LYSCF vs. REMX

Last updated Apr 1, 2026

Compare and contrast key facts about Lynas Rare Earths Ltd (LYSCF) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX).

REMX is a passively managed fund by VanEck that tracks the performance of the MVIS Global Rare Earth/Strategic Metals Index. It was launched on Oct 27, 2010.

Performance

LYSCF vs. REMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lynas Rare Earths Ltd (LYSCF) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). The values are adjusted to include any dividend payments, if applicable.

LYSCF vs. REMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYSCF Lynas Rare Earths Ltd	62.42%	105.74%	-17.15%	-8.68%	-28.76%	142.35%	87.20%	48.08%	-35.23%	3,404.10%
REMX VanEck Vectors Rare Earth/Strategic Metals ETF	19.05%	92.95%	-35.02%	-19.18%	-31.13%	79.81%	64.82%	0.74%	-49.63%	82.60%

Returns By Period

In the year-to-date period, LYSCF achieves a 62.42% return, which is significantly higher than REMX's 19.05% return. Over the past 10 years, LYSCF has outperformed REMX with an annualized return of 71.47%, while REMX has yielded a comparatively lower 10.24% annualized return.

LYSCF

• 1D: 1.59%
• 1M: 1.52%
• YTD: 62.42%
• 6M: 21.27%
• 1Y: 206.87%
• 3Y*: 46.36%
• 5Y*: 23.31%
• 10Y*: 71.47%

REMX

• 1D: 2.95%
• 1M: -11.88%
• YTD: 19.05%
• 6M: 36.14%
• 1Y: 126.68%
• 3Y*: 4.04%
• 5Y*: 5.20%
• 10Y*: 10.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LYSCF vs. REMX — Risk / Return Rank

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

LYSCF

LYSCF Risk / Return Rank: 91
LYSCF Sharpe Ratio Rank: 97
LYSCF Sortino Ratio Rank: 92
LYSCF Omega Ratio Rank: 90
LYSCF Calmar Ratio Rank: 91
LYSCF Martin Ratio Rank: 87

REMX

REMX Risk / Return Rank: 95
REMX Sharpe Ratio Rank: 97
REMX Sortino Ratio Rank: 95
REMX Omega Ratio Rank: 92
REMX Calmar Ratio Rank: 97
REMX Martin Ratio Rank: 95

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.

LYSCF vs. REMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lynas Rare Earths Ltd (LYSCF) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). 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.

	LYSCF	REMX	Difference
Sharpe ratio Return per unit of total volatility	3.09	2.65	+0.45
Sortino ratio Return per unit of downside risk	3.16	3.08	+0.08
Omega ratio Gain probability vs. loss probability	1.40	1.39	+0.01
Calmar ratio Return relative to maximum drawdown	4.17	5.10	-0.93
Martin ratio Return relative to average drawdown	8.83	15.16	-6.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYSCF vs. REMX - Sharpe Ratio Comparison

The current LYSCF Sharpe Ratio is 3.09, which is comparable to the REMX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of LYSCF and REMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LYSCF	REMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.09	2.65	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.13	+0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	0.28	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	-0.10	+0.17

Correlation

The correlation between LYSCF and REMX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LYSCF vs. REMX - Dividend Comparison

LYSCF has not paid dividends to shareholders, while REMX's dividend yield for the trailing twelve months is around 1.48%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LYSCF Lynas Rare Earths Ltd	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
REMX VanEck Vectors Rare Earth/Strategic Metals ETF	1.48%	1.76%	2.56%	0.00%	1.56%	5.25%	0.81%	1.64%	12.43%	2.89%	2.23%	4.77%

Drawdowns

LYSCF vs. REMX - Drawdown Comparison

The maximum LYSCF drawdown since its inception was -99.17%, which is greater than REMX's maximum drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for LYSCF and REMX.

Drawdown Indicators

	LYSCF	REMX	Difference
Max Drawdown Largest peak-to-trough decline	-99.17%	-90.20%	-8.97%
Max Drawdown (1Y) Largest decline over 1 year	-46.64%	-23.35%	-23.29%
Max Drawdown (5Y) Largest decline over 5 years	-57.89%	-73.34%	+15.45%
Max Drawdown (10Y) Largest decline over 10 years	-72.48%	-73.34%	+0.86%
Current Drawdown Current decline from peak	-12.59%	-59.70%	+47.11%
Average Drawdown Average peak-to-trough decline	-53.18%	-67.01%	+13.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.04%	7.86%	+14.18%

Volatility

LYSCF vs. REMX - Volatility Comparison

Lynas Rare Earths Ltd (LYSCF) has a higher volatility of 21.55% compared to VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) at 17.39%. This indicates that LYSCF's price experiences larger fluctuations and is considered to be riskier than REMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYSCF	REMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.55%	17.39%	+4.16%
Volatility (6M) Calculated over the trailing 6-month period	53.52%	37.90%	+15.62%
Volatility (1Y) Calculated over the trailing 1-year period	67.53%	48.30%	+19.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.36%	39.76%	+11.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	265.25%	36.61%	+228.64%