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NAMM vs. LAES
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NAMM vs. LAES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Namib Minerals (NAMM) and SEALSQ Corp (LAES). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NAMM achieves a 81.19% return, which is significantly higher than LAES's -11.64% return.


NAMM

1D
0.55%
1M
27.97%
YTD
81.19%
6M
75.96%
1Y
-87.17%
3Y*
5Y*
10Y*

LAES

1D
7.74%
1M
-1.18%
YTD
-11.64%
6M
-19.71%
1Y
-7.61%
3Y*
-40.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NAMM vs. LAES - Yearly Performance Comparison


2026 (YTD)2025
NAMM
Namib Minerals
81.19%-94.13%
LAES
SEALSQ Corp
-11.64%16.31%

Correlation

The correlation between NAMM and LAES is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2025

0.14

Fundamentals

EPS

NAMM:

-$0.80

LAES:

-$0.43

Total Revenue (TTM)

NAMM:

-$23.73M

LAES:

$35.37M

Gross Profit (TTM)

NAMM:

-$12.71M

LAES:

$13.21M

EBITDA (TTM)

NAMM:

-$15.21M

LAES:

-$41.81M

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Return for Risk

NAMM vs. LAES — Risk / Return Rank

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

NAMM
NAMM Risk / Return Rank: 2020
Overall Rank
NAMM Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
NAMM Sortino Ratio Rank: 2525
Sortino Ratio Rank
NAMM Omega Ratio Rank: 2626
Omega Ratio Rank
NAMM Calmar Ratio Rank: 55
Calmar Ratio Rank
NAMM Martin Ratio Rank: 1919
Martin Ratio Rank

LAES
LAES Risk / Return Rank: 4343
Overall Rank
LAES Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LAES Sortino Ratio Rank: 5050
Sortino Ratio Rank
LAES Omega Ratio Rank: 4747
Omega Ratio Rank
LAES Calmar Ratio Rank: 3939
Calmar Ratio Rank
LAES Martin Ratio Rank: 4040
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.

NAMM vs. LAES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Namib Minerals (NAMM) and SEALSQ Corp (LAES). 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.


NAMMLAESDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

0.97

1.08

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.93

-0.11

-0.83

Martin ratioReturn relative to average drawdown

-1.09

-0.17

-0.92

NAMM vs. LAES - Sharpe Ratio Comparison

The current NAMM Sharpe Ratio is -0.40, which is lower than the LAES Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of NAMM and LAES, 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

NAMM vs. LAES - Drawdown Comparison

The maximum NAMM drawdown since its inception was -97.05%, roughly equal to the maximum LAES drawdown of -98.44%. Use the drawdown chart below to compare losses from any high point for NAMM and LAES.


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Drawdown Indicators


NAMMLAESDifference

Max Drawdown

Largest peak-to-trough decline

-97.05%

-98.44%

+1.39%

Max Drawdown (1Y)

Largest decline over 1 year

-93.36%

-72.68%

-20.68%

Max Drawdown (3Y)

Largest decline over 3 years

-97.87%

Current Drawdown

Current decline from peak

-94.14%

-84.80%

-9.34%

Average Drawdown

Average peak-to-trough decline

-88.55%

-84.60%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

80.65%

44.47%

+36.18%

Volatility

NAMM vs. LAES - Volatility Comparison

Namib Minerals (NAMM) has a higher volatility of 41.49% compared to SEALSQ Corp (LAES) at 26.98%. This indicates that NAMM's price experiences larger fluctuations and is considered to be riskier than LAES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NAMMLAESDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.49%

26.98%

+14.51%

Volatility (6M)

Calculated over the trailing 6-month period

148.15%

65.56%

+82.59%

Volatility (1Y)

Calculated over the trailing 1-year period

216.35%

109.54%

+106.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

229.33%

169.84%

+59.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

229.33%

169.84%

+59.49%

Dividends

NAMM vs. LAES - Dividend Comparison

Neither NAMM nor LAES has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NAMM vs. LAES - Financials Comparison

This section allows you to compare key financial metrics between Namib Minerals and SEALSQ Corp. 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


-20.00M-10.00M0.0010.00M20.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025April
18.19M
5.60M
(NAMM) Total Revenue
(LAES) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NAMM and LAES have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NAMM has higher volatility (41.49%) compared to LAES (26.98%). In terms of maximum drawdown, NAMM dropped -97.05% vs LAES's -98.44%.

LAES currently has the higher Sharpe Ratio (-0.07 vs -0.40), 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.

Portfolio Optimizer

Find the right allocation for NAMM and LAES

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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