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IPO Date
Oct 29, 2021

Highlights

Market Cap
$762.66M
Enterprise Value
$748.85M
EPS (TTM)
-$1.00
Total Revenue (TTM)
$4.03M
Gross Profit (TTM)
-$10.72M
EBITDA (TTM)
-$81.67M
Year Range
$3.90 - $13.41
ROA (TTM)
-59.96%
ROE (TTM)
157.05%

Share Price Chart


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NextNav Inc. Warrant

Performance

NNAVW Performance Chart

NextNav Inc. Warrant (NNAVW) is down 29.7% since the beginning of the year. At $5 per share, NNAVW is trading 62.5% below its 52-week high of $13.


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S&P 500 Index

Returns By Period

NextNav Inc. Warrant (NNAVW) has returned -29.65% so far this year and -16.86% over the past 12 months.


NextNav Inc. Warrant

1D
-24.36%
1M
-50.73%
YTD
-29.65%
6M
-32.93%
1Y
-16.86%
3Y*
88.58%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NNAVW Monthly Returns History

Based on dividend-adjusted daily data since Oct 29, 2021, NNAVW's average daily return is +0.30%, while the average monthly return is +5.81%. At this rate, an investment would double in approximately 1.0 years.

Historically, 58% of months were positive and 42% were negative. The best month was Mar 2024 with a return of +98.1%, while the worst month was May 2022 at -61.1%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.

On a daily basis, NNAVW closed higher 44% of trading days. The best single day was Nov 1, 2021 with a return of +54.2%, while the worst single day was Oct 29, 2021 at -40.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-9.65%0.46%-2.47%37.44%4.14%-44.48%-29.65%
2025-16.90%-27.99%28.09%10.91%0.82%29.07%-5.67%26.21%-28.44%-7.58%12.20%27.45%24.56%
202441.67%3.92%98.11%78.57%-14.67%-1.25%1.58%-21.50%15.08%54.14%51.45%-15.21%697.22%
202352.35%21.59%-13.04%5.00%12.70%-1.41%1.10%15.87%52.44%-15.20%-14.15%-20.88%93.29%
2022-19.17%4.38%32.87%-26.32%-61.08%-21.09%23.26%-1.89%3.81%13.23%6.68%-42.87%-78.02%
2021-40.89%27.50%10.78%-16.50%

Benchmark Metrics

NextNav Inc. Warrant has an annualized alpha of 89.26%, beta of 1.00, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since October 29, 2021.

  • This stock captured 56.39% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -14.29%) - a profile typical of hedging or uncorrelated assets.
  • R2 of 0.03 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
89.26%
Beta
1.00
0.03
Upside Capture
56.39%
Downside Capture
-14.29%

Return for Risk

Risk / Return Rank

NNAVW ranks 38 for risk / return — below 38% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


NNAVW Risk / Return Rank: 3838
Overall Rank
NNAVW Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
NNAVW Sortino Ratio Rank: 4646
Sortino Ratio Rank
NNAVW Omega Ratio Rank: 4848
Omega Ratio Rank
NNAVW Calmar Ratio Rank: 3333
Calmar Ratio Rank
NNAVW Martin Ratio Rank: 2828
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for NextNav Inc. Warrant (NNAVW) and compare them to S&P 500 Index.

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.


NNAVWBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.17

Sortino ratioReturn per unit of downside risk

-2.12

Omega ratioGain probability vs. loss probability

1.09

1.37

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.29

2.78

-3.07

Martin ratioReturn relative to average drawdown

-0.75

12.44

-13.18

Dividends

Dividend History


NextNav Inc. Warrant doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the NextNav Inc. Warrant. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the NextNav Inc. Warrant was 82.46%, occurring on Jul 8, 2022. Recovery took 430 trading sessions.

The current NextNav Inc. Warrant drawdown is 59.57%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-82.46%Jul 2022
8mo 12d1y 8mo
2y 4moOct 2021 - Mar 2024
2026 bear market2026
-59.57%Jun 2026
2mo 2d
2mo 3dApr 2026 - now
2025 selloff2025
-56.14%Mar 2025
3mo 1d5mo 25d
8mo 26dDec 2024 - Aug 2025
2024 bear market2024
-47.94%Aug 2024
3mo 19d2mo 6d
5mo 25dMay 2024 - Oct 2024
2025 bear market2025
-45.36%Nov 2025
2mo 24d3mo 28d
6mo 22dAug 2025 - Mar 2026

Drawdown Indicators


NNAVWBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-82.46%

-56.78%

-25.68%

Max Drawdown (1Y)

Largest decline over 1 year

-59.57%

-9.10%

-50.47%

Max Drawdown (3Y)

Largest decline over 3 years

-59.57%

-18.90%

-40.67%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-59.57%

-1.80%

-57.77%

Average Drawdown

Average peak-to-trough decline

-38.24%

-10.71%

-27.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.68%

2.03%

+20.65%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of NextNav Inc. Warrant over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how NextNav Inc. Warrant is priced in the market compared to other companies in the Software - Infrastructure industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for NNAVW relative to other companies in the Software - Infrastructure industry. Currently, NNAVW has a P/S ratio of 176.8. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
Portfolio Analyzer

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