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ARRNF vs. NEO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ARRNF vs. NEO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Rare Earths Limited (ARRNF) and Neo Performance Materials Inc. (NEO.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ARRNF is traded in USD, while NEO.TO is traded in CAD. To make them comparable, the NEO.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ARRNF achieves a 28.10% return, which is significantly lower than NEO.TO's 111.87% return.


ARRNF

1D
2.32%
1M
-3.76%
YTD
28.10%
6M
9.80%
1Y
49.44%
3Y*
34.73%
5Y*
68.17%
10Y*

NEO.TO

1D
4.38%
1M
2.29%
YTD
111.87%
6M
106.15%
1Y
173.66%
3Y*
61.23%
5Y*
13.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARRNF vs. NEO.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ARRNF
American Rare Earths Limited
28.10%23.89%41.25%-11.60%4.42%550.00%-20.00%
NEO.TO
Neo Performance Materials Inc.
111.87%110.98%1.80%-14.63%-54.01%50.44%75.46%

Correlation

The correlation between ARRNF and NEO.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 22, 2020

0.14

The correlation between ARRNF and NEO.TO shifts across timeframes, from 0.14 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ARRNF:

$149.92M

NEO.TO:

CA$1.40B

EPS

ARRNF:

-A$0.02

NEO.TO:

-$0.24

PB Ratio

ARRNF:

4.42

NEO.TO:

2.61

Total Revenue (TTM)

ARRNF:

-A$128.85K

NEO.TO:

$511.45M

Gross Profit (TTM)

ARRNF:

-A$385.87K

NEO.TO:

$147.42M

EBITDA (TTM)

ARRNF:

-A$12.72M

NEO.TO:

$61.97M

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Return for Risk

ARRNF vs. NEO.TO — Risk / Return Rank

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

ARRNF
ARRNF Risk / Return Rank: 6363
Overall Rank
ARRNF Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ARRNF Sortino Ratio Rank: 7474
Sortino Ratio Rank
ARRNF Omega Ratio Rank: 7171
Omega Ratio Rank
ARRNF Calmar Ratio Rank: 5858
Calmar Ratio Rank
ARRNF Martin Ratio Rank: 5353
Martin Ratio Rank

NEO.TO
NEO.TO Risk / Return Rank: 9191
Overall Rank
NEO.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
NEO.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
NEO.TO Omega Ratio Rank: 8989
Omega Ratio Rank
NEO.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
NEO.TO Martin Ratio Rank: 9090
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.

ARRNF vs. NEO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Rare Earths Limited (ARRNF) and Neo Performance Materials Inc. (NEO.TO). 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.


ARRNFNEO.TODifference
Sharpe ratioReturn per unit of total volatility

-2.33

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.22

1.38

-0.16

Calmar ratioReturn relative to maximum drawdown

0.72

5.50

-4.78

Martin ratioReturn relative to average drawdown

0.99

11.09

-10.10

ARRNF vs. NEO.TO - Sharpe Ratio Comparison

The current ARRNF Sharpe Ratio is 0.39, which is lower than the NEO.TO Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of ARRNF and NEO.TO, 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

ARRNF vs. NEO.TO - Drawdown Comparison

The maximum ARRNF drawdown since its inception was -83.01%, which is greater than NEO.TO's maximum drawdown of -74.57%. Use the drawdown chart below to compare losses from any high point for ARRNF and NEO.TO.


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Drawdown Indicators


ARRNFNEO.TODifference

Max Drawdown

Largest peak-to-trough decline

-83.01%

-74.57%

-8.44%

Max Drawdown (1Y)

Largest decline over 1 year

-69.13%

-31.80%

-37.33%

Max Drawdown (3Y)

Largest decline over 3 years

-69.13%

-38.53%

-30.60%

Max Drawdown (5Y)

Largest decline over 5 years

-83.01%

-74.57%

-8.44%

Current Drawdown

Current decline from peak

-60.46%

-7.12%

-53.34%

Average Drawdown

Average peak-to-trough decline

-46.27%

-37.05%

-9.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.90%

15.73%

+34.17%

Volatility

ARRNF vs. NEO.TO - Volatility Comparison

American Rare Earths Limited (ARRNF) and Neo Performance Materials Inc. (NEO.TO) have volatilities of 26.35% and 25.89%, 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.


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Volatility by Period


ARRNFNEO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

26.35%

25.89%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

51.26%

45.14%

+6.12%

Volatility (1Y)

Calculated over the trailing 1-year period

126.90%

64.38%

+62.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

314.54%

54.25%

+260.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

289.79%

53.18%

+236.61%

Dividends

ARRNF vs. NEO.TO - Dividend Comparison

ARRNF has not paid dividends to shareholders, while NEO.TO's dividend yield for the trailing twelve months is around 1.19%.


PositionTTM20252024202320222021202020192018
ARRNF
American Rare Earths Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEO.TO
Neo Performance Materials Inc.
1.19%2.57%5.01%5.24%4.17%1.97%2.90%3.20%2.47%

Financials

ARRNF vs. NEO.TO - Financials Comparison

This section allows you to compare key financial metrics between American Rare Earths Limited and Neo Performance Materials Inc.. 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


0.0050.00M100.00M150.00M2021202220232024202520260
152.42M
(ARRNF) Total Revenue
(NEO.TO) Total Revenue
Please note, different currencies. ARRNF values in AUD, NEO.TO values in USD

Frequently Asked Questions


ARRNF and NEO.TO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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