LYSDY vs. USAR

Last updated Apr 1, 2026

Compare and contrast key facts about Lynas Rare Earths Ltd ADR (LYSDY) and USA Rare Earth, Inc (USAR).

Performance

LYSDY vs. USAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lynas Rare Earths Ltd ADR (LYSDY) and USA Rare Earth, Inc (USAR). The values are adjusted to include any dividend payments, if applicable.

LYSDY vs. USAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LYSDY Lynas Rare Earths Ltd ADR	63.00%	109.37%	-18.22%	2.88%
USAR USA Rare Earth, Inc	27.18%	3.66%	11.13%	2.58%

Fundamentals

EPS LYSDY : $0.14 USAR : -$4.57
PS Ratio LYSDY : 10.88 USAR : 3.14
Total Revenue (TTM) LYSDY : $1.19B USAR : $314.13M
Gross Profit (TTM) LYSDY : $301.27M USAR : $254.80M
EBITDA (TTM) LYSDY : $236.57M USAR : -$50.51M

Returns By Period

In the year-to-date period, LYSDY achieves a 63.00% return, which is significantly higher than USAR's 27.18% return.

LYSDY

• 1D: 2.24%
• 1M: 2.43%
• YTD: 63.00%
• 6M: 21.01%
• 1Y: 206.36%
• 3Y*: 47.04%
• 5Y*: 23.48%
• 10Y*: 74.67%

USAR

• 1D: 6.36%
• 1M: -19.92%
• YTD: 27.18%
• 6M: -11.95%
• 1Y: 154.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

LYSDY vs. USAR — Risk / Return Rank

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

LYSDY

LYSDY Risk / Return Rank: 92
LYSDY Sharpe Ratio Rank: 97
LYSDY Sortino Ratio Rank: 93
LYSDY Omega Ratio Rank: 90
LYSDY Calmar Ratio Rank: 92
LYSDY Martin Ratio Rank: 88

USAR

USAR Risk / Return Rank: 79
USAR Sharpe Ratio Rank: 78
USAR Sortino Ratio Rank: 85
USAR Omega Ratio Rank: 77
USAR Calmar Ratio Rank: 80
USAR Martin Ratio Rank: 73

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.

LYSDY vs. USAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lynas Rare Earths Ltd ADR (LYSDY) and USA Rare Earth, Inc (USAR). 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.

	LYSDY	USAR	Difference
Sharpe ratio Return per unit of total volatility	3.11	1.13	+1.98
Sortino ratio Return per unit of downside risk	3.14	2.35	+0.79
Omega ratio Gain probability vs. loss probability	1.40	1.25	+0.14
Calmar ratio Return relative to maximum drawdown	4.32	2.23	+2.09
Martin ratio Return relative to average drawdown	9.18	3.82	+5.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYSDY vs. USAR - Sharpe Ratio Comparison

The current LYSDY Sharpe Ratio is 3.11, which is higher than the USAR Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of LYSDY and USAR, 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

	LYSDY	USAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.11	1.13	+1.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.16	-0.13

Correlation

The correlation between LYSDY and USAR is 0.20, 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.

Dividends

LYSDY vs. USAR - Dividend Comparison

Neither LYSDY nor USAR has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

LYSDY vs. USAR - Drawdown Comparison

The maximum LYSDY drawdown since its inception was -99.93%, which is greater than USAR's maximum drawdown of -69.23%. Use the drawdown chart below to compare losses from any high point for LYSDY and USAR.

Drawdown Indicators

	LYSDY	USAR	Difference
Max Drawdown Largest peak-to-trough decline	-99.93%	-69.23%	-30.70%
Max Drawdown (1Y) Largest decline over 1 year	-46.39%	-69.23%	+22.84%
Max Drawdown (5Y) Largest decline over 5 years	-58.25%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-72.35%	—	—
Current Drawdown Current decline from peak	-51.25%	-60.87%	+9.62%
Average Drawdown Average peak-to-trough decline	-84.93%	-17.18%	-67.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.85%	40.38%	-18.53%

Volatility

LYSDY vs. USAR - Volatility Comparison

The current volatility for Lynas Rare Earths Ltd ADR (LYSDY) is 21.19%, while USA Rare Earth, Inc (USAR) has a volatility of 25.45%. This indicates that LYSDY experiences smaller price fluctuations and is considered to be less risky than USAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYSDY	USAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.19%	25.45%	-4.26%
Volatility (6M) Calculated over the trailing 6-month period	53.17%	88.99%	-35.82%
Volatility (1Y) Calculated over the trailing 1-year period	66.76%	137.64%	-70.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.33%	104.05%	-53.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	279.49%	104.05%	+175.44%

Financials