Newmont Corporation

10-Year Study

NMM.XETRA · Basic Materials · DE · Common Stock

Executive Summary: Newmont Corporation has compounded at 14.9% annually over the last 10 years, with a maximum drawdown of 57.5% and an annualized volatility of 36.4%.

1Y CAGR
+126.9%
3Y CAGR
+40.1%
5Y CAGR
+13.2%
10Y CAGR
+14.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
57.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +145.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.812.0-15.94.6————————11.1%
202514.3-2.210.84.4-0.76.611.116.313.2-2.713.410.9145.0%
2024-14.6-10.316.614.20.12.615.16.70.2-12.7-4.2-9.4-2.1%
20239.0-15.310.4-4.6-9.71.30.8-7.5-2.51.36.01.6-11.9%
20220.710.223.6-3.5-9.9-8.4-22.8-6.85.9-1.64.11.0-13.7%
20211.5-7.915.0-0.316.9-11.4-0.7-7.5-3.00.33.710.313.7%
20206.5-1.46.631.7-4.01.76.2-3.1-3.5-1.1-8.70.729.8%
2019-2.3-0.27.1-12.98.112.9-2.411.2-5.62.6-1.410.026.3%
20182.7-2.0-1.77.82.2-4.4-3.9-14.0-2.43.25.36.9-2.4%
20170.2-1.7-5.4-0.3-2.5-6.111.12.4-1.6-1.90.10.5-6.0%
2016———28.8-3.018.611.9-11.92.4-5.1-9.010.843.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 36.4%. The dominant macroeconomic risk driver is GLD.US, accounting for 30.0% of variance. Idiosyncratic stock-specific factors contribute 31.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112876.388270173122
2016-05-0112489.848794400325
2016-06-0114810.621770943744
2016-07-0116569.276537786038
2016-08-0114601.197151005905
2016-09-0114958.6015146162
2016-10-0114192.281499459797
2016-11-0112918.785234796234
2016-12-0114315.632088562548
2017-01-0114343.435895072635
2017-02-0114095.096186833389
2017-03-0113327.547274151679
2017-04-0113291.089980900886
2017-05-0112965.227320440152
2017-06-0112173.81731414205
2017-07-0113530.776202399424
2017-08-0113861.45204483428
2017-09-0113633.542757953273
2017-10-0113375.371869511566
2017-11-0113383.97415218872
2017-12-0113454.99418833879
2018-01-0113824.994751583488
2018-02-0113545.318156448899
2018-03-0113308.3969543823
2018-04-0114345.074425106377
2018-05-0114660.440252538443
2018-06-0114008.151686917876
2018-07-0113468.2560407994
2018-08-0111589.220520540513
2018-09-0111312.820985473409
2018-10-0111671.300634418349
2018-11-0112289.02645713964
2018-12-0113131.333302610898
2019-01-0112828.922103258115
2019-02-0112798.71170576097
2019-03-0113710.144037030781
2019-04-0111934.796745469721
2019-05-0112898.047589056667
2019-06-0114556.752023840614
2019-07-0114213.326369580689
2019-08-0115800.754747896795
2019-09-0114908.779960777687
2019-10-0115291.069499275463
2019-11-0115075.090759202652
2019-12-0116588.52926568253
2020-01-0117663.404967818245
2020-02-0117420.697706569998
2020-03-0118566.08140422024
2020-04-0124454.907141430747
2020-05-0123472.710794328643
2020-06-0123866.11161461774
2020-07-0125354.204109638144
2020-08-0124568.68257064881
2020-09-0123709.32477201391
2020-10-0123437.73841892093
2020-11-0121396.232405003666
2020-12-0121535.661070062524
2021-01-0121857.632221693115
2021-02-0120139.479869122417
2021-03-0123163.69427077733
2021-04-0123096.821763775173
2021-05-0127010.1947290537
2021-06-0123927.81251120089
2021-07-0123757.098163310242
2021-08-0121986.973686231744
2021-09-0121325.417185107814
2021-10-0121388.961427978924
2021-11-0122187.335186920438
2021-12-0124482.301315432396
2022-01-0124656.343927454087
2022-02-0127175.071813699138
2022-03-0133593.39877212656
2022-04-0132427.22622467319
