LYSDY vs. NIOBW
LYSDY (Lynas Rare Earths Ltd ADR) and NIOBW (NioCorp Developments Ltd. Warrant) are both stocks. Both operate in the Other Industrial Metals & Mining industry within the Basic Materials sector. Over the past 3 years, LYSDY returned 33.48%/yr vs 34.04%/yr for NIOBW. At a 0.17 correlation, their price movements are largely independent.
Performance
LYSDY vs. NIOBW - Performance Comparison
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Returns By Period
In the year-to-date period, LYSDY achieves a 52.00% return, which is significantly higher than NIOBW's -3.23% return.
LYSDY
- 1D
- 2.53%
- 1M
- -12.53%
- YTD
- 52.00%
- 6M
- 49.64%
- 1Y
- 118.23%
- 3Y*
- 33.48%
- 5Y*
- 23.19%
- 10Y*
- 74.15%
NIOBW
- 1D
- 0.56%
- 1M
- -11.55%
- YTD
- -3.23%
- 6M
- -13.04%
- 1Y
- 318.70%
- 3Y*
- 34.04%
- 5Y*
- —
- 10Y*
- —
LYSDY vs. NIOBW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LYSDY Lynas Rare Earths Ltd ADR | 52.00% | 109.37% | -18.22% | 13.92% |
NIOBW NioCorp Developments Ltd. Warrant | -3.23% | 1,900.00% | -82.45% | -33.75% |
Correlation
The correlation between LYSDY and NIOBW is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2023 | 0.17 |
Over the past year, LYSDY and NIOBW have become more correlated (0.38) than their long-term average of 0.17, meaning their price movements have been converging.
Fundamentals
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Return for Risk
LYSDY vs. NIOBW — Risk / Return Rank
LYSDY
NIOBW
LYSDY vs. NIOBW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lynas Rare Earths Ltd ADR (LYSDY) and NioCorp Developments Ltd. Warrant (NIOBW). 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.
| LYSDY | NIOBW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.33 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 4.43 | -1.87 |
| Martin ratioReturn relative to average drawdown | 5.33 | 6.53 | -1.19 |
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Drawdowns
LYSDY vs. NIOBW - Drawdown Comparison
The maximum LYSDY drawdown since its inception was -99.93%, which is greater than NIOBW's maximum drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for LYSDY and NIOBW.
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Drawdown Indicators
| LYSDY | NIOBW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.93% | -90.00% | -9.93% |
Max Drawdown (1Y)Largest decline over 1 year | -46.39% | -72.40% | +26.01% |
Max Drawdown (3Y)Largest decline over 3 years | -46.39% | -88.53% | +42.14% |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -72.35% | — | — |
Current DrawdownCurrent decline from peak | -54.54% | -65.38% | +10.84% |
Average DrawdownAverage peak-to-trough decline | -84.48% | -50.23% | -34.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.25% | 49.11% | -26.86% |
Volatility
LYSDY vs. NIOBW - Volatility Comparison
The current volatility for Lynas Rare Earths Ltd ADR (LYSDY) is 17.37%, while NioCorp Developments Ltd. Warrant (NIOBW) has a volatility of 45.10%. This indicates that LYSDY experiences smaller price fluctuations and is considered to be less risky than NIOBW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYSDY | NIOBW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.37% | 45.10% | -27.73% |
Volatility (6M)Calculated over the trailing 6-month period | 43.70% | 86.32% | -42.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.99% | 148.07% | -83.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.64% | 191.83% | -141.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 278.55% | 191.83% | +86.72% |
Dividends
LYSDY vs. NIOBW - Dividend Comparison
Neither LYSDY nor NIOBW has paid dividends to shareholders.
Financials
LYSDY vs. NIOBW - Financials Comparison
This section allows you to compare key financial metrics between Lynas Rare Earths Ltd ADR and NioCorp Developments Ltd. Warrant. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
LYSDY and NIOBW have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NIOBW has higher volatility (45.10%) compared to LYSDY (17.37%). In terms of maximum drawdown, LYSDY dropped -99.93% vs NIOBW's -90.00%.
NIOBW currently has the higher Sharpe Ratio (2.17 vs 1.83), 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.
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