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NAK vs. LIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NAK vs. LIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Dynasty Minerals Ltd. (NAK) and Global X Lithium & Battery Tech ETF (LIT). The values are adjusted to include any dividend payments, if applicable.

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NAK vs. LIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NAK
Northern Dynasty Minerals Ltd.
-28.93%238.78%79.86%46.42%-32.31%1.30%-25.12%-24.46%-67.84%-14.49%
LIT
Global X Lithium & Battery Tech ETF
14.63%60.05%-19.19%-12.18%-29.91%36.74%127.88%3.27%-28.63%64.19%

Returns By Period

In the year-to-date period, NAK achieves a -28.93% return, which is significantly lower than LIT's 14.63% return. Both investments have delivered pretty close results over the past 10 years, with NAK having a 15.05% annualized return and LIT not far behind at 14.87%.


NAK

1D
10.24%
1M
-9.68%
YTD
-28.93%
6M
16.67%
1Y
21.74%
3Y*
80.31%
5Y*
16.53%
10Y*
15.05%

LIT

1D
2.54%
1M
-1.39%
YTD
14.63%
6M
31.14%
1Y
92.83%
3Y*
6.29%
5Y*
5.25%
10Y*
14.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NAK vs. LIT — Risk / Return Rank

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

NAK
NAK Risk / Return Rank: 5454
Overall Rank
NAK Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
NAK Sortino Ratio Rank: 5959
Sortino Ratio Rank
NAK Omega Ratio Rank: 6161
Omega Ratio Rank
NAK Calmar Ratio Rank: 5151
Calmar Ratio Rank
NAK Martin Ratio Rank: 4949
Martin Ratio Rank

LIT
LIT Risk / Return Rank: 9696
Overall Rank
LIT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LIT Sortino Ratio Rank: 9696
Sortino Ratio Rank
LIT Omega Ratio Rank: 9595
Omega Ratio Rank
LIT Calmar Ratio Rank: 9797
Calmar Ratio Rank
LIT Martin Ratio Rank: 9797
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.

NAK vs. LIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Dynasty Minerals Ltd. (NAK) and Global X Lithium & Battery Tech ETF (LIT). 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.


NAKLITDifference

Sharpe ratio

Return per unit of total volatility

0.18

2.70

-2.52

Sortino ratio

Return per unit of downside risk

1.13

3.28

-2.15

Omega ratio

Gain probability vs. loss probability

1.16

1.44

-0.27

Calmar ratio

Return relative to maximum drawdown

0.37

5.00

-4.64

Martin ratio

Return relative to average drawdown

0.66

19.45

-18.79

NAK vs. LIT - Sharpe Ratio Comparison

The current NAK Sharpe Ratio is 0.18, which is lower than the LIT Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of NAK and LIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NAKLITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

2.70

-2.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.17

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.49

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.24

-0.27

Correlation

The correlation between NAK and LIT is 0.26, 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

NAK vs. LIT - Dividend Comparison

NAK has not paid dividends to shareholders, while LIT's dividend yield for the trailing twelve months is around 0.42%.


TTM20252024202320222021202020192018201720162015
NAK
Northern Dynasty 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%
LIT
Global X Lithium & Battery Tech ETF
0.42%0.49%0.93%1.11%0.99%0.22%0.40%1.85%2.52%3.26%2.15%0.24%

Drawdowns

NAK vs. LIT - Drawdown Comparison

The maximum NAK drawdown since its inception was -99.01%, which is greater than LIT's maximum drawdown of -65.91%. Use the drawdown chart below to compare losses from any high point for NAK and LIT.


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Drawdown Indicators


NAKLITDifference

Max Drawdown

Largest peak-to-trough decline

-99.01%

-65.91%

-33.10%

Max Drawdown (1Y)

Largest decline over 1 year

-67.68%

-17.61%

-50.07%

Max Drawdown (5Y)

Largest decline over 5 years

-68.85%

-65.91%

-2.94%

Max Drawdown (10Y)

Largest decline over 10 years

-93.79%

-65.91%

-27.88%

Current Drawdown

Current decline from peak

-93.36%

-19.86%

-73.50%

Average Drawdown

Average peak-to-trough decline

-73.78%

-33.90%

-39.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.08%

4.63%

+33.45%

Volatility

NAK vs. LIT - Volatility Comparison

Northern Dynasty Minerals Ltd. (NAK) has a higher volatility of 25.14% compared to Global X Lithium & Battery Tech ETF (LIT) at 11.99%. This indicates that NAK's price experiences larger fluctuations and is considered to be riskier than LIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NAKLITDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.14%

11.99%

+13.15%

Volatility (6M)

Calculated over the trailing 6-month period

85.88%

24.73%

+61.15%

Volatility (1Y)

Calculated over the trailing 1-year period

119.51%

34.57%

+84.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.25%

31.68%

+51.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.15%

30.50%

+67.65%