PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between NE and ^GSPC is 0.32, 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.


-0.50.00.51.00.3

Performance

NE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Noble Corporation (NE) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-26.53%
7.77%
NE
^GSPC

Key characteristics

Sharpe Ratio

NE:

-0.56

^GSPC:

2.06

Sortino Ratio

NE:

-0.64

^GSPC:

2.74

Omega Ratio

NE:

0.93

^GSPC:

1.38

Calmar Ratio

NE:

-0.44

^GSPC:

3.13

Martin Ratio

NE:

-0.88

^GSPC:

12.84

Ulcer Index

NE:

21.95%

^GSPC:

2.07%

Daily Std Dev

NE:

34.37%

^GSPC:

12.87%

Max Drawdown

NE:

-43.54%

^GSPC:

-56.78%

Current Drawdown

NE:

-34.34%

^GSPC:

-1.54%

Returns By Period

In the year-to-date period, NE achieves a 6.82% return, which is significantly higher than ^GSPC's 1.96% return.


NE

YTD

6.82%

1M

15.62%

6M

-25.38%

1Y

-19.69%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

1.96%

1M

2.21%

6M

8.93%

1Y

23.90%

5Y*

12.52%

10Y*

11.46%

*Annualized

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

NE vs. ^GSPC — Risk-Adjusted Performance Rank

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

NE
The Risk-Adjusted Performance Rank of NE is 2020
Overall Rank
The Sharpe Ratio Rank of NE is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of NE is 1717
Sortino Ratio Rank
The Omega Ratio Rank of NE is 1919
Omega Ratio Rank
The Calmar Ratio Rank of NE is 2020
Calmar Ratio Rank
The Martin Ratio Rank of NE is 2727
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9292
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 9292
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9595
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.

NE vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Noble Corporation (NE) and S&P 500 (^GSPC). 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 NE, currently valued at -0.56, compared to the broader market-2.000.002.004.00-0.562.06
The chart of Sortino ratio for NE, currently valued at -0.64, compared to the broader market-4.00-2.000.002.004.00-0.642.74
The chart of Omega ratio for NE, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.38
The chart of Calmar ratio for NE, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.443.13
The chart of Martin ratio for NE, currently valued at -0.88, compared to the broader market-10.000.0010.0020.0030.00-0.8812.84
NE
^GSPC

The current NE Sharpe Ratio is -0.56, which is lower than the ^GSPC Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of NE and ^GSPC, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.56
2.06
NE
^GSPC

Drawdowns

NE vs. ^GSPC - Drawdown Comparison

The maximum NE drawdown since its inception was -43.54%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for NE and ^GSPC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-34.34%
-1.54%
NE
^GSPC

Volatility

NE vs. ^GSPC - Volatility Comparison

Noble Corporation (NE) has a higher volatility of 9.99% compared to S&P 500 (^GSPC) at 5.07%. This indicates that NE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
9.99%
5.07%
NE
^GSPC
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 © 2025 PortfoliosLab