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

Performance

NEO.TO vs. LAC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Neo Performance Materials Inc. (NEO.TO) and Lithium Americas Corp. (LAC). 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 LAC is traded in USD. To make them comparable, the LAC 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 LAC's 6.47% 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*

LAC

1D
3.36%
1M
-7.54%
YTD
6.47%
6M
-9.86%
1Y
76.45%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEO.TO vs. LAC - Yearly Performance Comparison


2026 (YTD)202520242023
NEO.TO
Neo Performance Materials Inc.
116.40%101.35%10.42%-3.70%
LAC
Lithium Americas Corp.
6.47%40.10%-49.66%-29.04%

Correlation

The correlation between NEO.TO and LAC is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2023

0.34

Fundamentals

Market Cap

NEO.TO:

CA$1.40B

LAC:

$1.61B

EPS

NEO.TO:

-$0.24

LAC:

-$0.28

PB Ratio

NEO.TO:

2.61

LAC:

1.19

Total Revenue (TTM)

NEO.TO:

$511.45M

LAC:

$0.00

Gross Profit (TTM)

NEO.TO:

$147.42M

LAC:

-$580.22K

EBITDA (TTM)

NEO.TO:

$61.97M

LAC:

-$52.10M

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Return for Risk

NEO.TO vs. LAC — 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

LAC
LAC Risk / Return Rank: 6969
Overall Rank
LAC Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
LAC Sortino Ratio Rank: 8080
Sortino Ratio Rank
LAC Omega Ratio Rank: 7676
Omega Ratio Rank
LAC Calmar Ratio Rank: 6666
Calmar Ratio Rank
LAC Martin Ratio Rank: 6161
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. LAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neo Performance Materials Inc. (NEO.TO) and Lithium Americas Corp. (LAC). 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.TOLACDifference
Sharpe ratioReturn per unit of total volatility

+2.24

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.39

1.26

+0.14

Calmar ratioReturn relative to maximum drawdown

5.52

1.21

+4.31

Martin ratioReturn relative to average drawdown

11.44

1.83

+9.61

NEO.TO vs. LAC - Sharpe Ratio Comparison

The current NEO.TO Sharpe Ratio is 2.82, which is higher than the LAC Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of NEO.TO and LAC, 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. LAC - Drawdown Comparison

The maximum NEO.TO drawdown since its inception was -72.44%, smaller than the maximum LAC drawdown of -81.79%. Use the drawdown chart below to compare losses from any high point for NEO.TO and LAC.


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Drawdown Indicators


NEO.TOLACDifference

Max Drawdown

Largest peak-to-trough decline

-72.44%

-81.79%

+9.35%

Max Drawdown (1Y)

Largest decline over 1 year

-32.83%

-63.88%

+31.05%

Max Drawdown (3Y)

Largest decline over 3 years

-37.56%

Max Drawdown (5Y)

Largest decline over 5 years

-72.44%

Current Drawdown

Current decline from peak

-6.13%

-60.43%

+54.30%

Average Drawdown

Average peak-to-trough decline

-34.87%

-62.95%

+28.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.82%

42.09%

-26.27%

Volatility

NEO.TO vs. LAC - Volatility Comparison

Neo Performance Materials Inc. (NEO.TO) has a higher volatility of 26.26% compared to Lithium Americas Corp. (LAC) at 22.81%. This indicates that NEO.TO's price experiences larger fluctuations and is considered to be riskier than LAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEO.TOLACDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.26%

22.81%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

45.29%

53.92%

-8.63%

Volatility (1Y)

Calculated over the trailing 1-year period

64.47%

132.45%

-67.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.64%

101.83%

-48.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.44%

101.83%

-49.39%

Dividends

NEO.TO vs. LAC - Dividend Comparison

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


PositionTTM20252024202320222021202020192018
LAC
Lithium Americas Corp.
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. LAC - Financials Comparison

This section allows you to compare key financial metrics between Neo Performance Materials Inc. and Lithium Americas Corp.. 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
(LAC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NEO.TO and LAC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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