EAF vs. NMG
EAF (GrafTech International Ltd.) and NMG (Nouveau Monde Graphite Inc) are both stocks. EAF operates in Electrical Equipment & Parts (Industrials), while NMG operates in Other Industrial Metals & Mining (Basic Materials). Over the past 5 years, EAF returned -40.13%/yr vs -31.82%/yr for NMG. At a 0.21 correlation, their price movements are largely independent.
Performance
EAF vs. NMG - Performance Comparison
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Returns By Period
In the year-to-date period, EAF achieves a -36.04% return, which is significantly lower than NMG's -27.42% return.
EAF
- 1D
- -11.03%
- 1M
- 7.48%
- YTD
- -36.04%
- 6M
- -39.10%
- 1Y
- -4.62%
- 3Y*
- -40.71%
- 5Y*
- -40.13%
- 10Y*
- —
NMG
- 1D
- -6.74%
- 1M
- -12.62%
- YTD
- -27.42%
- 6M
- -41.75%
- 1Y
- 2.27%
- 3Y*
- -16.93%
- 5Y*
- -31.82%
- 10Y*
- —
EAF vs. NMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EAF GrafTech International Ltd. | -36.04% | -10.35% | -21.00% | -53.81% | -59.53% | 11.34% | -6.94% | 4.40% | -15.76% |
NMG Nouveau Monde Graphite Inc | -27.42% | 55.97% | -39.08% | -31.68% | -45.35% | -13.64% | 419.85% | -18.91% | -25.09% |
Correlation
The correlation between EAF and NMG is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2018 | 0.21 |
The correlation between EAF and NMG shifts across timeframes, from 0.21 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
EAF:
$2.59B
NMG:
$292.67M
EAF:
-$0.86
NMG:
-$0.62
EAF:
$517.40M
NMG:
$0.00
EAF:
-$14.15M
NMG:
-$8.40M
EAF:
-$1.80M
NMG:
-$116.56M
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Return for Risk
EAF vs. NMG — Risk / Return Rank
EAF
NMG
EAF vs. NMG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GrafTech International Ltd. (EAF) and Nouveau Monde Graphite Inc (NMG). 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.
| EAF | NMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.11 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 0.04 | -0.10 |
| Martin ratioReturn relative to average drawdown | -0.12 | 0.05 | -0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EAF | NMG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 0.02 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.48 | -0.42 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.36 | -0.08 | -0.28 |
Drawdowns
EAF vs. NMG - Drawdown Comparison
The maximum EAF drawdown since its inception was -97.38%, roughly equal to the maximum NMG drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for EAF and NMG.
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Drawdown Indicators
| EAF | NMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.38% | -94.01% | -3.37% |
Max Drawdown (1Y)Largest decline over 1 year | -73.61% | -64.50% | -9.11% |
Max Drawdown (3Y)Largest decline over 3 years | -90.11% | -64.50% | -25.61% |
Max Drawdown (5Y)Largest decline over 5 years | -96.03% | -89.85% | -6.18% |
Current DrawdownCurrent decline from peak | -95.03% | -91.30% | -3.73% |
Average DrawdownAverage peak-to-trough decline | -64.35% | -68.76% | +4.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.17% | 41.73% | -1.56% |
Volatility
EAF vs. NMG - Volatility Comparison
GrafTech International Ltd. (EAF) has a higher volatility of 24.49% compared to Nouveau Monde Graphite Inc (NMG) at 14.28%. This indicates that EAF's price experiences larger fluctuations and is considered to be riskier than NMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAF | NMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.49% | 14.28% | +10.21% |
Volatility (6M)Calculated over the trailing 6-month period | 84.60% | 57.47% | +27.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 109.25% | 98.94% | +10.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 83.79% | 76.21% | +7.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.64% | 84.25% | -8.61% |
Dividends
EAF vs. NMG - Dividend Comparison
Neither EAF nor NMG has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EAF GrafTech International Ltd. | 0.00% | 0.00% | 0.00% | 0.91% | 0.84% | 0.34% | 1.08% | 2.93% | 8.17% |
NMG Nouveau Monde Graphite Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
EAF vs. NMG - Financials Comparison
This section allows you to compare key financial metrics between GrafTech International Ltd. and Nouveau Monde Graphite 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EAF and NMG have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAF has higher volatility (24.49%) compared to NMG (14.28%). In terms of maximum drawdown, EAF dropped -97.38% vs NMG's -94.01%.
NMG currently has the higher Sharpe Ratio (0.02 vs -0.04), 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.
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