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

Correlation

The correlation between LYG and NBN is 0.16, 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.


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.

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Key characteristics

Sharpe Ratio

LYG:

1.68

NBN:

1.46

Sortino Ratio

LYG:

2.23

NBN:

2.28

Omega Ratio

LYG:

1.30

NBN:

1.29

Calmar Ratio

LYG:

0.64

NBN:

2.21

Martin Ratio

LYG:

6.66

NBN:

5.37

Ulcer Index

LYG:

7.94%

NBN:

10.33%

Daily Std Dev

LYG:

31.79%

NBN:

35.67%

Max Drawdown

LYG:

-94.82%

NBN:

-70.47%

Current Drawdown

LYG:

-73.29%

NBN:

-22.03%

Fundamentals

Market Cap

LYG:

$59.77B

NBN:

$735.99M

EPS

LYG:

$0.33

NBN:

$8.98

PE Ratio

LYG:

12.03

NBN:

9.61

PEG Ratio

LYG:

2.32

NBN:

0.00

PS Ratio

LYG:

3.40

NBN:

3.99

PB Ratio

LYG:

0.94

NBN:

1.57

Total Revenue (TTM)

LYG:

$22.32B

NBN:

$250.25M

Gross Profit (TTM)

LYG:

$22.32B

NBN:

$226.80M

EBITDA (TTM)

LYG:

$1.61B

NBN:

$77.60M

Returns By Period

In the year-to-date period, LYG achieves a 51.08% return, which is significantly higher than NBN's -6.87% return. Over the past 10 years, LYG has underperformed NBN with an annualized return of 1.86%, while NBN has yielded a comparatively higher 24.77% annualized return.


LYG

YTD

51.08%

1M

6.12%

6M

45.21%

1Y

52.93%

5Y*

30.16%

10Y*

1.86%

NBN

YTD

-6.87%

1M

-2.34%

6M

-14.13%

1Y

51.75%

5Y*

41.85%

10Y*

24.77%

*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 8787
Overall Rank
The Sharpe Ratio Rank of LYG is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of LYG is 8989
Sortino Ratio Rank
The Omega Ratio Rank of LYG is 8888
Omega Ratio Rank
The Calmar Ratio Rank of LYG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of LYG is 9191
Martin Ratio Rank

NBN
The Risk-Adjusted Performance Rank of NBN is 9090
Overall Rank
The Sharpe Ratio Rank of NBN is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of NBN is 8989
Sortino Ratio Rank
The Omega Ratio Rank of NBN is 8787
Omega Ratio Rank
The Calmar Ratio Rank of NBN is 9494
Calmar Ratio Rank
The Martin Ratio Rank of NBN is 8787
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.


The current LYG Sharpe Ratio is 1.68, which is comparable to the NBN Sharpe Ratio of 1.46. 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.


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Dividends

LYG vs. NBN - Dividend Comparison

LYG's dividend yield for the trailing twelve months is around 3.98%, more than NBN's 0.05% yield.


TTM20242023202220212020201920182017201620152014
LYG
Lloyds Banking Group plc
3.98%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
0.05%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 -94.82%, 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.


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Volatility

LYG vs. NBN - Volatility Comparison

The current volatility for Lloyds Banking Group plc (LYG) is 7.92%, while Northeast Bank (NBN) has a volatility of 11.93%. This indicates that LYG experiences smaller price fluctuations and is considered to be less risky than NBN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


-10.00B0.0010.00B20.00B20212022202320242025
4.70B
87.37M
(LYG) Total Revenue
(NBN) Total Revenue
Values in USD except per share items