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NEHC vs. CLMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NEHC vs. CLMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Era Helium Inc (NEHC) and Calumet Specialty Products Partners, L.P. (CLMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NEHC achieves a 103.75% return, which is significantly higher than CLMT's 88.07% return.


NEHC

1D
6.42%
1M
43.86%
YTD
103.75%
6M
41.13%
1Y
877.73%
3Y*
5Y*
10Y*

CLMT

1D
3.49%
1M
9.43%
YTD
88.07%
6M
90.37%
1Y
183.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEHC vs. CLMT - Yearly Performance Comparison


2026 (YTD)20252024
NEHC
New Era Helium Inc
103.75%-51.17%-29.41%
CLMT
Calumet Specialty Products Partners, L.P.
88.07%-9.76%2.32%

Correlation

The correlation between NEHC and CLMT is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2024

0.11

Fundamentals

Market Cap

NEHC:

$331.83M

CLMT:

$3.25B

EPS

NEHC:

-$1.08

CLMT:

-$2.17

PS Ratio

NEHC:

143.00

CLMT:

0.78

Total Revenue (TTM)

NEHC:

$1.36M

CLMT:

$4.17B

Gross Profit (TTM)

NEHC:

-$326.46K

CLMT:

$239.60M

EBITDA (TTM)

NEHC:

-$28.93M

CLMT:

$67.00M

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Return for Risk

NEHC vs. CLMT — Risk / Return Rank

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

NEHC
NEHC Risk / Return Rank: 9797
Overall Rank
NEHC Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
NEHC Sortino Ratio Rank: 9696
Sortino Ratio Rank
NEHC Omega Ratio Rank: 9393
Omega Ratio Rank
NEHC Calmar Ratio Rank: 9999
Calmar Ratio Rank
NEHC Martin Ratio Rank: 9898
Martin Ratio Rank

CLMT
CLMT Risk / Return Rank: 9696
Overall Rank
CLMT Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CLMT Sortino Ratio Rank: 9696
Sortino Ratio Rank
CLMT Omega Ratio Rank: 9595
Omega Ratio Rank
CLMT Calmar Ratio Rank: 9696
Calmar Ratio Rank
CLMT Martin Ratio Rank: 9797
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.

NEHC vs. CLMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for New Era Helium Inc (NEHC) and Calumet Specialty Products Partners, L.P. (CLMT). 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.


NEHCCLMTDifference

Sharpe ratio

Return per unit of total volatility

5.24

4.21

+1.03

Sortino ratio

Return per unit of downside risk

4.37

4.51

-0.14

Omega ratio

Gain probability vs. loss probability

1.52

1.59

-0.08

Calmar ratio

Return relative to maximum drawdown

16.95

8.08

+8.87

Martin ratio

Return relative to average drawdown

31.83

28.26

+3.57

NEHC vs. CLMT - Sharpe Ratio Comparison

The current NEHC Sharpe Ratio is 5.24, which is comparable to the CLMT Sharpe Ratio of 4.21. The chart below compares the historical Sharpe Ratios of NEHC and CLMT, 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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Sharpe Ratios by Period


NEHCCLMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.24

4.21

+1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.85

-0.96

Drawdowns

NEHC vs. CLMT - Drawdown Comparison

The maximum NEHC drawdown since its inception was -96.13%, which is greater than CLMT's maximum drawdown of -61.87%. Use the drawdown chart below to compare losses from any high point for NEHC and CLMT.


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Drawdown Indicators


NEHCCLMTDifference

Max Drawdown

Largest peak-to-trough decline

-96.13%

-61.87%

-34.26%

Max Drawdown (1Y)

Largest decline over 1 year

-62.50%

-22.81%

-39.69%

Current Drawdown

Current decline from peak

-29.76%

0.00%

-29.76%

Average Drawdown

Average peak-to-trough decline

-66.47%

-20.61%

-45.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.21%

6.51%

+26.70%

Volatility

NEHC vs. CLMT - Volatility Comparison

New Era Helium Inc (NEHC) has a higher volatility of 33.32% compared to Calumet Specialty Products Partners, L.P. (CLMT) at 13.46%. This indicates that NEHC's price experiences larger fluctuations and is considered to be riskier than CLMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEHCCLMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.32%

13.46%

+19.86%

Volatility (6M)

Calculated over the trailing 6-month period

106.27%

30.52%

+75.75%

Volatility (1Y)

Calculated over the trailing 1-year period

202.11%

43.77%

+158.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

196.38%

61.50%

+134.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

196.38%

61.50%

+134.88%

Dividends

NEHC vs. CLMT - Dividend Comparison

Neither NEHC nor CLMT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NEHC vs. CLMT - Financials Comparison

This section allows you to compare key financial metrics between New Era Helium Inc and Calumet Specialty Products Partners, L.P.. 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


0.00500.00M1.00B1.50BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
802.35K
1.03B
(NEHC) Total Revenue
(CLMT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NEHC and CLMT have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEHC has higher volatility (33.32%) compared to CLMT (13.46%). In terms of maximum drawdown, NEHC dropped -96.13% vs CLMT's -61.87%.

NEHC currently has the higher Sharpe Ratio (5.24 vs 4.21), 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.

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