COTY vs. NVTS
COTY (Coty Inc.) and NVTS (Navitas Semiconductor Corporation) are both stocks. COTY operates in Household & Personal Products (Consumer Defensive), while NVTS operates in Semiconductors (Technology). Over the past 5 years, COTY returned -26.29%/yr vs 25.44%/yr for NVTS. At a 0.26 correlation, their price movements are largely independent.
Performance
COTY vs. NVTS - Performance Comparison
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Returns By Period
In the year-to-date period, COTY achieves a -38.31% return, which is significantly lower than NVTS's 331.93% return.
COTY
- 1D
- -5.00%
- 1M
- -21.49%
- YTD
- -38.31%
- 6M
- -44.77%
- 1Y
- -61.77%
- 3Y*
- -45.21%
- 5Y*
- -26.29%
- 10Y*
- -22.02%
NVTS
- 1D
- 19.26%
- 1M
- 93.72%
- YTD
- 331.93%
- 6M
- 254.89%
- 1Y
- 419.19%
- 3Y*
- 51.10%
- 5Y*
- 25.44%
- 10Y*
- —
COTY vs. NVTS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
COTY Coty Inc. | -38.31% | -55.75% | -43.96% | 45.09% | -18.48% | 53.06% |
NVTS Navitas Semiconductor Corporation | 331.93% | 100.00% | -55.76% | 129.91% | -79.37% | 56.34% |
Correlation
The correlation between COTY and NVTS is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2021 | 0.26 |
Over the past year, the correlation between COTY and NVTS has dropped to 0.02 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
Fundamentals
COTY:
-$0.61
NVTS:
-$0.84
COTY:
0.29
NVTS:
120.70
COTY:
$5.79B
NVTS:
$40.50M
COTY:
$3.59B
NVTS:
$7.44M
COTY:
$4.10M
NVTS:
-$83.31M
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Return for Risk
COTY vs. NVTS — Risk / Return Rank
COTY
NVTS
COTY vs. NVTS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coty Inc. (COTY) 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.
| COTY | NVTS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.59 | ||
| Sortino ratioReturn per unit of downside risk | -5.63 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.40 | -0.66 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 7.26 | -8.24 |
| Martin ratioReturn relative to average drawdown | -1.64 | 11.93 | -13.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COTY | NVTS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.23 | 3.36 | -4.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.59 | 0.21 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.29 | 0.18 | -0.48 |
Drawdowns
COTY vs. NVTS - Drawdown Comparison
The maximum COTY drawdown since its inception was -93.25%, roughly equal to the maximum NVTS drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for COTY and NVTS.
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Drawdown Indicators
| COTY | NVTS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.25% | -92.04% | -1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -63.11% | -58.25% | -4.86% |
Max Drawdown (3Y)Largest decline over 3 years | -85.67% | -85.18% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -85.67% | -92.04% | +6.37% |
Max Drawdown (10Y)Largest decline over 10 years | -92.73% | — | — |
Current DrawdownCurrent decline from peak | -93.25% | -2.99% | -90.26% |
Average DrawdownAverage peak-to-trough decline | -51.33% | -58.31% | +6.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.72% | 35.35% | +2.37% |
Volatility
COTY vs. NVTS - Volatility Comparison
The current volatility for Coty Inc. (COTY) is 16.84%, while Navitas Semiconductor Corporation (NVTS) has a volatility of 49.41%. This indicates that COTY 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
| COTY | NVTS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.84% | 49.41% | -32.57% |
Volatility (6M)Calculated over the trailing 6-month period | 34.42% | 89.81% | -55.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.53% | 125.88% | -75.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.65% | 121.37% | -76.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.33% | 117.40% | -63.07% |
Dividends
COTY vs. NVTS - Dividend Comparison
Neither COTY nor NVTS has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COTY Coty Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.78% | 4.44% | 7.62% | 2.51% | 2.18% | 0.98% |
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% |
Financials
COTY vs. NVTS - Financials Comparison
This section allows you to compare key financial metrics between Coty Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
COTY and NVTS have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVTS has higher volatility (49.41%) compared to COTY (16.84%). In terms of maximum drawdown, COTY dropped -93.25% vs NVTS's -92.04%.
NVTS currently has the higher Sharpe Ratio (3.36 vs -1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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