PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NBN vs. CW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NBN and CW is 0.09, 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.


-0.50.00.51.00.1

Performance

NBN vs. CW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northeast Bank (NBN) and Curtiss-Wright Corporation (CW). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
66.16%
27.95%
NBN
CW

Key characteristics

Sharpe Ratio

NBN:

1.82

CW:

2.45

Sortino Ratio

NBN:

2.67

CW:

3.06

Omega Ratio

NBN:

1.33

CW:

1.44

Calmar Ratio

NBN:

3.97

CW:

5.20

Martin Ratio

NBN:

9.05

CW:

19.13

Ulcer Index

NBN:

6.79%

CW:

3.10%

Daily Std Dev

NBN:

33.67%

CW:

24.25%

Max Drawdown

NBN:

-70.47%

CW:

-59.19%

Current Drawdown

NBN:

-10.44%

CW:

-9.72%

Fundamentals

Market Cap

NBN:

$840.41M

CW:

$13.83B

EPS

NBN:

$7.57

CW:

$10.59

PE Ratio

NBN:

13.51

CW:

34.42

PEG Ratio

NBN:

0.00

CW:

2.71

Total Revenue (TTM)

NBN:

$214.12M

CW:

$3.08B

Gross Profit (TTM)

NBN:

$278.04M

CW:

$1.14B

EBITDA (TTM)

NBN:

$93.07M

CW:

$680.05M

Returns By Period

In the year-to-date period, NBN achieves a 67.76% return, which is significantly higher than CW's 58.19% return. Over the past 10 years, NBN has outperformed CW with an annualized return of 26.63%, while CW has yielded a comparatively lower 18.18% annualized return.


NBN

YTD

67.76%

1M

-5.96%

6M

64.25%

1Y

64.19%

5Y*

33.16%

10Y*

26.63%

CW

YTD

58.19%

1M

-2.82%

6M

27.40%

1Y

62.09%

5Y*

20.37%

10Y*

18.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NBN vs. CW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northeast Bank (NBN) and Curtiss-Wright Corporation (CW). 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.


Sharpe ratio
The chart of Sharpe ratio for NBN, currently valued at 1.82, compared to the broader market-4.00-2.000.002.001.822.45
The chart of Sortino ratio for NBN, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.002.673.06
The chart of Omega ratio for NBN, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.44
The chart of Calmar ratio for NBN, currently valued at 3.97, compared to the broader market0.002.004.006.003.975.20
The chart of Martin ratio for NBN, currently valued at 9.05, compared to the broader market0.0010.0020.009.0519.13
NBN
CW

The current NBN Sharpe Ratio is 1.82, which is comparable to the CW Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of NBN and CW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
1.82
2.45
NBN
CW

Dividends

NBN vs. CW - Dividend Comparison

NBN's dividend yield for the trailing twelve months is around 0.04%, less than CW's 0.24% yield.


TTM20232022202120202019201820172016201520142013
NBN
Northeast Bank
0.04%0.07%0.10%0.11%0.18%0.18%0.24%0.17%0.31%0.38%1.24%3.76%
CW
Curtiss-Wright Corporation
0.24%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%0.74%0.63%

Drawdowns

NBN vs. CW - Drawdown Comparison

The maximum NBN drawdown since its inception was -70.47%, which is greater than CW's maximum drawdown of -59.19%. Use the drawdown chart below to compare losses from any high point for NBN and CW. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.44%
-9.72%
NBN
CW

Volatility

NBN vs. CW - Volatility Comparison

The current volatility for Northeast Bank (NBN) is 8.49%, while Curtiss-Wright Corporation (CW) has a volatility of 10.84%. This indicates that NBN experiences smaller price fluctuations and is considered to be less risky than CW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.49%
10.84%
NBN
CW

Financials

NBN vs. CW - Financials Comparison

This section allows you to compare key financial metrics between Northeast Bank and Curtiss-Wright Corporation. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab