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

Correlation

The correlation between NBN and SEM is 0.22, 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

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

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Key characteristics

Sharpe Ratio

NBN:

1.05

SEM:

-0.45

Sortino Ratio

NBN:

1.96

SEM:

-0.32

Omega Ratio

NBN:

1.25

SEM:

0.95

Calmar Ratio

NBN:

1.80

SEM:

-0.53

Martin Ratio

NBN:

4.26

SEM:

-1.22

Ulcer Index

NBN:

10.62%

SEM:

14.85%

Daily Std Dev

NBN:

35.69%

SEM:

42.43%

Max Drawdown

NBN:

-70.47%

SEM:

-60.26%

Current Drawdown

NBN:

-23.86%

SEM:

-31.90%

Fundamentals

Market Cap

NBN:

$726.79M

SEM:

$1.94B

EPS

NBN:

$8.98

SEM:

$0.62

PE Ratio

NBN:

9.49

SEM:

24.39

PEG Ratio

NBN:

0.00

SEM:

1.37

PS Ratio

NBN:

3.94

SEM:

0.37

PB Ratio

NBN:

1.55

SEM:

1.13

Total Revenue (TTM)

NBN:

$250.25M

SEM:

$4.75B

Gross Profit (TTM)

NBN:

$226.80M

SEM:

$415.92M

EBITDA (TTM)

NBN:

$77.60M

SEM:

$410.39M

Returns By Period

In the year-to-date period, NBN achieves a -9.06% return, which is significantly higher than SEM's -21.14% return. Over the past 10 years, NBN has outperformed SEM with an annualized return of 23.68%, while SEM has yielded a comparatively lower 5.89% annualized return.


NBN

YTD

-9.06%

1M

-3.81%

6M

-14.34%

1Y

36.56%

3Y*

32.91%

5Y*

37.00%

10Y*

23.68%

SEM

YTD

-21.14%

1M

-4.19%

6M

-27.57%

1Y

-18.86%

3Y*

5.87%

5Y*

13.37%

10Y*

5.89%

*Annualized

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Northeast Bank

Risk-Adjusted Performance

NBN vs. SEM — Risk-Adjusted Performance Rank

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

NBN
The Risk-Adjusted Performance Rank of NBN is 8686
Overall Rank
The Sharpe Ratio Rank of NBN is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of NBN is 8585
Sortino Ratio Rank
The Omega Ratio Rank of NBN is 8383
Omega Ratio Rank
The Calmar Ratio Rank of NBN is 9292
Calmar Ratio Rank
The Martin Ratio Rank of NBN is 8484
Martin Ratio Rank

SEM
The Risk-Adjusted Performance Rank of SEM is 2222
Overall Rank
The Sharpe Ratio Rank of SEM is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SEM is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SEM is 2525
Omega Ratio Rank
The Calmar Ratio Rank of SEM is 1717
Calmar Ratio Rank
The Martin Ratio Rank of SEM is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current NBN Sharpe Ratio is 1.05, which is higher than the SEM Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of NBN and SEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

NBN vs. SEM - Dividend Comparison

NBN's dividend yield for the trailing twelve months is around 0.05%, less than SEM's 1.76% yield.


TTM20242023202220212020201920182017201620152014
NBN
Northeast Bank
0.05%0.04%0.07%0.10%0.11%0.18%0.18%0.24%0.17%0.31%0.38%1.24%
SEM
Select Medical Holdings Corporation
1.76%1.43%2.13%2.01%1.27%0.00%0.00%0.00%0.00%0.00%0.84%2.78%

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.


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Volatility

NBN vs. SEM - Volatility Comparison

The current volatility for Northeast Bank (NBN) is 10.75%, while Select Medical Holdings Corporation (SEM) has a volatility of 27.47%. 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.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B20212022202320242025
87.37M
1.35B
(NBN) Total Revenue
(SEM) Total Revenue
Values in USD except per share items