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ONB vs. NBN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ONB and NBN is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ONB vs. NBN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Old National Bancorp (ONB) and Northeast Bank (NBN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ONB:

0.77

NBN:

1.40

Sortino Ratio

ONB:

1.32

NBN:

1.94

Omega Ratio

ONB:

1.18

NBN:

1.25

Calmar Ratio

ONB:

1.07

NBN:

1.75

Martin Ratio

ONB:

3.16

NBN:

4.03

Ulcer Index

ONB:

8.86%

NBN:

10.98%

Daily Std Dev

ONB:

36.48%

NBN:

35.03%

Max Drawdown

ONB:

-62.96%

NBN:

-70.47%

Current Drawdown

ONB:

-14.15%

NBN:

-23.47%

Fundamentals

Market Cap

ONB:

$7.80B

NBN:

$717.84M

EPS

ONB:

$1.72

NBN:

$9.04

PE Ratio

ONB:

12.26

NBN:

9.31

PEG Ratio

ONB:

2.45

NBN:

0.00

PS Ratio

ONB:

4.34

NBN:

3.89

PB Ratio

ONB:

1.24

NBN:

1.54

Total Revenue (TTM)

ONB:

$2.14B

NBN:

$250.25M

Gross Profit (TTM)

ONB:

$2.22B

NBN:

$226.80M

EBITDA (TTM)

ONB:

$821.48M

NBN:

$77.60M

Returns By Period

In the year-to-date period, ONB achieves a -3.29% return, which is significantly higher than NBN's -8.59% return. Over the past 10 years, ONB has underperformed NBN with an annualized return of 7.60%, while NBN has yielded a comparatively higher 24.20% annualized return.


ONB

YTD

-3.29%

1M

1.31%

6M

-8.81%

1Y

28.01%

3Y*

12.81%

5Y*

12.41%

10Y*

7.60%

NBN

YTD

-8.59%

1M

1.23%

6M

-14.83%

1Y

48.70%

3Y*

30.49%

5Y*

37.47%

10Y*

24.20%

*Annualized

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Old National Bancorp

Northeast Bank

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ONB vs. NBN — Risk-Adjusted Performance Rank

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

ONB
The Risk-Adjusted Performance Rank of ONB is 7777
Overall Rank
The Sharpe Ratio Rank of ONB is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ONB is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ONB is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ONB is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ONB is 7979
Martin Ratio Rank

NBN
The Risk-Adjusted Performance Rank of NBN is 8686
Overall Rank
The Sharpe Ratio Rank of NBN is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of NBN is 8484
Sortino Ratio Rank
The Omega Ratio Rank of NBN is 8282
Omega Ratio Rank
The Calmar Ratio Rank of NBN is 9191
Calmar Ratio Rank
The Martin Ratio Rank of NBN is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ONB vs. NBN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Old National Bancorp (ONB) and Northeast Bank (NBN). 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.


The current ONB Sharpe Ratio is 0.77, which is lower than the NBN Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of ONB and NBN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ONB vs. NBN - Dividend Comparison

ONB's dividend yield for the trailing twelve months is around 2.68%, more than NBN's 0.05% yield.


TTM20242023202220212020201920182017201620152014
ONB
Old National Bancorp
2.68%2.58%3.32%3.11%3.09%3.38%2.84%3.38%2.98%2.87%3.54%2.96%
NBN
Northeast Bank
0.05%0.04%0.07%0.10%0.11%0.18%0.18%0.24%0.17%0.31%0.38%1.24%

Drawdowns

ONB vs. NBN - Drawdown Comparison

The maximum ONB drawdown since its inception was -62.96%, smaller than the maximum NBN drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for ONB and NBN.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ONB vs. NBN - Volatility Comparison

Old National Bancorp (ONB) has a higher volatility of 8.72% compared to Northeast Bank (NBN) at 7.95%. This indicates that ONB's price experiences larger fluctuations and is considered to be riskier than NBN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ONB vs. NBN - Financials Comparison

This section allows you to compare key financial metrics between Old National Bancorp and Northeast Bank. 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


0.00200.00M400.00M600.00M800.00M20212022202320242025
724.19M
87.37M
(ONB) Total Revenue
(NBN) Total Revenue
Values in USD except per share items