You are not comparing stocks of the same sector. Secondly, you are comparing blue chips with a company that has never made a net profit.
Anyway here are some rough and dirty figures. If you really want to put NEA on equal footing with a blue sky stock then try PNV. I have put those returns there for you as well.
TCL and SYD are stocks are bond proxy stocks. Not sure why you are even comparing it with NEA.
CSL a solid animal. So is COH. Cannot compare with NEA.
COH 1yr: 6% 5yr: 23% pa
CSL 1yr: 15% 5yr: 28% pa
RMD 1yr: 35% 5yr: 30 pa
TCL 1yr: 3% 5yr: 13% pa
SYD 1yr: -19% 5yr: 7% pa
PNV 1yr: 40% 5yr: 74% pa