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

Correlation

The correlation between ONB and NBN is 0.15, 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.


-0.50.00.51.00.1

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.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%AugustSeptemberOctoberNovemberDecember2025
725.37%
4,634.61%
ONB
NBN

Key characteristics

Sharpe Ratio

ONB:

1.34

NBN:

2.63

Sortino Ratio

ONB:

2.19

NBN:

3.56

Omega Ratio

ONB:

1.26

NBN:

1.45

Calmar Ratio

ONB:

2.32

NBN:

5.71

Martin Ratio

ONB:

7.34

NBN:

12.53

Ulcer Index

ONB:

5.76%

NBN:

7.05%

Daily Std Dev

ONB:

31.68%

NBN:

33.61%

Max Drawdown

ONB:

-62.96%

NBN:

-70.47%

Current Drawdown

ONB:

-2.49%

NBN:

-1.84%

Fundamentals

Market Cap

ONB:

$7.36B

NBN:

$840.41M

EPS

ONB:

$1.68

NBN:

$7.57

PE Ratio

ONB:

13.73

NBN:

13.51

PEG Ratio

ONB:

2.45

NBN:

0.00

Total Revenue (TTM)

ONB:

$2.10B

NBN:

$176.59M

Gross Profit (TTM)

ONB:

$2.20B

NBN:

$240.51M

EBITDA (TTM)

ONB:

$368.69M

NBN:

$69.91M

Returns By Period

In the year-to-date period, ONB achieves a 6.29% return, which is significantly lower than NBN's 10.56% return. Over the past 10 years, ONB has underperformed NBN with an annualized return of 9.24%, while NBN has yielded a comparatively higher 28.19% annualized return.


ONB

YTD

6.29%

1M

4.86%

6M

15.62%

1Y

38.59%

5Y*

8.64%

10Y*

9.24%

NBN

YTD

10.56%

1M

9.71%

6M

39.35%

1Y

82.46%

5Y*

38.67%

10Y*

28.19%

*Annualized

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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 8585
Overall Rank
The Sharpe Ratio Rank of ONB is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of ONB is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ONB is 7979
Omega Ratio Rank
The Calmar Ratio Rank of ONB is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ONB is 8787
Martin Ratio Rank

NBN
The Risk-Adjusted Performance Rank of NBN is 9595
Overall Rank
The Sharpe Ratio Rank of NBN is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of NBN is 9595
Sortino Ratio Rank
The Omega Ratio Rank of NBN is 9393
Omega Ratio Rank
The Calmar Ratio Rank of NBN is 9898
Calmar Ratio Rank
The Martin Ratio Rank of NBN is 9494
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.


Sharpe ratio
The chart of Sharpe ratio for ONB, currently valued at 1.34, compared to the broader market-2.000.002.004.001.342.63
The chart of Sortino ratio for ONB, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.006.002.193.56
The chart of Omega ratio for ONB, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.45
The chart of Calmar ratio for ONB, currently valued at 2.32, compared to the broader market0.002.004.006.002.325.71
The chart of Martin ratio for ONB, currently valued at 7.34, compared to the broader market0.0010.0020.0030.007.3412.53
ONB
NBN

The current ONB Sharpe Ratio is 1.34, which is lower than the NBN Sharpe Ratio of 2.63. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.34
2.63
ONB
NBN

Dividends

ONB vs. NBN - Dividend Comparison

ONB's dividend yield for the trailing twelve months is around 2.43%, more than NBN's 0.04% yield.


TTM20242023202220212020201920182017201620152014
ONB
Old National Bancorp
2.43%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
0.04%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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.49%
-1.84%
ONB
NBN

Volatility

ONB vs. NBN - Volatility Comparison

Old National Bancorp (ONB) has a higher volatility of 8.81% compared to Northeast Bank (NBN) at 7.22%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
8.81%
7.22%
ONB
NBN

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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