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GPHOF vs. LYSDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GPHOF vs. LYSDY - Performance Comparison

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

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Returns By Period

In the year-to-date period, GPHOF achieves a -52.43% return, which is significantly lower than LYSDY's 40.27% return. Over the past 10 years, GPHOF has underperformed LYSDY with an annualized return of 25.91%, while LYSDY has yielded a comparatively higher 72.40% annualized return.


GPHOF

1D
-1.87%
1M
-12.13%
6M
-54.68%
YTD
-52.43%
1Y
34.14%
3Y*
-12.47%
5Y*
-8.40%
10Y*
25.91%

LYSDY

1D
-1.44%
1M
-7.72%
6M
18.49%
YTD
40.27%
1Y
80.40%
3Y*
34.76%
5Y*
19.82%
10Y*
72.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPHOF vs. LYSDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPHOF
Graphite One Inc
-52.43%198.10%-22.11%-23.80%-48.25%305.26%59.66%723.53%-60.41%11.96%
LYSDY
Lynas Rare Earths Ltd ADR
40.27%109.37%-18.22%-8.17%-29.21%144.41%79.88%50.87%489.58%258.76%

Correlation

The correlation between GPHOF and LYSDY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.11

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

0.10

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

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2010

0.07

The correlation between GPHOF and LYSDY shifts across timeframes, from 0.07 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GPHOF:

$114.57M

LYSDY:

$11.68B

EPS

GPHOF:

-$0.06

LYSDY:

A$0.13

PB Ratio

GPHOF:

1.30

LYSDY:

4.88

Total Revenue (TTM)

GPHOF:

$0.00

LYSDY:

A$1.19B

Gross Profit (TTM)

GPHOF:

-$102.03K

LYSDY:

A$301.27M

EBITDA (TTM)

GPHOF:

-$10.94M

LYSDY:

A$236.57M

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Return for Risk

GPHOF vs. LYSDY — Risk / Return Rank

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

GPHOF
GPHOF Risk / Return Rank: 6161
Overall Rank
GPHOF Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GPHOF Sortino Ratio Rank: 6666
Sortino Ratio Rank
GPHOF Omega Ratio Rank: 6464
Omega Ratio Rank
GPHOF Calmar Ratio Rank: 5858
Calmar Ratio Rank
GPHOF Martin Ratio Rank: 5656
Martin Ratio Rank

LYSDY
LYSDY Risk / Return Rank: 8080
Overall Rank
LYSDY Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LYSDY Sortino Ratio Rank: 8080
Sortino Ratio Rank
LYSDY Omega Ratio Rank: 7979
Omega Ratio Rank
LYSDY Calmar Ratio Rank: 7979
Calmar Ratio Rank
LYSDY Martin Ratio Rank: 7676
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.

GPHOF vs. LYSDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Graphite One Inc (GPHOF) 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.

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.


GPHOFLYSDYDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.16

1.25

-0.10

Calmar ratioReturn relative to maximum drawdown

0.54

2.06

-1.52

Martin ratioReturn relative to average drawdown

0.85

4.18

-3.33

GPHOF vs. LYSDY - Sharpe Ratio Comparison

The current GPHOF Sharpe Ratio is 0.36, which is lower than the LYSDY Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of GPHOF and LYSDY, 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

GPHOF vs. LYSDY - Drawdown Comparison

The maximum GPHOF drawdown since its inception was -93.66%, smaller than the maximum LYSDY drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for GPHOF and LYSDY.


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Drawdown Indicators


GPHOFLYSDYDifference

Max Drawdown

Largest peak-to-trough decline

-93.66%

-99.93%

+6.27%

Max Drawdown (1Y)

Largest decline over 1 year

-63.75%

-46.39%

-17.36%

Max Drawdown (3Y)

Largest decline over 3 years

-63.75%

-46.39%

-17.36%

Max Drawdown (5Y)

Largest decline over 5 years

-76.18%

-58.25%

-17.93%

Max Drawdown (10Y)

Largest decline over 10 years

-76.18%

-72.35%

-3.83%

Current Drawdown

Current decline from peak

-64.88%

-58.05%

-6.83%

Average Drawdown

Average peak-to-trough decline

-58.01%

-84.35%

+26.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.10%

22.77%

+17.33%

Volatility

GPHOF vs. LYSDY - Volatility Comparison

Graphite One Inc (GPHOF) and Lynas Rare Earths Ltd ADR (LYSDY) have volatilities of 14.42% and 14.54%, 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


GPHOFLYSDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.42%

14.54%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

45.72%

43.18%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

95.83%

65.18%

+30.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.48%

50.69%

+23.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

247.48%

278.40%

-30.92%

Dividends

GPHOF vs. LYSDY - Dividend Comparison

Neither GPHOF nor LYSDY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

GPHOF vs. LYSDY - Financials Comparison

This section allows you to compare key financial metrics between Graphite One Inc and Lynas Rare Earths Ltd ADR. 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


0.00100.00M200.00M300.00M400.00M500.00M600.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
406.10M
(GPHOF) Total Revenue
(LYSDY) Total Revenue
Please note, different currencies. GPHOF values in USD, LYSDY values in AUD

Frequently Asked Questions


GPHOF and LYSDY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LYSDY has higher volatility (14.54%) compared to GPHOF (14.42%). In terms of maximum drawdown, GPHOF dropped -93.66% vs LYSDY's -99.93%.

LYSDY currently has the higher Sharpe Ratio (1.48 vs 0.36), 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

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