NEHC vs. VXF
NEHC (New Era Helium Inc) is a stock, while VXF (Vanguard Extended Market ETF) is Mid Cap Blend Equities fund tracking the S&P Completion Index. Over the past year, NEHC returned 844.15% vs 28.88% for VXF. At a 0.28 correlation, their price movements are largely independent.
Performance
NEHC vs. VXF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NEHC achieves a 96.76% return, which is significantly higher than VXF's 13.78% return.
NEHC
- 1D
- -3.43%
- 1M
- 38.92%
- YTD
- 96.76%
- 6M
- 36.29%
- 1Y
- 844.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VXF
- 1D
- -1.02%
- 1M
- 4.75%
- YTD
- 13.78%
- 6M
- 12.61%
- 1Y
- 28.88%
- 3Y*
- 19.75%
- 5Y*
- 6.53%
- 10Y*
- 12.08%
NEHC vs. VXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NEHC New Era Helium Inc | 96.76% | -51.17% | -29.41% |
VXF Vanguard Extended Market ETF | 13.78% | 11.40% | -6.48% |
Correlation
The correlation between NEHC and VXF is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.28 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NEHC vs. VXF — Risk / Return Rank
NEHC
VXF
NEHC vs. VXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for New Era Helium Inc (NEHC) and Vanguard Extended Market ETF (VXF). 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.
| NEHC | VXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.54 | ||
| Sortino ratioReturn per unit of downside risk | +1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.29 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 13.64 | 2.84 | +10.80 |
| Martin ratioReturn relative to average drawdown | 25.69 | 10.07 | +15.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| NEHC | VXF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.23 | 1.69 | +2.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.29 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.12 | 0.46 | -0.57 |
Drawdowns
NEHC vs. VXF - Drawdown Comparison
The maximum NEHC drawdown since its inception was -96.13%, which is greater than VXF's maximum drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for NEHC and VXF.
Loading charts...
Drawdown Indicators
| NEHC | VXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.13% | -58.03% | -38.10% |
Max Drawdown (1Y)Largest decline over 1 year | -62.50% | -10.21% | -52.29% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.92% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.39% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.72% | — |
Current DrawdownCurrent decline from peak | -32.18% | -1.02% | -31.16% |
Average DrawdownAverage peak-to-trough decline | -66.37% | -9.55% | -56.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.26% | 2.87% | +30.39% |
Volatility
NEHC vs. VXF - Volatility Comparison
New Era Helium Inc (NEHC) has a higher volatility of 33.73% compared to Vanguard Extended Market ETF (VXF) at 4.87%. This indicates that NEHC's price experiences larger fluctuations and is considered to be riskier than VXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NEHC | VXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.73% | 4.87% | +28.86% |
Volatility (6M)Calculated over the trailing 6-month period | 106.20% | 12.44% | +93.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 202.17% | 17.22% | +184.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 196.14% | 22.33% | +173.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 196.14% | 22.29% | +173.85% |
Dividends
NEHC vs. VXF - Dividend Comparison
NEHC has not paid dividends to shareholders, while VXF's dividend yield for the trailing twelve months is around 1.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEHC New Era Helium Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXF Vanguard Extended Market ETF | 1.02% | 1.14% | 1.09% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% |
Frequently Asked Questions
NEHC and VXF have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEHC has higher volatility (33.73%) compared to VXF (4.87%). In terms of maximum drawdown, NEHC dropped -96.13% vs VXF's -58.03%.
NEHC currently has the higher Sharpe Ratio (4.23 vs 1.69), 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.
Find the right allocation for NEHC and VXF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer