NBN vs. SEM
Compare and contrast key facts about Northeast Bank (NBN) and Select Medical Holdings Corporation (SEM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NBN or SEM.
Key characteristics
| NBN | SEM | |
|---|---|---|
| YTD Return | 85.71% | 68.79% |
| 1Y Return | 105.73% | 82.42% |
| 3Y Return (Ann) | 43.40% | 6.54% |
| 5Y Return (Ann) | 35.40% | 15.87% |
| 10Y Return (Ann) | 28.21% | 11.88% |
| Sharpe Ratio | 3.00 | 2.29 |
| Sortino Ratio | 3.88 | 3.12 |
| Omega Ratio | 1.49 | 1.43 |
| Calmar Ratio | 6.63 | 1.83 |
| Martin Ratio | 15.31 | 10.34 |
| Ulcer Index | 6.70% | 7.97% |
| Daily Std Dev | 34.15% | 36.00% |
| Max Drawdown | -70.47% | -60.26% |
| Current Drawdown | -0.86% | -3.57% |
Fundamentals
| NBN | SEM | |
|---|---|---|
| Market Cap | $847.96M | $5.19B |
| EPS | $7.52 | $2.14 |
| PE Ratio | 13.62 | 18.79 |
| PEG Ratio | 0.00 | 1.37 |
| Total Revenue (TTM) | $246.08M | $6.97B |
| Gross Profit (TTM) | $246.08M | $846.76M |
| EBITDA (TTM) | $47.55M | $2.19B |
Correlation
The correlation between NBN and SEM is 0.17, 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.
Performance
NBN vs. SEM - Performance Comparison
In the year-to-date period, NBN achieves a 85.71% return, which is significantly higher than SEM's 68.79% return. Over the past 10 years, NBN has outperformed SEM with an annualized return of 28.21%, while SEM has yielded a comparatively lower 11.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NBN vs. SEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northeast Bank (NBN) and Select Medical Holdings Corporation (SEM). 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.
Dividends
NBN vs. SEM - Dividend Comparison
NBN's dividend yield for the trailing twelve months is around 0.04%, less than SEM's 1.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SEM Select Medical Holdings Corporation | 1.59% | 2.13% | 2.01% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.84% | 2.78% | 2.58% |
Drawdowns
NBN vs. SEM - Drawdown Comparison
The maximum NBN drawdown since its inception was -70.47%, which is greater than SEM's maximum drawdown of -60.26%. Use the drawdown chart below to compare losses from any high point for NBN and SEM. For additional features, visit the drawdowns tool.
Volatility
NBN vs. SEM - Volatility Comparison
The current volatility for Northeast Bank (NBN) is 12.76%, while Select Medical Holdings Corporation (SEM) has a volatility of 14.05%. This indicates that NBN experiences smaller price fluctuations and is considered to be less risky than SEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NBN vs. SEM - Financials Comparison
This section allows you to compare key financial metrics between Northeast Bank and Select Medical Holdings 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.
Total Revenue: Total amount of money received from sales and other business activities