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LYG vs. NBN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LYG and NBN is 0.14, 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

LYG vs. NBN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lloyds Banking Group plc (LYG) and Northeast Bank (NBN). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
8.06%
55.50%
LYG
NBN

Key characteristics

Sharpe Ratio

LYG:

2.48

NBN:

3.03

Sortino Ratio

LYG:

3.12

NBN:

4.19

Omega Ratio

LYG:

1.42

NBN:

1.51

Calmar Ratio

LYG:

0.78

NBN:

6.35

Martin Ratio

LYG:

8.95

NBN:

18.30

Ulcer Index

LYG:

7.65%

NBN:

5.37%

Daily Std Dev

LYG:

27.62%

NBN:

32.44%

Max Drawdown

LYG:

-94.81%

NBN:

-70.47%

Current Drawdown

LYG:

-79.09%

NBN:

-5.90%

Fundamentals

Market Cap

LYG:

$48.86B

NBN:

$840.41M

EPS

LYG:

$0.35

NBN:

$7.57

PE Ratio

LYG:

9.20

NBN:

13.51

PEG Ratio

LYG:

2.00

NBN:

0.00

Total Revenue (TTM)

LYG:

$23.81B

NBN:

$228.97M

Gross Profit (TTM)

LYG:

$23.81B

NBN:

$292.89M

EBITDA (TTM)

LYG:

$1.24B

NBN:

$69.91M

Returns By Period

In the year-to-date period, LYG achieves a 18.38% return, which is significantly higher than NBN's 12.40% return. Over the past 10 years, LYG has underperformed NBN with an annualized return of 0.72%, while NBN has yielded a comparatively higher 28.12% annualized return.


LYG

YTD

18.38%

1M

12.98%

6M

5.57%

1Y

59.05%

5Y*

7.82%

10Y*

0.72%

NBN

YTD

12.40%

1M

2.18%

6M

52.55%

1Y

91.72%

5Y*

39.00%

10Y*

28.12%

*Annualized

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Risk-Adjusted Performance

LYG vs. NBN — Risk-Adjusted Performance Rank

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

LYG
The Risk-Adjusted Performance Rank of LYG is 8888
Overall Rank
The Sharpe Ratio Rank of LYG is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of LYG is 9191
Sortino Ratio Rank
The Omega Ratio Rank of LYG is 9191
Omega Ratio Rank
The Calmar Ratio Rank of LYG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of LYG is 8989
Martin Ratio Rank

NBN
The Risk-Adjusted Performance Rank of NBN is 9797
Overall Rank
The Sharpe Ratio Rank of NBN is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NBN is 9696
Sortino Ratio Rank
The Omega Ratio Rank of NBN is 9494
Omega Ratio Rank
The Calmar Ratio Rank of NBN is 9999
Calmar Ratio Rank
The Martin Ratio Rank of NBN is 9797
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.

LYG vs. NBN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LYG) and Northeast Bank (NBN). 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 LYG, currently valued at 2.48, compared to the broader market-2.000.002.004.002.483.03
The chart of Sortino ratio for LYG, currently valued at 3.12, compared to the broader market-6.00-4.00-2.000.002.004.006.003.124.19
The chart of Omega ratio for LYG, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.51
The chart of Calmar ratio for LYG, currently valued at 0.78, compared to the broader market0.002.004.006.000.786.35
The chart of Martin ratio for LYG, currently valued at 8.95, compared to the broader market-10.000.0010.0020.0030.008.9518.30
LYG
NBN

The current LYG Sharpe Ratio is 2.48, which is comparable to the NBN Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of LYG and NBN, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.48
3.03
LYG
NBN

Dividends

LYG vs. NBN - Dividend Comparison

LYG's dividend yield for the trailing twelve months is around 4.60%, more than NBN's 0.03% yield.


TTM20242023202220212020201920182017201620152014
LYG
Lloyds Banking Group plc
4.60%5.44%5.27%4.95%2.71%5.35%5.05%6.64%4.29%5.03%2.13%0.00%
NBN
Northeast Bank
0.03%0.04%0.07%0.10%0.11%0.18%0.18%0.24%0.17%0.31%0.38%1.24%

Drawdowns

LYG vs. NBN - Drawdown Comparison

The maximum LYG drawdown since its inception was -94.81%, which is greater than NBN's maximum drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for LYG and NBN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-79.09%
-5.90%
LYG
NBN

Volatility

LYG vs. NBN - Volatility Comparison

Lloyds Banking Group plc (LYG) and Northeast Bank (NBN) have volatilities of 7.10% and 7.00%, 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.


6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
7.10%
7.00%
LYG
NBN

Financials

LYG vs. NBN - Financials Comparison

This section allows you to compare key financial metrics between Lloyds Banking Group plc and Northeast Bank. 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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