PortfoliosLab logo
LYSDY vs. RING
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LYSDY and RING 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

LYSDY vs. RING - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lynas Rare Earths Ltd ADR (LYSDY) and iShares MSCI Global Gold Miners ETF (RING). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

LYSDY:

0.41

RING:

1.41

Sortino Ratio

LYSDY:

0.81

RING:

1.89

Omega Ratio

LYSDY:

1.09

RING:

1.25

Calmar Ratio

LYSDY:

0.14

RING:

1.21

Martin Ratio

LYSDY:

0.86

RING:

5.25

Ulcer Index

LYSDY:

14.90%

RING:

9.30%

Daily Std Dev

LYSDY:

40.81%

RING:

35.31%

Max Drawdown

LYSDY:

-99.53%

RING:

-79.48%

Current Drawdown

LYSDY:

-87.84%

RING:

-5.28%

Returns By Period

In the year-to-date period, LYSDY achieves a 30.89% return, which is significantly lower than RING's 48.52% return. Over the past 10 years, LYSDY has outperformed RING with an annualized return of 28.54%, while RING has yielded a comparatively lower 11.66% annualized return.


LYSDY

YTD

30.89%

1M

-5.48%

6M

18.04%

1Y

16.70%

3Y*

-8.86%

5Y*

29.31%

10Y*

28.54%

RING

YTD

48.52%

1M

2.20%

6M

37.34%

1Y

49.45%

3Y*

19.02%

5Y*

10.57%

10Y*

11.66%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Lynas Rare Earths Ltd ADR

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LYSDY vs. RING — Risk-Adjusted Performance Rank

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

LYSDY
The Risk-Adjusted Performance Rank of LYSDY is 6161
Overall Rank
The Sharpe Ratio Rank of LYSDY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of LYSDY is 6060
Sortino Ratio Rank
The Omega Ratio Rank of LYSDY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of LYSDY is 5959
Calmar Ratio Rank
The Martin Ratio Rank of LYSDY is 6262
Martin Ratio Rank

RING
The Risk-Adjusted Performance Rank of RING is 8787
Overall Rank
The Sharpe Ratio Rank of RING is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of RING is 8989
Sortino Ratio Rank
The Omega Ratio Rank of RING is 8787
Omega Ratio Rank
The Calmar Ratio Rank of RING is 8686
Calmar Ratio Rank
The Martin Ratio Rank of RING is 8585
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.

LYSDY vs. RING - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lynas Rare Earths Ltd ADR (LYSDY) and iShares MSCI Global Gold Miners ETF (RING). 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 LYSDY Sharpe Ratio is 0.41, which is lower than the RING Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of LYSDY and RING, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LYSDY vs. RING - Dividend Comparison

LYSDY has not paid dividends to shareholders, while RING's dividend yield for the trailing twelve months is around 0.96%.


TTM20242023202220212020201920182017201620152014
LYSDY
Lynas Rare Earths Ltd ADR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.06%
RING
iShares MSCI Global Gold Miners ETF
0.96%1.43%2.01%2.29%2.38%0.82%0.83%0.70%0.42%1.42%0.97%0.85%

Drawdowns

LYSDY vs. RING - Drawdown Comparison

The maximum LYSDY drawdown since its inception was -99.53%, which is greater than RING's maximum drawdown of -79.48%. Use the drawdown chart below to compare losses from any high point for LYSDY and RING.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LYSDY vs. RING - Volatility Comparison

The current volatility for Lynas Rare Earths Ltd ADR (LYSDY) is 12.05%, while iShares MSCI Global Gold Miners ETF (RING) has a volatility of 13.32%. This indicates that LYSDY experiences smaller price fluctuations and is considered to be less risky than RING based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...