NEBX vs NBIS: returns, Sharpe ratio and drawdown
Performance
NEBX-34.97%NBIS+51.81%
Summary
NEBX vs NBIS
Over the past year, NBIS returned +51.81% against -34.97% for NEBX. NBIS had the higher Sharpe ratio over the past year (0.88 vs 0.83), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -48.30% for NBIS and -80.61% for NEBX.
Current Drawdown
NEBX-80.61%NBIS-42.28%
Rolling Volatility
NEBX+10.07%NBIS+5.08%
METRICS
Correlation Matrix
Metrics
Risk Indicators
NEBXNBIS
Alpha
NEBX
109.28%
NBIS
59.83%
Beta
NEBX
7.77x
NBIS
3.92x
Sharpe
NEBX
0.83
NBIS
0.88
Sortino
NEBX
1.35
NBIS
1.43
Omega
NEBX
1.15
NBIS
1.16
Calmar
NEBX
-0.43
NBIS
1.07
Martin
NEBX
3.63
NBIS
4.20
Comparisons