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NB vs. NIOBW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NB vs. NIOBW - Performance Comparison

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

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Returns By Period

In the year-to-date period, NB achieves a 9.43% return, which is significantly higher than NIOBW's -6.99% return.


NB

1D
-7.94%
1M
-3.97%
YTD
9.43%
6M
-4.45%
1Y
131.08%
3Y*
3.31%
5Y*
10Y*

NIOBW

1D
-10.37%
1M
-8.95%
YTD
-6.99%
6M
-19.16%
1Y
302.33%
3Y*
34.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NB vs. NIOBW - Yearly Performance Comparison


2026 (YTD)202520242023
NB
NioCorp Developments Ltd. Common Stock
9.43%241.94%-51.41%-57.86%
NIOBW
NioCorp Developments Ltd. Warrant
-6.99%1,900.00%-82.45%-28.85%

Correlation

The correlation between NB and NIOBW is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.37

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

0.36

Over the past year, NB and NIOBW have become more correlated (0.69) than their long-term average of 0.36, meaning their price movements have been converging.

Fundamentals

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Return for Risk

NB vs. NIOBW — Risk / Return Rank

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

NB
NB Risk / Return Rank: 7373
Overall Rank
NB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
NB Sortino Ratio Rank: 7575
Sortino Ratio Rank
NB Omega Ratio Rank: 7171
Omega Ratio Rank
NB Calmar Ratio Rank: 7474
Calmar Ratio Rank
NB Martin Ratio Rank: 6868
Martin Ratio Rank

NIOBW
NIOBW Risk / Return Rank: 8585
Overall Rank
NIOBW Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
NIOBW Sortino Ratio Rank: 8686
Sortino Ratio Rank
NIOBW Omega Ratio Rank: 8383
Omega Ratio Rank
NIOBW Calmar Ratio Rank: 8989
Calmar Ratio Rank
NIOBW Martin Ratio Rank: 7979
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. NIOBW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NioCorp Developments Ltd. Common Stock (NB) and NioCorp Developments Ltd. Warrant (NIOBW). 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.


NBNIOBWDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

2.06

4.22

-2.17

Martin ratioReturn relative to average drawdown

3.27

6.36

-3.10

NB vs. NIOBW - Sharpe Ratio Comparison

The current NB Sharpe Ratio is 1.22, which is lower than the NIOBW Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of NB and NIOBW, 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


NBNIOBWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

2.10

-0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.16

-0.25

Drawdowns

NB vs. NIOBW - Drawdown Comparison

The maximum NB drawdown since its inception was -82.83%, smaller than the maximum NIOBW drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for NB and NIOBW.


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Drawdown Indicators


NBNIOBWDifference

Max Drawdown

Largest peak-to-trough decline

-82.83%

-90.00%

+7.17%

Max Drawdown (1Y)

Largest decline over 1 year

-64.10%

-72.12%

+8.02%

Max Drawdown (3Y)

Largest decline over 3 years

-75.24%

-89.30%

+14.06%

Current Drawdown

Current decline from peak

-50.30%

-66.73%

+16.43%

Average Drawdown

Average peak-to-trough decline

-56.03%

-50.11%

-5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.29%

47.79%

-7.50%

Volatility

NB vs. NIOBW - Volatility Comparison

The current volatility for NioCorp Developments Ltd. Common Stock (NB) is 23.10%, while NioCorp Developments Ltd. Warrant (NIOBW) has a volatility of 36.63%. This indicates that NB experiences smaller price fluctuations and is considered to be less risky than NIOBW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBNIOBWDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.10%

36.63%

-13.53%

Volatility (6M)

Calculated over the trailing 6-month period

66.04%

83.52%

-17.48%

Volatility (1Y)

Calculated over the trailing 1-year period

108.29%

145.26%

-36.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.71%

191.87%

-100.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.71%

191.87%

-100.16%

Dividends

NB vs. NIOBW - Dividend Comparison

Neither NB nor NIOBW has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NB vs. NIOBW - Financials Comparison

This section allows you to compare key financial metrics between NioCorp Developments Ltd. Common Stock and NioCorp Developments Ltd. Warrant. 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


0.00202220232024202520260
(NB) Total Revenue
(NIOBW) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NB and NIOBW have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NIOBW has higher volatility (36.63%) compared to NB (23.10%). In terms of maximum drawdown, NB dropped -82.83% vs NIOBW's -90.00%.

NIOBW currently has the higher Sharpe Ratio (2.10 vs 1.22), 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

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