2022-05-0129228.303558170377
2022-06-0126773.37593511421
2022-07-0120675.637618601413
2022-08-0119273.107113780552
2022-09-0120413.780037583783
2022-10-0120096.775680117975
2022-11-0120925.718265001513
2022-12-0121127.052642897743
2023-01-0123030.41009334501
2023-02-0119508.44098987696
2023-03-0121540.474252036645
2023-04-0120547.11541907966
2023-05-0118550.87379734456
2023-06-0118782.777001182814
2023-07-0118927.684501042007
2023-08-0117507.386186167736
2023-09-0117061.910833243724
2023-10-0117286.287039739473
2023-11-0118329.825854979852
2023-12-0118615.442121486765
2024-01-0115906.849567581685
2024-02-0114271.852614223466
2024-03-0116638.760452029474
2024-04-0118997.62925185743
2024-05-0119024.92101773197
2024-06-0119528.20575840899
2024-07-0122474.02673876199
2024-08-0123988.130898068073
2024-09-0124046.34991832952
2024-10-0120981.684306466563
2024-11-0120104.25147339693
2024-12-0118222.297321515438
2025-01-0120829.813053963964
2025-02-0120368.771665719392
2025-03-0122576.639682125176
2025-04-0123561.857068976995
2025-05-0123385.81749847668
2025-06-0124935.354869762465
2025-07-0127703.702565835625
2025-08-0132217.49438035403
2025-09-0136474.907448655125
2025-10-0135484.36483919364
2025-11-0140256.63476653508
2025-12-0144644.823013154324
2026-01-0150338.71488041291
2026-02-0156383.96903178237
2026-03-0147404.72203874099
2026-04-0149586.015146162004
Annual Return Matrix
YearAnnual Return
2017-0.06011874955290075
2018-0.02405507436104304
20190.2632783650677908
20200.2982260648395372
20210.1368260874734002
2022-0.13704792818719524
2023-0.11888125446855946
2024-0.021119283517716747
20251.4500106778765636
20260.11067783002637932
Total Factor Risk
0.3642102268828212
VTI.US Exposure
-0.00005898267469181313
VEA.US Exposure
0.06438426045327073
VWO.US Exposure
-0.011929279500494345
QQQ.US Exposure
-0.0007915141639414681
VTV.US Exposure
0.1111795850430734
IJR.US Exposure
-0.0049260305530468215
QUAL.US Exposure
0.0404630941905779
SHV.US Exposure
0.05206527423898867
TLT.US Exposure
0.01568411403266142
LQD.US Exposure
0.04801922704406819
HYG.US Exposure
0.05978804262570671
GLD.US Exposure
0.300228471388342
USO.US Exposure
-0.002232941105786895
VNQ.US Exposure
0.004423535249482096
BTC-USD.CC Exposure
0.0023118726570691755
CPER.US Exposure
0.007028535570105145
VIX.INDX Exposure
0.00877621027113712
UUP.US Exposure
-0.016452076717578087
TIP.US Exposure
0.007891949843608706
Idiosyncratic Exposure
0.31414665210744797
Value Score
42.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →17.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.02%
Market Cap$109.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$115
Avg Yield on Cost
1.15%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$114.651.15%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+22.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
12.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Newmont Corporation a high-risk investment?

Newmont Corporation (NMM.XETRA) has an annualized volatility of 36.4% and experienced a maximum drawdown of 57.5% over the last 10 years. Its primary macro risk driver is GLD.US.

What is the 10-year return of NMM.XETRA?

Over the past 10 years, NMM.XETRA has generated a Compound Annual Growth Rate (CAGR) of 14.9%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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