1.04 |
| Max drawdown | -36.57% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.18% |
| Correlation with the S&P 500 | 0.31 |
| Period range | $28.52 – $131.38 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Newmont (NEM) has posted an annualized return of +33.79% with annual volatility of 40.65%, a Sharpe ratio of 0.74. Its worst stretch (max drawdown from a peak) was -36.57%. Its correlation with the S&P 500 is 0.31, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how NEM would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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