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NIOBW vs. USAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NIOBW vs. USAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NioCorp Developments Ltd. Warrant (NIOBW) and USA Rare Earth, Inc (USAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NIOBW achieves a -6.99% return, which is significantly lower than USAR's 135.13% return.


NIOBW

1D
-10.37%
1M
-8.95%
YTD
-6.99%
6M
-19.16%
1Y
302.33%
3Y*
34.72%
5Y*
10Y*

USAR

1D
-8.86%
1M
9.38%
YTD
135.13%
6M
99.57%
1Y
208.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NIOBW vs. USAR - Yearly Performance Comparison


2026 (YTD)202520242023
NIOBW
NioCorp Developments Ltd. Warrant
-6.99%1,900.00%-82.45%-15.01%
USAR
USA Rare Earth, Inc
135.13%3.66%11.13%2.58%

Correlation

The correlation between NIOBW and USAR is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2023

0.23

Over the past year, NIOBW and USAR have become more correlated (0.48) than their long-term average of 0.23, meaning their price movements have been converging.

Fundamentals

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Return for Risk

NIOBW vs. USAR — Risk / Return Rank

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

NIOBW
NIOBW Risk / Return Rank: 8585
Overall Rank
NIOBW Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
NIOBW Sortino Ratio Rank: 8686
Sortino Ratio Rank
NIOBW Omega Ratio Rank: 8383
Omega Ratio Rank
NIOBW Calmar Ratio Rank: 8989
Calmar Ratio Rank
NIOBW Martin Ratio Rank: 7979
Martin Ratio Rank

USAR
USAR Risk / Return Rank: 8080
Overall Rank
USAR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
USAR Sortino Ratio Rank: 8383
Sortino Ratio Rank
USAR Omega Ratio Rank: 7777
Omega Ratio Rank
USAR Calmar Ratio Rank: 8282
Calmar Ratio Rank
USAR Martin Ratio Rank: 7575
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.

NIOBW vs. USAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NioCorp Developments Ltd. Warrant (NIOBW) and USA Rare Earth, Inc (USAR). 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.


NIOBWUSARDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.33

1.28

+0.05

Calmar ratioReturn relative to maximum drawdown

4.22

3.03

+1.20

Martin ratioReturn relative to average drawdown

6.36

5.02

+1.34

NIOBW vs. USAR - Sharpe Ratio Comparison

The current NIOBW Sharpe Ratio is 2.10, which is comparable to the USAR Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of NIOBW and USAR, 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


NIOBWUSARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.71

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.41

-0.25

Drawdowns

NIOBW vs. USAR - Drawdown Comparison

The maximum NIOBW drawdown since its inception was -90.00%, which is greater than USAR's maximum drawdown of -69.23%. Use the drawdown chart below to compare losses from any high point for NIOBW and USAR.


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Drawdown Indicators


NIOBWUSARDifference

Max Drawdown

Largest peak-to-trough decline

-90.00%

-69.23%

-20.77%

Max Drawdown (1Y)

Largest decline over 1 year

-72.12%

-69.23%

-2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-89.30%

Current Drawdown

Current decline from peak

-66.73%

-27.66%

-39.07%

Average Drawdown

Average peak-to-trough decline

-50.11%

-18.60%

-31.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.79%

41.62%

+6.17%

Volatility

NIOBW vs. USAR - Volatility Comparison

NioCorp Developments Ltd. Warrant (NIOBW) has a higher volatility of 36.63% compared to USA Rare Earth, Inc (USAR) at 30.06%. This indicates that NIOBW's price experiences larger fluctuations and is considered to be riskier than USAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NIOBWUSARDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.63%

30.06%

+6.57%

Volatility (6M)

Calculated over the trailing 6-month period

83.52%

81.05%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

145.26%

122.97%

+22.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

191.87%

104.42%

+87.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

191.87%

104.42%

+87.45%

Dividends

NIOBW vs. USAR - Dividend Comparison

Neither NIOBW nor USAR has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NIOBW vs. USAR - Financials Comparison

This section allows you to compare key financial metrics between NioCorp Developments Ltd. Warrant and USA Rare Earth, Inc. 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


0.0050.00M100.00M150.00M200.00M250.00M300.00M350.00MAprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
5.70M
(NIOBW) Total Revenue
(USAR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NIOBW and USAR have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NIOBW has higher volatility (36.63%) compared to USAR (30.06%). In terms of maximum drawdown, NIOBW dropped -90.00% vs USAR's -69.23%.

NIOBW currently has the higher Sharpe Ratio (2.10 vs 1.71), 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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