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NEO.TO vs. ARRNF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NEO.TO vs. ARRNF - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Neo Performance Materials Inc. (NEO.TO) and American Rare Earths Limited (ARRNF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NEO.TO is traded in CAD, while ARRNF is traded in USD. To make them comparable, the ARRNF values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NEO.TO achieves a 116.40% return, which is significantly higher than ARRNF's 30.69% return.


NEO.TO

1D
4.68%
1M
2.85%
YTD
116.40%
6M
109.31%
1Y
186.63%
3Y*
63.70%
5Y*
17.11%
10Y*

ARRNF

1D
2.51%
1M
-16.76%
YTD
30.69%
6M
11.36%
1Y
55.30%
3Y*
36.74%
5Y*
73.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEO.TO vs. ARRNF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NEO.TO
Neo Performance Materials Inc.
116.40%101.35%10.42%-16.66%-51.09%50.37%65.41%
ARRNF
American Rare Earths Limited
30.69%18.24%53.21%-13.71%11.04%549.68%-24.15%

Correlation

The correlation between NEO.TO and ARRNF is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.16

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 22, 2020

0.13

The correlation between NEO.TO and ARRNF shifts across timeframes, from 0.13 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NEO.TO:

CA$1.40B

ARRNF:

$149.92M

EPS

NEO.TO:

-$0.24

ARRNF:

-A$0.02

PB Ratio

NEO.TO:

2.61

ARRNF:

4.42

Total Revenue (TTM)

NEO.TO:

$511.45M

ARRNF:

-A$128.85K

Gross Profit (TTM)

NEO.TO:

$147.42M

ARRNF:

-A$385.87K

EBITDA (TTM)

NEO.TO:

$61.97M

ARRNF:

-A$12.72M

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Return for Risk

NEO.TO vs. ARRNF — Risk / Return Rank

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

NEO.TO
NEO.TO Risk / Return Rank: 9191
Overall Rank
NEO.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
NEO.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
NEO.TO Omega Ratio Rank: 8989
Omega Ratio Rank
NEO.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
NEO.TO Martin Ratio Rank: 9090
Martin Ratio Rank

ARRNF
ARRNF Risk / Return Rank: 6363
Overall Rank
ARRNF Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ARRNF Sortino Ratio Rank: 7474
Sortino Ratio Rank
ARRNF Omega Ratio Rank: 7171
Omega Ratio Rank
ARRNF Calmar Ratio Rank: 5858
Calmar Ratio Rank
ARRNF Martin Ratio Rank: 5353
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.

NEO.TO vs. ARRNF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neo Performance Materials Inc. (NEO.TO) and American Rare Earths Limited (ARRNF). 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.


NEO.TOARRNFDifference
Sharpe ratioReturn per unit of total volatility

+2.40

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.39

1.23

+0.17

Calmar ratioReturn relative to maximum drawdown

5.52

0.76

+4.76

Martin ratioReturn relative to average drawdown

11.44

1.05

+10.38

NEO.TO vs. ARRNF - Sharpe Ratio Comparison

The current NEO.TO Sharpe Ratio is 2.82, which is higher than the ARRNF Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of NEO.TO and ARRNF, 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

NEO.TO vs. ARRNF - Drawdown Comparison

The maximum NEO.TO drawdown since its inception was -72.44%, smaller than the maximum ARRNF drawdown of -81.55%. Use the drawdown chart below to compare losses from any high point for NEO.TO and ARRNF.


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Drawdown Indicators


NEO.TOARRNFDifference

Max Drawdown

Largest peak-to-trough decline

-72.44%

-81.55%

+9.11%

Max Drawdown (1Y)

Largest decline over 1 year

-32.83%

-69.80%

+36.97%

Max Drawdown (3Y)

Largest decline over 3 years

-37.56%

-69.80%

+32.24%

Max Drawdown (5Y)

Largest decline over 5 years

-72.44%

-81.55%

+9.11%

Current Drawdown

Current decline from peak

-6.13%

-60.53%

+54.40%

Average Drawdown

Average peak-to-trough decline

-34.87%

-45.19%

+10.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.82%

50.29%

-34.47%

Volatility

NEO.TO vs. ARRNF - Volatility Comparison

Neo Performance Materials Inc. (NEO.TO) and American Rare Earths Limited (ARRNF) have volatilities of 26.26% and 26.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEO.TOARRNFDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.26%

26.35%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

45.29%

51.21%

-5.92%

Volatility (1Y)

Calculated over the trailing 1-year period

64.47%

126.64%

-62.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.64%

311.44%

-257.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.44%

286.96%

-234.52%

Dividends

NEO.TO vs. ARRNF - Dividend Comparison

NEO.TO's dividend yield for the trailing twelve months is around 1.19%, while ARRNF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
ARRNF
American Rare Earths Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEO.TO
Neo Performance Materials Inc.
1.19%2.57%5.01%5.24%4.17%1.97%2.90%3.20%2.47%

Financials

NEO.TO vs. ARRNF - Financials Comparison

This section allows you to compare key financial metrics between Neo Performance Materials Inc. and American Rare Earths Limited. 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


0.0050.00M100.00M150.00M20222023202420252026
152.42M
0
(NEO.TO) Total Revenue
(ARRNF) Total Revenue
Please note, different currencies. NEO.TO values in USD, ARRNF values in AUD

Frequently Asked Questions


NEO.TO and ARRNF have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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