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NEO (NEO-USD)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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NEO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NEO, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

NEO (NEO-USD) has returned -23.65% so far this year and -49.59% over the past 12 months.


NEO

1D
1.85%
1M
3.92%
YTD
-23.65%
6M
-53.54%
1Y
-49.59%
3Y*
-40.05%
5Y*
-44.82%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 8, 2016, NEO-USD's average daily return is +0.29%, while the average monthly return is +13.32%. At this rate, your investment would double in approximately 0.5 years.

Historically, 43% of months were positive and 57% 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%-1.43%-23.65%
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 45.95%, 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 174.53% of S&P 500 Index downside but only 72.44% 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
45.95%
Beta
1.22
0.03
Upside Capture
72.44%
Downside Capture
174.53%

Return for Risk

Risk / Return Rank

NEO-USD ranks 38 for risk / return — below 38% of cryptocurrencies on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


NEO-USD Risk / Return Rank: 3838
Overall Rank
NEO-USD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
NEO-USD Sortino Ratio Rank: 4444
Sortino Ratio Rank
NEO-USD Omega Ratio Rank: 4343
Omega Ratio Rank
NEO-USD Calmar Ratio Rank: 3333
Calmar Ratio Rank
NEO-USD Martin Ratio Rank: 2727
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 a chosen benchmark (S&P 500 Index).


NEO-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.61

0.90

-1.51

Sortino ratio

Return per unit of downside risk

-0.58

1.39

-1.97

Omega ratio

Gain probability vs. loss probability

0.94

1.21

-0.27

Calmar ratio

Return relative to maximum drawdown

-1.12

1.40

-2.52

Martin ratio

Return relative to average drawdown

-1.72

6.61

-8.33

Explore NEO-USD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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 98.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.7%Jan 16, 20182974Mar 8, 2026
-85.9%Sep 10, 201642Oct 21, 2016196May 5, 2017238
-67.14%Aug 16, 201730Sep 14, 201791Dec 14, 2017121
-56.56%Jun 20, 201727Jul 16, 201720Aug 5, 201747
-51.13%May 25, 20172May 26, 201715Jun 10, 201717

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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