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NB vs. NEO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NB vs. NEO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NioCorp Developments Ltd. Common Stock (NB) and Neo Performance Materials Inc. (NEO.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NB is traded in USD, while NEO.TO is traded in CAD. To make them comparable, the NEO.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NB achieves a -5.85% return, which is significantly lower than NEO.TO's 102.57% return.


NB

1D
-2.73%
1M
-18.06%
YTD
-5.85%
6M
-24.74%
1Y
92.66%
3Y*
-0.07%
5Y*
10Y*

NEO.TO

1D
3.15%
1M
7.67%
YTD
102.57%
6M
92.24%
1Y
189.76%
3Y*
61.67%
5Y*
12.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NB vs. NEO.TO - Yearly Performance Comparison


2026 (YTD)202520242023
NB
NioCorp Developments Ltd. Common Stock
-5.85%241.94%-51.41%-57.86%
NEO.TO
Neo Performance Materials Inc.
102.57%110.98%1.80%-10.23%

Correlation

The correlation between NB and NEO.TO is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.25

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2023

0.26

The correlation between NB and NEO.TO shifts across timeframes, from 0.25 (3 years) to 0.44 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NB:

$679.39M

NEO.TO:

CA$1.33B

EPS

NB:

-$0.52

NEO.TO:

-CA$0.24

PB Ratio

NB:

1.56

NEO.TO:

3.48

Total Revenue (TTM)

NB:

$0.00

NEO.TO:

CA$511.45M

Gross Profit (TTM)

NB:

-$1.00K

NEO.TO:

CA$147.42M

EBITDA (TTM)

NB:

-$54.65M

NEO.TO:

CA$61.97M

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Return for Risk

NB vs. NEO.TO — Risk / Return Rank

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

NB
NB Risk / Return Rank: 6868
Overall Rank
NB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NB Sortino Ratio Rank: 7272
Sortino Ratio Rank
NB Omega Ratio Rank: 6868
Omega Ratio Rank
NB Calmar Ratio Rank: 6969
Calmar Ratio Rank
NB Martin Ratio Rank: 6363
Martin Ratio Rank

NEO.TO
NEO.TO Risk / Return Rank: 9292
Overall Rank
NEO.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NEO.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
NEO.TO Omega Ratio Rank: 9090
Omega Ratio Rank
NEO.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
NEO.TO Martin Ratio Rank: 9191
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.

NB vs. NEO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NioCorp Developments Ltd. Common Stock (NB) and Neo Performance Materials Inc. (NEO.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.


NBNEO.TODifference
Sharpe ratioReturn per unit of total volatility

-2.14

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.21

1.41

-0.20

Calmar ratioReturn relative to maximum drawdown

1.45

6.01

-4.55

Martin ratioReturn relative to average drawdown

2.28

12.18

-9.90

NB vs. NEO.TO - Sharpe Ratio Comparison

The current NB Sharpe Ratio is 0.86, which is lower than the NEO.TO Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of NB and NEO.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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Sharpe Ratios by Period


NBNEO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

3.00

-2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.19

-0.32

Drawdowns

NB vs. NEO.TO - Drawdown Comparison

The maximum NB drawdown since its inception was -82.83%, which is greater than NEO.TO's maximum drawdown of -74.57%. Use the drawdown chart below to compare losses from any high point for NB and NEO.TO.


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Drawdown Indicators


NBNEO.TODifference

Max Drawdown

Largest peak-to-trough decline

-82.83%

-74.57%

-8.26%

Max Drawdown (1Y)

Largest decline over 1 year

-64.10%

-31.80%

-32.30%

Max Drawdown (3Y)

Largest decline over 3 years

-75.24%

-38.53%

-36.71%

Max Drawdown (5Y)

Largest decline over 5 years

-74.57%

Current Drawdown

Current decline from peak

-57.24%

-11.20%

-46.04%

Average Drawdown

Average peak-to-trough decline

-56.03%

-37.11%

-18.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.72%

15.64%

+25.08%

Volatility

NB vs. NEO.TO - Volatility Comparison

NioCorp Developments Ltd. Common Stock (NB) and Neo Performance Materials Inc. (NEO.TO) have volatilities of 24.64% and 24.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBNEO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

24.64%

24.31%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

65.98%

44.14%

+21.84%

Volatility (1Y)

Calculated over the trailing 1-year period

108.94%

63.84%

+45.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.85%

54.06%

+37.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.85%

53.11%

+38.74%

Dividends

NB vs. NEO.TO - Dividend Comparison

NB has not paid dividends to shareholders, while NEO.TO's dividend yield for the trailing twelve months is around 1.25%.


PositionTTM20252024202320222021202020192018
NB
NioCorp Developments Ltd. Common Stock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEO.TO
Neo Performance Materials Inc.
1.25%2.57%5.01%5.24%4.17%1.97%2.90%3.20%2.47%

Financials

NB vs. NEO.TO - Financials Comparison

This section allows you to compare key financial metrics between NioCorp Developments Ltd. Common Stock and Neo Performance Materials Inc.. 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


0.0050.00M100.00M150.00M202220232024202520260
152.42M
(NB) Total Revenue
(NEO.TO) Total Revenue
Please note, different currencies. NB values in USD, NEO.TO values in CAD

Frequently Asked Questions


NB and NEO.TO have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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