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AREC vs. NIOBW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AREC vs. NIOBW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Resources Corporation (AREC) and NioCorp Developments Ltd. Warrant (NIOBW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AREC achieves a -13.71% return, which is significantly lower than NIOBW's -3.23% return.


AREC

1D
-1.38%
1M
-8.15%
YTD
-13.71%
6M
-16.73%
1Y
174.01%
3Y*
6.33%
5Y*
-5.57%
10Y*

NIOBW

1D
0.56%
1M
-11.55%
YTD
-3.23%
6M
-13.04%
1Y
318.70%
3Y*
34.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AREC vs. NIOBW - Yearly Performance Comparison


2026 (YTD)202520242023
AREC
American Resources Corporation
-13.71%145.54%-32.21%17.32%
NIOBW
NioCorp Developments Ltd. Warrant
-3.23%1,900.00%-82.45%-33.75%

Correlation

The correlation between AREC and NIOBW is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2023

0.11

Over the past year, AREC and NIOBW have become more correlated (0.44) than their long-term average of 0.11, meaning their price movements have been converging.

Fundamentals

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Return for Risk

AREC vs. NIOBW — Risk / Return Rank

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

AREC
AREC Risk / Return Rank: 7878
Overall Rank
AREC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
AREC Sortino Ratio Rank: 8383
Sortino Ratio Rank
AREC Omega Ratio Rank: 7878
Omega Ratio Rank
AREC Calmar Ratio Rank: 8080
Calmar Ratio Rank
AREC Martin Ratio Rank: 7171
Martin Ratio Rank

NIOBW
NIOBW Risk / Return Rank: 8787
Overall Rank
NIOBW Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
NIOBW Sortino Ratio Rank: 8888
Sortino Ratio Rank
NIOBW Omega Ratio Rank: 8585
Omega Ratio Rank
NIOBW Calmar Ratio Rank: 9191
Calmar Ratio Rank
NIOBW Martin Ratio Rank: 8181
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.

AREC vs. NIOBW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Resources Corporation (AREC) and NioCorp Developments Ltd. Warrant (NIOBW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ARECNIOBWDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.27

1.33

-0.06

Calmar ratioReturn relative to maximum drawdown

2.45

4.43

-1.99

Martin ratioReturn relative to average drawdown

3.66

6.53

-2.86

AREC vs. NIOBW - Sharpe Ratio Comparison

The current AREC Sharpe Ratio is 1.30, which is lower than the NIOBW Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of AREC and NIOBW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AREC vs. NIOBW - Drawdown Comparison

The maximum AREC drawdown since its inception was -97.12%, which is greater than NIOBW's maximum drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for AREC and NIOBW.


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Drawdown Indicators


ARECNIOBWDifference

Max Drawdown

Largest peak-to-trough decline

-97.12%

-90.00%

-7.12%

Max Drawdown (1Y)

Largest decline over 1 year

-71.51%

-72.40%

+0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-80.42%

-88.53%

+8.11%

Max Drawdown (5Y)

Largest decline over 5 years

-88.07%

Current Drawdown

Current decline from peak

-84.71%

-65.38%

-19.33%

Average Drawdown

Average peak-to-trough decline

-79.71%

-50.23%

-29.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.72%

49.11%

-1.39%

Volatility

AREC vs. NIOBW - Volatility Comparison

The current volatility for American Resources Corporation (AREC) is 31.24%, while NioCorp Developments Ltd. Warrant (NIOBW) has a volatility of 45.10%. This indicates that AREC experiences smaller price fluctuations and is considered to be less risky than NIOBW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARECNIOBWDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.24%

45.10%

-13.86%

Volatility (6M)

Calculated over the trailing 6-month period

73.00%

86.32%

-13.32%

Volatility (1Y)

Calculated over the trailing 1-year period

134.65%

148.07%

-13.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.04%

191.83%

-84.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

737.25%

191.83%

+545.42%

Dividends

AREC vs. NIOBW - Dividend Comparison

Neither AREC nor NIOBW has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

AREC vs. NIOBW - Financials Comparison

This section allows you to compare key financial metrics between American Resources Corporation and NioCorp Developments Ltd. Warrant. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00M10.00M15.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJuly
50.17K
(AREC) Total Revenue
(NIOBW) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AREC and NIOBW have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NIOBW has higher volatility (45.10%) compared to AREC (31.24%). In terms of maximum drawdown, AREC dropped -97.12% vs NIOBW's -90.00%.

NIOBW currently has the higher Sharpe Ratio (2.17 vs 1.30), 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.

Portfolio Optimizer

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