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NEO

Performance

NEO-USD Performance Chart

NEO (NEO-USD) is down 28.2% since the beginning of the year. NEO-USD is currently trading at $3 per share. Investors who bought $1,000 worth of NEO-USD shares 5 years ago would now be looking at an investment worth $41.


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S&P 500 Index

Returns By Period

NEO (NEO-USD) has returned -28.21% so far this year and -59.03% over the past 12 months.


NEO

1D
-6.41%
1M
-8.55%
YTD
-28.21%
6M
-42.02%
1Y
-59.03%
3Y*
-37.91%
5Y*
-47.18%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEO-USD Monthly Returns History

Based on dividend-adjusted daily data since Sep 8, 2016, NEO-USD's average daily return is +0.28%, while the average monthly return is +12.93%. At this rate, an investment would double in approximately 0.5 years.

Historically, 42% of months were positive and 58% were negative. The best month was Jun 2017 with a return of +740.0%, while the worst month was Sep 2016 at -66.9%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 9 months.

On a daily basis, NEO-USD closed higher 50% of trading days. The best single day was Jun 19, 2017 with a return of +131.4%, while the worst single day was Oct 19, 2016 at -42.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-13.38%-10.57%-0.75%0.55%-0.03%-7.10%-28.21%
20255.66%-32.90%-44.75%13.84%-2.68%-7.19%9.76%11.51%-13.79%-13.84%-14.43%-17.46%-74.14%
2024-22.62%31.66%16.27%2.75%-14.20%-20.50%-5.51%-9.93%7.66%-10.43%68.05%-15.21%-2.90%
202333.66%45.97%5.09%-15.43%-1.13%-9.15%-8.89%-18.84%3.77%30.03%16.62%25.48%127.45%
2022-23.10%16.98%16.62%-37.85%-31.17%-26.67%29.87%-17.70%-2.07%-3.62%-17.55%-12.58%-76.07%
202155.89%58.30%43.79%91.25%-42.31%-34.44%24.50%14.05%-24.71%13.94%-16.09%-31.55%79.57%

Benchmark Metrics

NEO has an annualized alpha of 43.09%, beta of 1.22, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since September 09, 2016.

  • This cryptocurrency participated in 174.34% of S&P 500 Index downside but only 69.12% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.03 means this cryptocurrency moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
43.09%
Beta
1.22
0.03
Upside Capture
69.12%
Downside Capture
174.34%

Return for Risk

Risk / Return Rank

NEO-USD ranks 50 for risk / return — on par with similar cryptocurrencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


NEO-USD Risk / Return Rank: 5050
Overall Rank
NEO-USD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
NEO-USD Sortino Ratio Rank: 4242
Sortino Ratio Rank
NEO-USD Omega Ratio Rank: 4040
Omega Ratio Rank
NEO-USD Calmar Ratio Rank: 6969
Calmar Ratio Rank
NEO-USD Martin Ratio Rank: 6565
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for NEO (NEO-USD) and compare them to S&P 500 Index.


NEO-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.77

2.39

-3.16

Sortino ratio

Return per unit of downside risk

-1.06

3.25

-4.32

Omega ratio

Gain probability vs. loss probability

0.89

1.43

-0.54

Calmar ratio

Return relative to maximum drawdown

-0.86

3.11

-3.98

Martin ratio

Return relative to average drawdown

-1.29

14.38

-15.67

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the NEO. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the NEO was 98.70%, occurring on Mar 8, 2026. The portfolio has not yet recovered.

The current NEO drawdown is 98.67%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-98.70%Mar 2026
8y 1mo
8y 4moJan 2018 - now
2016 bear market2016
-85.90%Oct 2016
1mo 11d6mo 16d
7mo 27dSep 2016 - May 2017
2017 bear market2017
-67.14%Sep 2017
29d3mo 1d
4moAug 2017 - Dec 2017
2017 bear market2017
-56.56%Jul 2017
26d20d
1mo 16dJun 2017 - Aug 2017
2017 bear market2017
-51.13%May 2017
1d15d
16dMay 2017 - Jun 2017

Drawdown Indicators


NEO-USDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-98.70%

-56.78%

-41.92%

Max Drawdown (1Y)

Largest decline over 1 year

-68.29%

-9.10%

-59.19%

Max Drawdown (3Y)

Largest decline over 3 years

-90.52%

-18.90%

-71.62%

Max Drawdown (5Y)

Largest decline over 5 years

-96.25%

-25.43%

-70.82%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-98.67%

0.00%

-98.67%

Average Drawdown

Average peak-to-trough decline

-84.00%

-10.72%

-73.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.23%

1.97%

+43.26%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with NEO-USD

Add NEO to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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