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AXS vs. NVTS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

AXS vs. NVTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AXIS Capital Holdings Limited (AXS) and Navitas Semiconductor Corporation (NVTS). The values are adjusted to include any dividend payments, if applicable.

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AXS vs. NVTS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AXS
AXIS Capital Holdings Limited
-4.89%22.96%63.90%5.57%2.63%16.19%
NVTS
Navitas Semiconductor Corporation
22.83%100.00%-55.76%129.91%-79.37%56.34%

Fundamentals

Market Cap

AXS:

$7.79B

NVTS:

$1.95B

EPS

AXS:

$12.85

NVTS:

-$0.55

PS Ratio

AXS:

1.24

NVTS:

40.36

PB Ratio

AXS:

1.34

NVTS:

4.40

Total Revenue (TTM)

AXS:

$6.44B

NVTS:

$45.92M

Gross Profit (TTM)

AXS:

$1.45B

NVTS:

$14.25M

EBITDA (TTM)

AXS:

$1.32B

NVTS:

-$89.35M

Returns By Period

In the year-to-date period, AXS achieves a -4.89% return, which is significantly lower than NVTS's 22.83% return.


AXS

1D
1.15%
1M
-3.66%
YTD
-4.89%
6M
6.75%
1Y
2.94%
3Y*
25.87%
5Y*
17.99%
10Y*
9.15%

NVTS

1D
12.01%
1M
-2.56%
YTD
22.83%
6M
21.47%
1Y
327.80%
3Y*
6.26%
5Y*
-2.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AXS vs. NVTS — Risk / Return Rank

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

AXS
AXS Risk / Return Rank: 4444
Overall Rank
AXS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
AXS Sortino Ratio Rank: 3939
Sortino Ratio Rank
AXS Omega Ratio Rank: 3838
Omega Ratio Rank
AXS Calmar Ratio Rank: 4848
Calmar Ratio Rank
AXS Martin Ratio Rank: 4949
Martin Ratio Rank

NVTS
NVTS Risk / Return Rank: 9393
Overall Rank
NVTS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
NVTS Sortino Ratio Rank: 9898
Sortino Ratio Rank
NVTS Omega Ratio Rank: 9494
Omega Ratio Rank
NVTS Calmar Ratio Rank: 9696
Calmar Ratio Rank
NVTS Martin Ratio Rank: 9191
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.

AXS vs. NVTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXIS Capital Holdings Limited (AXS) and Navitas Semiconductor Corporation (NVTS). 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.


AXSNVTSDifference

Sharpe ratio

Return per unit of total volatility

0.12

1.61

-1.49

Sortino ratio

Return per unit of downside risk

0.33

4.26

-3.94

Omega ratio

Gain probability vs. loss probability

1.04

1.46

-0.42

Calmar ratio

Return relative to maximum drawdown

0.25

6.51

-6.26

Martin ratio

Return relative to average drawdown

0.58

11.12

-10.54

AXS vs. NVTS - Sharpe Ratio Comparison

The current AXS Sharpe Ratio is 0.12, which is lower than the NVTS Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of AXS and NVTS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AXSNVTSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

1.61

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

-0.02

+0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

-0.04

+0.37

Correlation

The correlation between AXS and NVTS is 0.08, 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

AXS vs. NVTS - Dividend Comparison

AXS's dividend yield for the trailing twelve months is around 1.74%, while NVTS has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
AXS
AXIS Capital Holdings Limited
1.74%1.64%1.99%3.18%3.19%3.10%3.27%2.71%3.04%3.04%2.19%2.17%
NVTS
Navitas Semiconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AXS vs. NVTS - Drawdown Comparison

The maximum AXS drawdown since its inception was -55.93%, smaller than the maximum NVTS drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for AXS and NVTS.


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Drawdown Indicators


AXSNVTSDifference

Max Drawdown

Largest peak-to-trough decline

-55.93%

-92.04%

+36.11%

Max Drawdown (1Y)

Largest decline over 1 year

-16.73%

-58.25%

+41.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.79%

-92.04%

+70.25%

Max Drawdown (10Y)

Largest decline over 10 years

-49.31%

Current Drawdown

Current decline from peak

-6.33%

-56.50%

+50.17%

Average Drawdown

Average peak-to-trough decline

-12.19%

-59.50%

+47.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.21%

34.11%

-26.90%

Volatility

AXS vs. NVTS - Volatility Comparison

The current volatility for AXIS Capital Holdings Limited (AXS) is 5.57%, while Navitas Semiconductor Corporation (NVTS) has a volatility of 34.88%. This indicates that AXS experiences smaller price fluctuations and is considered to be less risky than NVTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXSNVTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

34.88%

-29.31%

Volatility (6M)

Calculated over the trailing 6-month period

15.56%

86.76%

-71.20%

Volatility (1Y)

Calculated over the trailing 1-year period

24.68%

205.49%

-180.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.83%

117.49%

-92.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.44%

115.54%

-89.10%

Financials

AXS vs. NVTS - Financials Comparison

This section allows you to compare key financial metrics between AXIS Capital Holdings Limited and Navitas Semiconductor Corporation. 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


0.00500.00M1.00B1.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.73B
7.30M
(AXS) Total Revenue
(NVTS) Total Revenue
Values in USD except per share items