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NA.TO vs. NGEX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NA.TO vs. NGEX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in National Bank of Canada (NA.TO) and NGEx Minerals Ltd (NGEX.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NA.TO achieves a 22.40% return, which is significantly higher than NGEX.TO's 3.95% return.


NA.TO

1D
0.62%
1M
2.52%
YTD
22.40%
6M
23.26%
1Y
60.21%
3Y*
33.78%
5Y*
22.51%
10Y*
21.48%

NGEX.TO

1D
6.87%
1M
-10.46%
YTD
3.95%
6M
6.06%
1Y
75.53%
3Y*
58.44%
5Y*
106.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NA.TO vs. NGEX.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NA.TO
National Bank of Canada
22.40%36.15%34.65%15.53%-1.45%39.02%4.01%20.14%
NGEX.TO
NGEx Minerals Ltd
3.95%90.90%87.29%132.47%66.49%255.77%35.06%-41.67%

Correlation

The correlation between NA.TO and NGEX.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2019

0.15

The correlation between NA.TO and NGEX.TO shifts across timeframes, from 0.15 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NA.TO:

CA$82.13B

NGEX.TO:

CA$5.77B

EPS

NA.TO:

CA$11.69

NGEX.TO:

-CA$0.63

PB Ratio

NA.TO:

2.65

NGEX.TO:

9.07

Total Revenue (TTM)

NA.TO:

CA$27.33B

NGEX.TO:

CA$0.00

Gross Profit (TTM)

NA.TO:

CA$14.01B

NGEX.TO:

-CA$36.44K

EBITDA (TTM)

NA.TO:

CA$6.37B

NGEX.TO:

-CA$134.74M

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Return for Risk

NA.TO vs. NGEX.TO — Risk / Return Rank

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

NA.TO
NA.TO Risk / Return Rank: 9797
Overall Rank
NA.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NA.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
NA.TO Omega Ratio Rank: 9898
Omega Ratio Rank
NA.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
NA.TO Martin Ratio Rank: 9797
Martin Ratio Rank

NGEX.TO
NGEX.TO Risk / Return Rank: 7777
Overall Rank
NGEX.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
NGEX.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
NGEX.TO Omega Ratio Rank: 7474
Omega Ratio Rank
NGEX.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
NGEX.TO Martin Ratio Rank: 8080
Martin Ratio Rank
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.

NA.TO vs. NGEX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Bank of Canada (NA.TO) and NGEx Minerals Ltd (NGEX.TO). 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.


NA.TONGEX.TODifference
Sharpe ratioReturn per unit of total volatility

+2.47

Sortino ratioReturn per unit of downside risk

+3.30

Omega ratioGain probability vs. loss probability

1.70

1.24

+0.46

Calmar ratioReturn relative to maximum drawdown

6.73

2.48

+4.25

Martin ratioReturn relative to average drawdown

22.50

6.16

+16.34

NA.TO vs. NGEX.TO - Sharpe Ratio Comparison

The current NA.TO Sharpe Ratio is 3.77, which is higher than the NGEX.TO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of NA.TO and NGEX.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NA.TO vs. NGEX.TO - Drawdown Comparison

The maximum NA.TO drawdown since its inception was -55.45%, smaller than the maximum NGEX.TO drawdown of -66.75%. Use the drawdown chart below to compare losses from any high point for NA.TO and NGEX.TO.


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Drawdown Indicators


NA.TONGEX.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-66.75%

+11.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-30.62%

+21.63%

Max Drawdown (3Y)

Largest decline over 3 years

-22.58%

-30.62%

+8.04%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

-66.75%

+44.17%

Max Drawdown (10Y)

Largest decline over 10 years

-48.22%

Current Drawdown

Current decline from peak

-1.68%

-16.43%

+14.75%

Average Drawdown

Average peak-to-trough decline

-6.76%

-18.77%

+12.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

12.31%

-9.63%

Volatility

NA.TO vs. NGEX.TO - Volatility Comparison

The current volatility for National Bank of Canada (NA.TO) is 6.17%, while NGEx Minerals Ltd (NGEX.TO) has a volatility of 26.53%. This indicates that NA.TO experiences smaller price fluctuations and is considered to be less risky than NGEX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NA.TONGEX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

26.53%

-20.36%

Volatility (6M)

Calculated over the trailing 6-month period

13.64%

45.97%

-32.33%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

58.36%

-42.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

62.92%

-45.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.94%

71.85%

-50.91%

Dividends

NA.TO vs. NGEX.TO - Dividend Comparison

NA.TO's dividend yield for the trailing twelve months is around 2.31%, while NGEX.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
NA.TO
National Bank of Canada
2.31%2.75%3.36%4.03%4.03%3.11%3.96%3.77%4.44%3.70%4.03%5.16%
NGEX.TO
NGEx Minerals 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%

Financials

NA.TO vs. NGEX.TO - Financials Comparison

This section allows you to compare key financial metrics between National Bank of Canada and NGEx Minerals Ltd. 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


0.002.00B4.00B6.00B8.00B20222023202420252026
8.07B
0
(NA.TO) Total Revenue
(NGEX.TO) Total Revenue
Values in CAD except per share items

Frequently Asked Questions


NA.TO and NGEX.TO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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