USAR vs. LYSDY

Last updated Apr 2, 2026

Compare and contrast key facts about USA Rare Earth, Inc (USAR) and Lynas Rare Earths Ltd ADR (LYSDY).

Performance

USAR vs. LYSDY - Performance Comparison

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

USAR vs. LYSDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
USAR USA Rare Earth, Inc	24.37%	3.66%	11.13%	2.58%
LYSDY Lynas Rare Earths Ltd ADR	64.93%	109.37%	-18.22%	2.88%

Fundamentals

EPS USAR : -$4.57 LYSDY : $0.14
PS Ratio USAR : 3.07 LYSDY : 11.01
Total Revenue (TTM) USAR : $314.13M LYSDY : $1.19B
Gross Profit (TTM) USAR : $254.80M LYSDY : $301.27M
EBITDA (TTM) USAR : -$50.51M LYSDY : $236.57M

Returns By Period

In the year-to-date period, USAR achieves a 24.37% return, which is significantly lower than LYSDY's 64.93% return.

USAR

• 1D: -2.21%
• 1M: -29.08%
• YTD: 24.37%
• 6M: -19.61%
• 1Y: 135.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LYSDY

• 1D: 1.19%
• 1M: -4.28%
• YTD: 64.93%
• 6M: 20.39%
• 1Y: 204.46%
• 3Y*: 47.62%
• 5Y*: 23.78%
• 10Y*: 74.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

USAR vs. LYSDY — Risk / Return Rank

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

USAR

USAR Risk / Return Rank: 75
USAR Sharpe Ratio Rank: 74
USAR Sortino Ratio Rank: 82
USAR Omega Ratio Rank: 74
USAR Calmar Ratio Rank: 78
USAR Martin Ratio Rank: 70

LYSDY

LYSDY Risk / Return Rank: 92
LYSDY Sharpe Ratio Rank: 96
LYSDY Sortino Ratio Rank: 92
LYSDY Omega Ratio Rank: 90
LYSDY Calmar Ratio Rank: 92
LYSDY Martin Ratio Rank: 88

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.

USAR vs. LYSDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USA Rare Earth, Inc (USAR) and Lynas Rare Earths Ltd ADR (LYSDY). 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.

	USAR	LYSDY	Difference
Sharpe ratio Return per unit of total volatility	0.99	3.09	-2.09
Sortino ratio Return per unit of downside risk	2.25	3.13	-0.87
Omega ratio Gain probability vs. loss probability	1.24	1.39	-0.15
Calmar ratio Return relative to maximum drawdown	2.15	4.53	-2.37
Martin ratio Return relative to average drawdown	3.68	9.61	-5.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USAR vs. LYSDY - Sharpe Ratio Comparison

The current USAR Sharpe Ratio is 0.99, which is lower than the LYSDY Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of USAR and LYSDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	USAR	LYSDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	3.09	-2.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.47	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.27	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.03	+0.12

Correlation

The correlation between USAR and LYSDY is 0.20, 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.

Dividends

USAR vs. LYSDY - Dividend Comparison

Neither USAR nor LYSDY has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

USAR vs. LYSDY - Drawdown Comparison

The maximum USAR drawdown since its inception was -69.23%, smaller than the maximum LYSDY drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for USAR and LYSDY.

Drawdown Indicators

	USAR	LYSDY	Difference
Max Drawdown Largest peak-to-trough decline	-69.23%	-99.93%	+30.70%
Max Drawdown (1Y) Largest decline over 1 year	-69.23%	-46.39%	-22.84%
Max Drawdown (5Y) Largest decline over 5 years	—	-58.25%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-72.35%	—
Current Drawdown Current decline from peak	-61.74%	-50.67%	-11.07%
Average Drawdown Average peak-to-trough decline	-17.24%	-84.92%	+67.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.57%	21.86%	+18.71%

Volatility

USAR vs. LYSDY - Volatility Comparison

USA Rare Earth, Inc (USAR) has a higher volatility of 24.76% compared to Lynas Rare Earths Ltd ADR (LYSDY) at 18.70%. This indicates that USAR's price experiences larger fluctuations and is considered to be riskier than LYSDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USAR	LYSDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.76%	18.70%	+6.06%
Volatility (6M) Calculated over the trailing 6-month period	88.99%	53.18%	+35.81%
Volatility (1Y) Calculated over the trailing 1-year period	137.67%	66.71%	+70.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	103.98%	50.34%	+53.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	103.98%	279.44%	-175.46%

Financials