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CLF vs. NAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CLF vs. NAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cleveland-Cliffs Inc. (CLF) and Northern Dynasty Minerals Ltd. (NAK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, CLF has underperformed NAK with an annualized return of 10.01%, while NAK has yielded a comparatively higher 19.65% annualized return.


CLF

1D
-6.28%
1M
15.06%
YTD
-4.52%
6M
2.51%
1Y
66.84%
3Y*
-7.46%
5Y*
-11.40%
10Y*
10.01%

NAK

1D
3.14%
1M
-8.37%
YTD
0.00%
6M
-1.99%
1Y
52.71%
3Y*
110.40%
5Y*
28.06%
10Y*
19.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLF vs. NAK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLF
Cleveland-Cliffs Inc.
-4.52%41.28%-53.97%26.75%-26.00%49.52%77.38%12.72%6.66%-14.27%
NAK
Northern Dynasty Minerals Ltd.
-0.00%238.78%79.86%46.42%-32.31%1.30%-25.12%-24.46%-67.84%-14.49%

Correlation

The correlation between CLF and NAK is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.20

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

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2003

0.28

Fundamentals

Market Cap

CLF:

$7.16B

NAK:

$1.08B

EPS

CLF:

-$2.37

NAK:

-$0.19

PB Ratio

CLF:

1.23

NAK:

61.12

Total Revenue (TTM)

CLF:

$18.90B

NAK:

$0.00

Gross Profit (TTM)

CLF:

-$528.00M

NAK:

-$85.85K

EBITDA (TTM)

CLF:

$134.00M

NAK:

-$99.80M

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Return for Risk

CLF vs. NAK — Risk / Return Rank

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

CLF
CLF Risk / Return Rank: 6868
Overall Rank
CLF Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CLF Sortino Ratio Rank: 6969
Sortino Ratio Rank
CLF Omega Ratio Rank: 6868
Omega Ratio Rank
CLF Calmar Ratio Rank: 6767
Calmar Ratio Rank
CLF Martin Ratio Rank: 6666
Martin Ratio Rank

NAK
NAK Risk / Return Rank: 6161
Overall Rank
NAK Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
NAK Sortino Ratio Rank: 6565
Sortino Ratio Rank
NAK Omega Ratio Rank: 6868
Omega Ratio Rank
NAK Calmar Ratio Rank: 5959
Calmar Ratio Rank
NAK Martin Ratio Rank: 5656
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.

CLF vs. NAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cleveland-Cliffs Inc. (CLF) and Northern Dynasty Minerals Ltd. (NAK). 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.


CLFNAKDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.21

1.20

0.00

Calmar ratioReturn relative to maximum drawdown

1.30

0.78

+0.52

Martin ratioReturn relative to average drawdown

2.68

1.34

+1.34

CLF vs. NAK - Sharpe Ratio Comparison

The current CLF Sharpe Ratio is 0.98, which is higher than the NAK Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of CLF and NAK, 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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Sharpe Ratios by Period


CLFNAKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.46

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.34

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.20

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

-0.01

+0.14

Drawdowns

CLF vs. NAK - Drawdown Comparison

The maximum CLF drawdown since its inception was -98.78%, roughly equal to the maximum NAK drawdown of -99.01%. Use the drawdown chart below to compare losses from any high point for CLF and NAK.


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Drawdown Indicators


CLFNAKDifference

Max Drawdown

Largest peak-to-trough decline

-98.78%

-99.01%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-51.67%

-67.68%

+16.01%

Max Drawdown (3Y)

Largest decline over 3 years

-74.46%

-67.68%

-6.78%

Max Drawdown (5Y)

Largest decline over 5 years

-82.37%

-67.68%

-14.69%

Max Drawdown (10Y)

Largest decline over 10 years

-82.37%

-93.79%

+11.42%

Current Drawdown

Current decline from peak

-87.07%

-90.65%

+3.58%

Average Drawdown

Average peak-to-trough decline

-47.61%

-73.92%

+26.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.01%

39.43%

-14.42%

Volatility

CLF vs. NAK - Volatility Comparison

The current volatility for Cleveland-Cliffs Inc. (CLF) is 20.72%, while Northern Dynasty Minerals Ltd. (NAK) has a volatility of 25.23%. This indicates that CLF experiences smaller price fluctuations and is considered to be less risky than NAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLFNAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.72%

25.23%

-4.51%

Volatility (6M)

Calculated over the trailing 6-month period

46.41%

77.05%

-30.64%

Volatility (1Y)

Calculated over the trailing 1-year period

68.41%

115.40%

-46.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.53%

83.77%

-24.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.05%

97.95%

-35.90%

Dividends

CLF vs. NAK - Dividend Comparison

Neither CLF nor NAK has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CLF
Cleveland-Cliffs Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.82%3.10%
NAK
Northern Dynasty Minerals Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

CLF vs. NAK - Financials Comparison

This section allows you to compare key financial metrics between Cleveland-Cliffs Inc. and Northern Dynasty Minerals Ltd.. 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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
4.92B
0
(CLF) Total Revenue
(NAK) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CLF and NAK have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NAK has higher volatility (25.23%) compared to CLF (20.72%). In terms of maximum drawdown, CLF dropped -98.78% vs NAK's -99.01%.

CLF currently has the higher Sharpe Ratio (0.98 vs 0.46), 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

Find the right allocation for CLF and NAK

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