APXCF vs. LYSDY

Last updated Jun 9, 2026

APXCF (Apex Critical Metals Corp) and LYSDY (Lynas Rare Earths Ltd ADR) are both stocks. Both operate in the Other Industrial Metals & Mining industry within the Basic Materials sector. Over the past year, APXCF returned 87.59% vs 108.67% for LYSDY. At a 0.06 correlation, their price movements are largely independent.

Performance

APXCF vs. LYSDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apex Critical Metals Corp (APXCF) and Lynas Rare Earths Ltd ADR (LYSDY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, APXCF achieves a -31.25% return, which is significantly lower than LYSDY's 48.37% return.

APXCF

• 1D: -3.72%
• 1M: -29.94%
• YTD: -31.25%
• 6M: -29.49%
• 1Y: 87.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LYSDY

• 1D: -0.69%
• 1M: -13.02%
• YTD: 48.37%
• 6M: 35.43%
• 1Y: 108.67%
• 3Y*: 33.39%
• 5Y*: 23.91%
• 10Y*: 73.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

APXCF vs. LYSDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
APXCF Apex Critical Metals Corp	-31.25%	213.05%	26.64%
LYSDY Lynas Rare Earths Ltd ADR	48.37%	109.37%	-7.93%

Correlation

The correlation between APXCF and LYSDY is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (All Time) Calculated using the full available price history since Jul 9, 2024	0.06

Return for Risk

APXCF vs. LYSDY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

APXCF

APXCF Risk / Return Rank: 69
APXCF Sharpe Ratio Rank: 67
APXCF Sortino Ratio Rank: 74
APXCF Omega Ratio Rank: 71
APXCF Calmar Ratio Rank: 68
APXCF Martin Ratio Rank: 63

LYSDY

LYSDY Risk / Return Rank: 79
LYSDY Sharpe Ratio Rank: 85
LYSDY Sortino Ratio Rank: 79
LYSDY Omega Ratio Rank: 78
LYSDY Calmar Ratio Rank: 79
LYSDY Martin Ratio Rank: 76

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.

APXCF vs. LYSDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apex Critical Metals Corp (APXCF) and Lynas Rare Earths Ltd ADR (LYSDY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	APXCF	LYSDY	Difference
Sharpe ratio: Return per unit of total volatility	0.77	1.68	-0.91
Sortino ratio: Return per unit of downside risk	1.86	2.16	-0.29
Omega ratio: Gain probability vs. loss probability	1.22	1.27	-0.05
Calmar ratio: Return relative to maximum drawdown	1.28	2.36	-1.07
Martin ratio: Return relative to average drawdown	2.13	4.94	-2.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

APXCF vs. LYSDY - Sharpe Ratio Comparison

The current APXCF Sharpe Ratio is 0.77, which is lower than the LYSDY Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of APXCF and LYSDY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	APXCF	LYSDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	1.68	-0.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.48	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.27	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.03	+0.52

Drawdowns

APXCF vs. LYSDY - Drawdown Comparison

The maximum APXCF drawdown since its inception was -68.58%, smaller than the maximum LYSDY drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for APXCF and LYSDY.

Drawdown Indicators

	APXCF	LYSDY	Difference
Max Drawdown Largest peak-to-trough decline	-68.58%	-99.93%	+31.35%
Max Drawdown (1Y) Largest decline over 1 year	-68.58%	-46.39%	-22.19%
Max Drawdown (3Y) Largest decline over 3 years	—	-46.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-58.25%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-72.35%	—
Current Drawdown Current decline from peak	-68.58%	-55.62%	-12.96%
Average Drawdown Average peak-to-trough decline	-30.86%	-84.52%	+53.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.24%	22.07%	+19.17%

Volatility

APXCF vs. LYSDY - Volatility Comparison

Apex Critical Metals Corp (APXCF) has a higher volatility of 23.16% compared to Lynas Rare Earths Ltd ADR (LYSDY) at 15.68%. This indicates that APXCF's price experiences larger fluctuations and is considered to be riskier than LYSDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	APXCF	LYSDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.16%	15.68%	+7.48%
Volatility (6M) Calculated over the trailing 6-month period	62.19%	43.52%	+18.67%
Volatility (1Y) Calculated over the trailing 1-year period	114.66%	65.31%	+49.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	128.20%	50.59%	+77.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	128.20%	278.65%	-150.45%

Dividends

APXCF vs. LYSDY - Dividend Comparison

Neither APXCF nor LYSDY has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both APXCF and LYSDY in my portfolio?

APXCF and LYSDY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, APXCF or LYSDY?

APXCF has higher volatility (23.16%) compared to LYSDY (15.68%). In terms of maximum drawdown, APXCF dropped -68.58% vs LYSDY's -99.93%.

Which has better risk-adjusted returns?

LYSDY currently has the higher Sharpe Ratio (1.68 vs 0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.