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PBF vs. NC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PBF vs. NC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PBF Energy Inc. (PBF) and NACCO Industries, Inc. (NC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PBF achieves a 170.44% return, which is significantly higher than NC's -2.41% return. Over the past 10 years, PBF has outperformed NC with an annualized return of 15.33%, while NC has yielded a comparatively lower 0.74% annualized return.


PBF

1D
-1.12%
1M
51.18%
6M
119.20%
YTD
170.44%
1Y
244.92%
3Y*
18.24%
5Y*
54.47%
10Y*
15.33%
ALL TIME*
10.53%

NC

1D
0.47%
1M
-2.07%
6M
-2.79%
YTD
-2.41%
1Y
32.59%
3Y*
11.88%
5Y*
16.40%
10Y*
0.74%
ALL TIME*
6.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$492.99K$569.90K$636.03K
$225.84M$191.30M$141.72M

PBF vs. NC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBF
PBF Energy Inc.
170.44%6.75%-37.99%9.97%215.81%82.68%-77.12%0.16%-4.93%33.64%
NC
NACCO Industries, Inc.
-2.41%68.74%-15.91%-1.51%6.71%42.16%-42.27%40.37%-8.34%-57.76%

Correlation

The correlation between PBF and NC is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.05

Correlation (3Y)
Balances recent behavior with more history.

0.19

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.24

Correlation (10Y)
Provides a long-term view across more market conditions.

0.27

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2012

0.27

Over the past year, the correlation between PBF and NC has dropped to 0.05 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

PBF:

$8.55B

NC:

$353.26M

EPS

PBF:

$11.31

NC:

$2.87

PE Ratio

PBF:

6.39

NC:

16.52

PEG Ratio

PBF:

0.02

NC:

0.40

PS Ratio

PBF:

0.25

NC:

1.29

PB Ratio

PBF:

1.37

NC:

0.82

Total Revenue (TTM)

PBF:

$34.37B

NC:

$274.40M

Gross Profit (TTM)

PBF:

$1.54B

NC:

$42.94M

EBITDA (TTM)

PBF:

$2.13B

NC:

-$5.34M

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Return for Risk

PBF vs. NC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PBF
PBF Risk / Return Rank: 9696
Overall Rank
PBF Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PBF Sortino Ratio Rank: 9696
Sortino Ratio Rank
PBF Omega Ratio Rank: 9595
Omega Ratio Rank
PBF Calmar Ratio Rank: 9797
Calmar Ratio Rank
PBF Martin Ratio Rank: 9696
Martin Ratio Rank

NC
NC Risk / Return Rank: 6666
Overall Rank
NC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
NC Sortino Ratio Rank: 6464
Sortino Ratio Rank
NC Omega Ratio Rank: 6262
Omega Ratio Rank
NC Calmar Ratio Rank: 7171
Calmar Ratio Rank
NC Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PBF vs. NC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PBF Energy Inc. (PBF) and NACCO Industries, Inc. (NC). 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.


PBFNCDifference
Sharpe ratioReturn per unit of total volatility

+2.89

Sortino ratioReturn per unit of downside risk

+2.36

Omega ratioGain probability vs. loss probability

1.45

1.15

+0.30

Calmar ratioReturn relative to maximum drawdown

6.67

1.35

+5.32

Martin ratioReturn relative to average drawdown

15.39

2.55

+12.84

PBF vs. NC - Sharpe Ratio Comparison

The current PBF Sharpe Ratio is 3.56, which is higher than the NC Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PBF and NC, 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

PBF vs. NC - Drawdown Comparison

The maximum PBF drawdown since its inception was -91.51%, roughly equal to the maximum NC drawdown of -91.50%. Use the drawdown chart below to compare losses from any high point for PBF and NC.


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Drawdown Indicators


PBFNCDifference

Max Drawdown

Largest peak-to-trough decline

-91.51%

-91.50%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-34.86%

-20.63%

-14.23%

Max Drawdown (3Y)

Largest decline over 3 years

-76.04%

-31.24%

-44.80%

Max Drawdown (5Y)

Largest decline over 5 years

-76.04%

-55.01%

-21.03%

Max Drawdown (10Y)

Largest decline over 10 years

-91.51%

-80.21%

-11.30%

Current Drawdown

Current decline from peak

-1.12%

-39.58%

+38.46%

Average Drawdown

Average peak-to-trough decline

-37.63%

-36.54%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.08%

10.90%

+4.18%

Volatility

PBF vs. NC - Volatility Comparison

PBF Energy Inc. (PBF) has a higher volatility of 20.64% compared to NACCO Industries, Inc. (NC) at 6.38%. This indicates that PBF's price experiences larger fluctuations and is considered to be riskier than NC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBFNCDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.64%

6.38%

+14.26%

Volatility (6M)

Calculated over the trailing 6-month period

48.06%

28.99%

+19.07%

Volatility (1Y)

Calculated over the trailing 1-year period

65.86%

41.63%

+24.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.15%

46.65%

+13.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.63%

50.33%

+17.30%

Dividends

PBF vs. NC - Dividend Comparison

PBF's dividend yield for the trailing twelve months is around 1.52%, less than NC's 2.15% yield.


PositionTTM20252024202320222021202020192018201720162015
NC
NACCO Industries, Inc.
2.15%2.01%3.02%2.36%2.16%2.16%2.92%1.57%1.95%2.60%1.18%2.48%
PBF
PBF Energy Inc.
1.52%4.06%3.86%1.93%0.49%0.00%4.23%3.83%3.67%3.39%4.30%3.26%

Financials

PBF vs. NC - Financials Comparison

This section allows you to compare key financial metrics between PBF Energy Inc. and NACCO Industries, 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


Values in USD except per share items

PBF vs. NC - Profitability Comparison

The chart below illustrates the profitability comparison between PBF Energy Inc. and NACCO Industries, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

PBF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, PBF Energy Inc. reported a gross profit of 1.15B and revenue of 11.68B. Therefore, the gross margin over that period was 9.8%.

NC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, NACCO Industries, Inc. reported a gross profit of 14.29M and revenue of 62.78M. Therefore, the gross margin over that period was 22.8%.

PBF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, PBF Energy Inc. reported an operating income of 1.27B and revenue of 11.68B, resulting in an operating margin of 10.9%.

NC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, NACCO Industries, Inc. reported an operating income of 16.57M and revenue of 62.78M, resulting in an operating margin of 26.4%.

PBF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, PBF Energy Inc. reported a net income of 906.40M and revenue of 11.68B, resulting in a net margin of 7.8%.

NC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, NACCO Industries, Inc. reported a net income of 8.84M and revenue of 62.78M, resulting in a net margin of 14.1%.


Frequently Asked Questions


PBF and NC have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PBF has higher volatility (20.64%) compared to NC (6.38%). In terms of maximum drawdown, PBF dropped -91.51% vs NC's -91.50%.

PBF currently has the higher Sharpe Ratio (3.56 vs 0.67), 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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