Newmont (NEM): analysis and statistics
Return, volatility, Sharpe ratio and risk for Newmont, a component of the S&P 500 in the Materials sector. Data as of 2026-09-13.
| Last close price | $126.81 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | +51.00% |
| Total return over period | +241.51% |
| Annualized volatility | 41.66% |
| Period volatility | 71.93% |
| Sharpe ratio | 1.13 |
| Sortino ratio | 1.62 |
| 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 – $134.86 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Newmont (NEM) has posted an annualized return of +51.00% with annual volatility of 41.66%, a Sharpe ratio of 1.13. 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Newmont (NEM) is of the S&P 500.
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