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NBN vs. MUSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NBN and MUSA is 0.15, 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.


-0.50.00.51.00.2

Performance

NBN vs. MUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northeast Bank (NBN) and Murphy USA Inc. (MUSA). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
66.16%
9.83%
NBN
MUSA

Key characteristics

Sharpe Ratio

NBN:

1.82

MUSA:

1.86

Sortino Ratio

NBN:

2.67

MUSA:

2.74

Omega Ratio

NBN:

1.33

MUSA:

1.33

Calmar Ratio

NBN:

3.97

MUSA:

3.83

Martin Ratio

NBN:

9.05

MUSA:

10.49

Ulcer Index

NBN:

6.79%

MUSA:

4.36%

Daily Std Dev

NBN:

33.67%

MUSA:

24.65%

Max Drawdown

NBN:

-70.47%

MUSA:

-33.72%

Current Drawdown

NBN:

-10.44%

MUSA:

-5.36%

Fundamentals

Market Cap

NBN:

$840.41M

MUSA:

$10.93B

EPS

NBN:

$7.57

MUSA:

$24.20

PE Ratio

NBN:

13.51

MUSA:

22.30

PEG Ratio

NBN:

0.00

MUSA:

2.40

Total Revenue (TTM)

NBN:

$214.12M

MUSA:

$20.60B

Gross Profit (TTM)

NBN:

$278.04M

MUSA:

$5.88B

EBITDA (TTM)

NBN:

$93.07M

MUSA:

$1.00B

Returns By Period

In the year-to-date period, NBN achieves a 67.76% return, which is significantly higher than MUSA's 48.01% return. Over the past 10 years, NBN has outperformed MUSA with an annualized return of 26.63%, while MUSA has yielded a comparatively lower 23.63% annualized return.


NBN

YTD

67.76%

1M

-5.96%

6M

64.25%

1Y

64.19%

5Y*

33.16%

10Y*

26.63%

MUSA

YTD

48.01%

1M

0.27%

6M

9.50%

1Y

48.67%

5Y*

35.03%

10Y*

23.63%

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. MUSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northeast Bank (NBN) and Murphy USA Inc. (MUSA). 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-4.00-2.000.002.001.821.86
The chart of Sortino ratio for NBN, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.002.672.74
The chart of Omega ratio for NBN, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.33
The chart of Calmar ratio for NBN, currently valued at 3.97, compared to the broader market0.002.004.006.003.973.83
The chart of Martin ratio for NBN, currently valued at 9.05, compared to the broader market0.0010.0020.009.0510.49
NBN
MUSA

The current NBN Sharpe Ratio is 1.82, which is comparable to the MUSA Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of NBN and MUSA, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.82
1.86
NBN
MUSA

Dividends

NBN vs. MUSA - Dividend Comparison

NBN's dividend yield for the trailing twelve months is around 0.04%, less than MUSA's 0.34% 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%
MUSA
Murphy USA Inc.
0.34%0.43%0.45%0.52%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NBN vs. MUSA - Drawdown Comparison

The maximum NBN drawdown since its inception was -70.47%, which is greater than MUSA's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for NBN and MUSA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.44%
-5.36%
NBN
MUSA

Volatility

NBN vs. MUSA - Volatility Comparison

Northeast Bank (NBN) has a higher volatility of 8.49% compared to Murphy USA Inc. (MUSA) at 6.19%. This indicates that NBN's price experiences larger fluctuations and is considered to be riskier than MUSA 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%
6.19%
NBN
MUSA

Financials

NBN vs. MUSA - Financials Comparison

This section allows you to compare key financial metrics between Northeast Bank and Murphy USA 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


Values in USD except per share items
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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.

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