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NEO vs. NB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NEO vs. NB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NeoGenomics, Inc. (NEO) and NioCorp Developments Ltd. Common Stock (NB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NEO achieves a 9.69% return, which is significantly higher than NB's -12.83% return.


NEO

1D
12.47%
1M
39.76%
YTD
9.69%
6M
4.88%
1Y
78.42%
3Y*
-8.19%
5Y*
-22.59%
10Y*
4.89%

NB

1D
-5.91%
1M
-14.44%
YTD
-12.83%
6M
-24.26%
1Y
75.00%
3Y*
-2.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEO vs. NB - Yearly Performance Comparison


2026 (YTD)202520242023
NEO
NeoGenomics, Inc.
9.69%-28.64%1.85%-12.40%
NB
NioCorp Developments Ltd. Common Stock
-12.83%241.94%-51.41%-57.47%

Correlation

The correlation between NEO and NB is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.09

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2023

0.09

Fundamentals

Market Cap

NEO:

$333.25M

NB:

$629.02M

EPS

NEO:

-$3.86

NB:

-$0.52

PB Ratio

NEO:

0.40

NB:

1.44

Total Revenue (TTM)

NEO:

$745.97M

NB:

$0.00

Gross Profit (TTM)

NEO:

$314.28M

NB:

-$1.00K

EBITDA (TTM)

NEO:

-$50.56M

NB:

-$54.65M

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Return for Risk

NEO vs. NB — Risk / Return Rank

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

NEO
NEO Risk / Return Rank: 7676
Overall Rank
NEO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
NEO Sortino Ratio Rank: 7878
Sortino Ratio Rank
NEO Omega Ratio Rank: 7777
Omega Ratio Rank
NEO Calmar Ratio Rank: 7474
Calmar Ratio Rank
NEO Martin Ratio Rank: 7373
Martin Ratio Rank

NB
NB Risk / Return Rank: 6666
Overall Rank
NB Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
NB Sortino Ratio Rank: 7070
Sortino Ratio Rank
NB Omega Ratio Rank: 6767
Omega Ratio Rank
NB Calmar Ratio Rank: 6666
Calmar Ratio Rank
NB 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 vs. NB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NeoGenomics, Inc. (NEO) and NioCorp Developments Ltd. Common Stock (NB). 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.


NEONBDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.26

1.19

+0.07

Calmar ratioReturn relative to maximum drawdown

1.73

1.18

+0.55

Martin ratioReturn relative to average drawdown

3.78

1.78

+2.00

NEO vs. NB - Sharpe Ratio Comparison

The current NEO Sharpe Ratio is 1.30, which is higher than the NB Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of NEO and NB, 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 vs. NB - Drawdown Comparison

The maximum NEO drawdown since its inception was -91.92%, which is greater than NB's maximum drawdown of -82.83%. Use the drawdown chart below to compare losses from any high point for NEO and NB.


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Drawdown Indicators


NEONBDifference

Max Drawdown

Largest peak-to-trough decline

-91.92%

-82.83%

-9.09%

Max Drawdown (1Y)

Largest decline over 1 year

-45.61%

-64.10%

+18.49%

Max Drawdown (3Y)

Largest decline over 3 years

-76.65%

-75.00%

-1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-90.78%

Max Drawdown (10Y)

Largest decline over 10 years

-91.92%

Current Drawdown

Current decline from peak

-78.46%

-60.41%

-18.05%

Average Drawdown

Average peak-to-trough decline

-36.98%

-55.96%

+18.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.83%

42.23%

-21.40%

Volatility

NEO vs. NB - Volatility Comparison

The current volatility for NeoGenomics, Inc. (NEO) is 20.67%, while NioCorp Developments Ltd. Common Stock (NB) has a volatility of 25.43%. This indicates that NEO experiences smaller price fluctuations and is considered to be less risky than NB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEONBDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.67%

25.43%

-4.76%

Volatility (6M)

Calculated over the trailing 6-month period

38.53%

65.88%

-27.35%

Volatility (1Y)

Calculated over the trailing 1-year period

60.83%

108.65%

-47.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.59%

91.59%

-22.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.20%

91.59%

-33.39%

Dividends

NEO vs. NB - Dividend Comparison

Neither NEO nor NB has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NEO vs. NB - Financials Comparison

This section allows you to compare key financial metrics between NeoGenomics, Inc. and NioCorp Developments Ltd. Common Stock. 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


0.0050.00M100.00M150.00M200.00M20222023202420252026
186.67M
0
(NEO) Total Revenue
(NB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NEO and NB have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NB has higher volatility (25.43%) compared to NEO (20.67%). In terms of maximum drawdown, NEO dropped -91.92% vs NB's -82.83%.

NEO currently has the higher Sharpe Ratio (1.30 vs 0.70), 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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