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IDR vs. EXE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IDR vs. EXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Idaho Strategic Resources, Inc. (IDR) and Expand Energy Corp (EXE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDR achieves a -30.35% return, which is significantly lower than EXE's -13.81% return.


IDR

1D
-3.87%
1M
-14.29%
6M
-22.16%
YTD
-30.35%
1Y
71.16%
3Y*
75.87%
5Y*
44.18%
10Y*
31.98%
ALL TIME*
14.15%

EXE

1D
1.74%
1M
4.98%
6M
-15.39%
YTD
-13.81%
1Y
-7.38%
3Y*
6.64%
5Y*
17.06%
10Y*
ALL TIME*
20.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$371.17M$368.49M$332.29M
$5.76M$6.15M$8.92M

IDR vs. EXE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IDR
Idaho Strategic Resources, Inc.
-30.35%295.49%60.95%11.07%-23.39%81.37%
EXE
Expand Energy Corp
-13.81%14.35%33.18%-14.77%62.34%53.16%

Correlation

The correlation between IDR and EXE is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.16

Correlation (3Y)
Balances recent behavior with more history.

-0.02

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.00

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2021

0.00

The correlation between IDR and EXE shifts across timeframes, from -0.16 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IDR:

$443.78M

EXE:

$21.77B

EPS

IDR:

$1.41

EXE:

$11.59

PE Ratio

IDR:

19.91

EXE:

8.11

PS Ratio

IDR:

8.59

EXE:

1.69

PB Ratio

IDR:

3.84

EXE:

1.15

Total Revenue (TTM)

IDR:

$49.61M

EXE:

$13.37B

Gross Profit (TTM)

IDR:

$23.05M

EXE:

$8.44B

EBITDA (TTM)

IDR:

$24.61M

EXE:

$6.60B

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Return for Risk

IDR vs. EXE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IDR
IDR Risk / Return Rank: 7171
Overall Rank
IDR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IDR Sortino Ratio Rank: 7272
Sortino Ratio Rank
IDR Omega Ratio Rank: 6868
Omega Ratio Rank
IDR Calmar Ratio Rank: 7373
Calmar Ratio Rank
IDR Martin Ratio Rank: 6969
Martin Ratio Rank

EXE
EXE Risk / Return Rank: 3333
Overall Rank
EXE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EXE Sortino Ratio Rank: 2929
Sortino Ratio Rank
EXE Omega Ratio Rank: 3030
Omega Ratio Rank
EXE Calmar Ratio Rank: 3636
Calmar Ratio Rank
EXE Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IDR vs. EXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Idaho Strategic Resources, Inc. (IDR) and Expand Energy Corp (EXE). 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.


IDREXEDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.18

0.98

+0.20

Calmar ratioReturn relative to maximum drawdown

1.43

-0.26

+1.69

Martin ratioReturn relative to average drawdown

2.61

-0.48

+3.08

IDR vs. EXE - Sharpe Ratio Comparison

The current IDR Sharpe Ratio is 0.82, which is higher than the EXE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of IDR and EXE, 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

IDR vs. EXE - Drawdown Comparison

The maximum IDR drawdown since its inception was -93.44%, which is greater than EXE's maximum drawdown of -29.69%. Use the drawdown chart below to compare losses from any high point for IDR and EXE.


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Drawdown Indicators


IDREXEDifference

Max Drawdown

Largest peak-to-trough decline

-93.44%

-29.69%

-63.75%

Max Drawdown (1Y)

Largest decline over 1 year

-49.96%

-28.43%

-21.53%

Max Drawdown (3Y)

Largest decline over 3 years

-49.96%

-28.43%

-21.53%

Max Drawdown (5Y)

Largest decline over 5 years

-62.42%

-29.69%

-32.73%

Max Drawdown (10Y)

Largest decline over 10 years

-62.42%

Current Drawdown

Current decline from peak

-46.70%

-22.60%

-24.10%

Average Drawdown

Average peak-to-trough decline

-47.20%

-11.35%

-35.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.40%

15.54%

+11.86%

Volatility

IDR vs. EXE - Volatility Comparison

Idaho Strategic Resources, Inc. (IDR) has a higher volatility of 16.99% compared to Expand Energy Corp (EXE) at 8.78%. This indicates that IDR's price experiences larger fluctuations and is considered to be riskier than EXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDREXEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.99%

8.78%

+8.21%

Volatility (6M)

Calculated over the trailing 6-month period

58.03%

21.67%

+36.36%

Volatility (1Y)

Calculated over the trailing 1-year period

86.94%

30.55%

+56.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.17%

34.89%

+38.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.72%

34.64%

+51.08%

Dividends

IDR vs. EXE - Dividend Comparison

IDR has not paid dividends to shareholders, while EXE's dividend yield for the trailing twelve months is around 3.39%.


PositionTTM20252024202320222021
EXE
Expand Energy Corp
3.39%2.89%2.45%4.70%10.16%1.74%
IDR
Idaho Strategic Resources, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%

Financials

IDR vs. EXE - Financials Comparison

This section allows you to compare key financial metrics between Idaho Strategic Resources, Inc. and Expand Energy Corp. 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

IDR vs. EXE - Profitability Comparison

The chart below illustrates the profitability comparison between Idaho Strategic Resources, Inc. and Expand Energy Corp over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

IDR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Idaho Strategic Resources, Inc. reported a gross profit of 8.18M and revenue of 14.48M. Therefore, the gross margin over that period was 56.5%.

EXE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Expand Energy Corp reported a gross profit of 2.33B and revenue of 2.96B. Therefore, the gross margin over that period was 78.6%.

IDR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Idaho Strategic Resources, Inc. reported an operating income of 7.58M and revenue of 14.48M, resulting in an operating margin of 52.4%.

EXE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Expand Energy Corp reported an operating income of 661.00M and revenue of 2.96B, resulting in an operating margin of 22.3%.

IDR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Idaho Strategic Resources, Inc. reported a net income of 6.39M and revenue of 14.48M, resulting in a net margin of 44.1%.

EXE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Expand Energy Corp reported a net income of 522.00M and revenue of 2.96B, resulting in a net margin of 17.6%.


Frequently Asked Questions


IDR and EXE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDR has higher volatility (16.99%) compared to EXE (8.78%). In terms of maximum drawdown, IDR dropped -93.44% vs EXE's -29.69%.

IDR currently has the higher Sharpe Ratio (0.82 vs -0.24), 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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