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NECB vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NECB vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northeast Community Bancorp, Inc. (NECB) and Invesco DB US Dollar Index Bullish Fund (UUP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NECB achieves a 16.88% return, which is significantly higher than UUP's 3.40% return. Over the past 10 years, NECB has outperformed UUP with an annualized return of 20.80%, while UUP has yielded a comparatively lower 3.13% annualized return.


NECB

1D
1.33%
1M
9.99%
YTD
16.88%
6M
13.37%
1Y
18.22%
3Y*
25.98%
5Y*
20.75%
10Y*
20.80%

UUP

1D
0.00%
1M
1.60%
YTD
3.40%
6M
3.41%
1Y
6.66%
3Y*
4.21%
5Y*
5.89%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NECB vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NECB
Northeast Community Bancorp, Inc.
16.88%-3.51%41.77%20.41%38.91%10.09%16.28%9.72%11.13%29.67%
UUP
Invesco DB US Dollar Index Bullish Fund
3.40%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%

Correlation

The correlation between NECB and UUP is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

-0.13

Correlation (5Y)
Calculated over the trailing 5-year period

-0.15

Correlation (10Y)
Calculated over the trailing 10-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2007

-0.07

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Return for Risk

NECB vs. UUP — Risk / Return Rank

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

NECB
NECB Risk / Return Rank: 6262
Overall Rank
NECB Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
NECB Sortino Ratio Rank: 6060
Sortino Ratio Rank
NECB Omega Ratio Rank: 5757
Omega Ratio Rank
NECB Calmar Ratio Rank: 6363
Calmar Ratio Rank
NECB Martin Ratio Rank: 6262
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 3636
Overall Rank
UUP Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 3434
Sortino Ratio Rank
UUP Omega Ratio Rank: 3333
Omega Ratio Rank
UUP Calmar Ratio Rank: 4242
Calmar Ratio Rank
UUP Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NECB vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northeast Community Bancorp, Inc. (NECB) and Invesco DB US Dollar Index Bullish Fund (UUP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NECBUUPDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratioReturn relative to maximum drawdown

0.97

1.83

-0.86

Martin ratioReturn relative to average drawdown

1.99

4.89

-2.90

NECB vs. UUP - Sharpe Ratio Comparison

The current NECB Sharpe Ratio is 0.68, which is lower than the UUP Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of NECB and UUP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NECB vs. UUP - Drawdown Comparison

The maximum NECB drawdown since its inception was -61.91%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for NECB and UUP.


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Drawdown Indicators


NECBUUPDifference

Max Drawdown

Largest peak-to-trough decline

-61.91%

-22.19%

-39.72%

Max Drawdown (1Y)

Largest decline over 1 year

-18.77%

-3.65%

-15.12%

Max Drawdown (3Y)

Largest decline over 3 years

-34.54%

-10.05%

-24.49%

Max Drawdown (5Y)

Largest decline over 5 years

-34.54%

-10.37%

-24.17%

Max Drawdown (10Y)

Largest decline over 10 years

-47.80%

-14.24%

-33.56%

Current Drawdown

Current decline from peak

-11.33%

-3.17%

-8.16%

Average Drawdown

Average peak-to-trough decline

-24.85%

-8.91%

-15.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.20%

1.36%

+7.84%

Volatility

NECB vs. UUP - Volatility Comparison

Northeast Community Bancorp, Inc. (NECB) has a higher volatility of 5.30% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.24%. This indicates that NECB's price experiences larger fluctuations and is considered to be riskier than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NECBUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

1.24%

+4.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.65%

4.23%

+11.42%

Volatility (1Y)

Calculated over the trailing 1-year period

26.79%

6.07%

+20.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.88%

7.22%

+17.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.10%

6.96%

+22.14%

Dividends

NECB vs. UUP - Dividend Comparison

NECB's dividend yield for the trailing twelve months is around 3.85%, more than UUP's 3.32% yield.


PositionTTM20252024202320222021202020192018201720162015
NECB
Northeast Community Bancorp, Inc.
3.85%4.20%2.29%1.01%2.82%1.82%1.09%1.00%1.08%1.19%1.52%1.69%
UUP
Invesco DB US Dollar Index Bullish Fund
3.32%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%0.00%0.00%

Frequently Asked Questions


NECB and UUP have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NECB has higher volatility (5.30%) compared to UUP (1.24%). In terms of maximum drawdown, NECB dropped -61.91% vs UUP's -22.19%.

UUP currently has the higher Sharpe Ratio (1.11 vs 0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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