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BYRN vs. NDAQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BYRN and NDAQ is 0.05, 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.


-0.50.00.51.00.1

Performance

BYRN vs. NDAQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Byrna Technologies Inc. (BYRN) and Nasdaq, Inc. (NDAQ). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
194.23%
18.32%
BYRN
NDAQ

Key characteristics

Sharpe Ratio

BYRN:

2.17

NDAQ:

2.71

Sortino Ratio

BYRN:

3.03

NDAQ:

3.66

Omega Ratio

BYRN:

1.34

NDAQ:

1.49

Calmar Ratio

BYRN:

2.56

NDAQ:

2.64

Martin Ratio

BYRN:

9.81

NDAQ:

14.66

Ulcer Index

BYRN:

18.92%

NDAQ:

3.48%

Daily Std Dev

BYRN:

85.83%

NDAQ:

18.82%

Max Drawdown

BYRN:

-92.51%

NDAQ:

-68.48%

Current Drawdown

BYRN:

-6.11%

NDAQ:

-1.40%

Fundamentals

Market Cap

BYRN:

$726.97M

NDAQ:

$47.47B

EPS

BYRN:

$0.55

NDAQ:

$1.93

PE Ratio

BYRN:

58.36

NDAQ:

42.79

Total Revenue (TTM)

BYRN:

$85.76M

NDAQ:

$7.40B

Gross Profit (TTM)

BYRN:

$52.77M

NDAQ:

$4.38B

EBITDA (TTM)

BYRN:

$7.78M

NDAQ:

$2.39B

Returns By Period

In the year-to-date period, BYRN achieves a 11.42% return, which is significantly higher than NDAQ's 6.83% return. Over the past 10 years, BYRN has outperformed NDAQ with an annualized return of 27.25%, while NDAQ has yielded a comparatively lower 19.15% annualized return.


BYRN

YTD

11.42%

1M

9.18%

6M

194.23%

1Y

166.39%

5Y*

78.34%

10Y*

27.25%

NDAQ

YTD

6.83%

1M

4.77%

6M

18.32%

1Y

50.80%

5Y*

18.33%

10Y*

19.15%

*Annualized

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Risk-Adjusted Performance

BYRN vs. NDAQ — Risk-Adjusted Performance Rank

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

BYRN
The Risk-Adjusted Performance Rank of BYRN is 9191
Overall Rank
The Sharpe Ratio Rank of BYRN is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BYRN is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BYRN is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BYRN is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BYRN is 9191
Martin Ratio Rank

NDAQ
The Risk-Adjusted Performance Rank of NDAQ is 9595
Overall Rank
The Sharpe Ratio Rank of NDAQ is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of NDAQ is 9595
Sortino Ratio Rank
The Omega Ratio Rank of NDAQ is 9494
Omega Ratio Rank
The Calmar Ratio Rank of NDAQ is 9393
Calmar Ratio Rank
The Martin Ratio Rank of NDAQ is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BYRN vs. NDAQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Byrna Technologies Inc. (BYRN) and Nasdaq, Inc. (NDAQ). 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.


Sharpe ratio
The chart of Sharpe ratio for BYRN, currently valued at 2.17, compared to the broader market-2.000.002.002.172.71
The chart of Sortino ratio for BYRN, currently valued at 3.03, compared to the broader market-4.00-2.000.002.004.006.003.033.66
The chart of Omega ratio for BYRN, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.49
The chart of Calmar ratio for BYRN, currently valued at 2.56, compared to the broader market0.002.004.006.002.562.64
The chart of Martin ratio for BYRN, currently valued at 9.81, compared to the broader market0.0010.0020.0030.009.8114.66
BYRN
NDAQ

The current BYRN Sharpe Ratio is 2.17, which is comparable to the NDAQ Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of BYRN and NDAQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.003.004.005.006.007.008.00SeptemberOctoberNovemberDecember2025February
2.17
2.71
BYRN
NDAQ

Dividends

BYRN vs. NDAQ - Dividend Comparison

BYRN has not paid dividends to shareholders, while NDAQ's dividend yield for the trailing twelve months is around 1.14%.


TTM20242023202220212020201920182017201620152014
BYRN
Byrna Technologies Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NDAQ
Nasdaq, Inc.
1.14%1.22%1.48%1.27%1.00%1.46%1.73%2.08%1.90%1.80%1.55%1.21%

Drawdowns

BYRN vs. NDAQ - Drawdown Comparison

The maximum BYRN drawdown since its inception was -92.51%, which is greater than NDAQ's maximum drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for BYRN and NDAQ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.11%
-1.40%
BYRN
NDAQ

Volatility

BYRN vs. NDAQ - Volatility Comparison

Byrna Technologies Inc. (BYRN) has a higher volatility of 26.91% compared to Nasdaq, Inc. (NDAQ) at 4.81%. This indicates that BYRN's price experiences larger fluctuations and is considered to be riskier than NDAQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
26.91%
4.81%
BYRN
NDAQ

Financials

BYRN vs. NDAQ - Financials Comparison

This section allows you to compare key financial metrics between Byrna Technologies Inc. and Nasdaq, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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