ARRNF vs. LYSDY

Last updated Apr 2, 2026

Compare and contrast key facts about American Rare Earths Limited (ARRNF) and Lynas Rare Earths Ltd ADR (LYSDY).

Performance

ARRNF vs. LYSDY - Performance Comparison

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

ARRNF vs. LYSDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ARRNF American Rare Earths Limited	10.43%	23.89%	41.25%	-11.60%	4.42%	550.00%	-20.00%
LYSDY Lynas Rare Earths Ltd ADR	64.93%	109.37%	-18.22%	-8.17%	-29.21%	144.41%	98.69%

Fundamentals

Market Cap ARRNF : $129.24M LYSDY : $13.41B
EPS ARRNF : -$0.02 LYSDY : $0.14
PB Ratio ARRNF : 2.68 LYSDY : 3.99
Total Revenue (TTM) ARRNF : -$128.85K LYSDY : $1.19B
Gross Profit (TTM) ARRNF : -$385.87K LYSDY : $301.27M
EBITDA (TTM) ARRNF : -$12.72M LYSDY : $236.57M

Returns By Period

In the year-to-date period, ARRNF achieves a 10.43% return, which is significantly lower than LYSDY's 64.93% return.

ARRNF

• 1D: 2.61%
• 1M: -11.89%
• YTD: 10.43%
• 6M: -19.67%
• 1Y: 28.83%
• 3Y*: 14.87%
• 5Y*: 63.25%
• 10Y*: —

LYSDY

• 1D: 1.19%
• 1M: -4.28%
• YTD: 64.93%
• 6M: 20.39%
• 1Y: 204.46%
• 3Y*: 47.62%
• 5Y*: 23.78%
• 10Y*: 74.87%

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

Return for Risk

ARRNF vs. LYSDY — Risk / Return Rank

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

ARRNF

ARRNF Risk / Return Rank: 56
ARRNF Sharpe Ratio Rank: 49
ARRNF Sortino Ratio Rank: 68
ARRNF Omega Ratio Rank: 64
ARRNF Calmar Ratio Rank: 51
ARRNF Martin Ratio Rank: 48

LYSDY

LYSDY Risk / Return Rank: 92
LYSDY Sharpe Ratio Rank: 96
LYSDY Sortino Ratio Rank: 92
LYSDY Omega Ratio Rank: 90
LYSDY Calmar Ratio Rank: 92
LYSDY Martin Ratio Rank: 88

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.

ARRNF vs. LYSDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Rare Earths Limited (ARRNF) 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.

	ARRNF	LYSDY	Difference
Sharpe ratio Return per unit of total volatility	0.23	3.09	-2.86
Sortino ratio Return per unit of downside risk	1.55	3.13	-1.57
Omega ratio Gain probability vs. loss probability	1.18	1.39	-0.21
Calmar ratio Return relative to maximum drawdown	0.42	4.53	-4.11
Martin ratio Return relative to average drawdown	0.67	9.61	-8.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ARRNF vs. LYSDY - Sharpe Ratio Comparison

The current ARRNF Sharpe Ratio is 0.23, which is lower than the LYSDY Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of ARRNF and LYSDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ARRNF	LYSDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	3.09	-2.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	0.47	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.27	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.03	+0.13

Correlation

The correlation between ARRNF and LYSDY is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ARRNF vs. LYSDY - Dividend Comparison

Neither ARRNF nor LYSDY has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

ARRNF vs. LYSDY - Drawdown Comparison

The maximum ARRNF drawdown since its inception was -83.01%, smaller than the maximum LYSDY drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for ARRNF and LYSDY.

Drawdown Indicators

	ARRNF	LYSDY	Difference
Max Drawdown Largest peak-to-trough decline	-83.01%	-99.93%	+16.92%
Max Drawdown (1Y) Largest decline over 1 year	-69.13%	-46.39%	-22.74%
Max Drawdown (5Y) Largest decline over 5 years	-83.01%	-58.25%	-24.76%
Max Drawdown (10Y) Largest decline over 10 years	—	-72.35%	—
Current Drawdown Current decline from peak	-65.91%	-50.67%	-15.24%
Average Drawdown Average peak-to-trough decline	-45.84%	-84.92%	+39.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	42.83%	21.86%	+20.97%

Volatility

ARRNF vs. LYSDY - Volatility Comparison

American Rare Earths Limited (ARRNF) and Lynas Rare Earths Ltd ADR (LYSDY) have volatilities of 18.16% and 18.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ARRNF	LYSDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.16%	18.70%	-0.54%
Volatility (6M) Calculated over the trailing 6-month period	85.74%	53.18%	+32.56%
Volatility (1Y) Calculated over the trailing 1-year period	126.27%	66.71%	+59.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	314.40%	50.34%	+264.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	294.66%	279.44%	+15.22%

Financials