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COTY vs. NVTS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between COTY and NVTS is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

COTY vs. NVTS - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%December2025FebruaryMarchAprilMay
-29.74%
-82.54%
COTY
NVTS

Key characteristics

Sharpe Ratio

COTY:

-1.37

NVTS:

-0.59

Sortino Ratio

COTY:

-2.44

NVTS:

-0.64

Omega Ratio

COTY:

0.71

NVTS:

0.93

Calmar Ratio

COTY:

-0.69

NVTS:

-0.66

Martin Ratio

COTY:

-1.73

NVTS:

-1.44

Ulcer Index

COTY:

33.50%

NVTS:

42.08%

Daily Std Dev

COTY:

40.71%

NVTS:

100.28%

Max Drawdown

COTY:

-90.59%

NVTS:

-92.04%

Current Drawdown

COTY:

-82.88%

NVTS:

-90.58%

Fundamentals

Market Cap

COTY:

$4.50B

NVTS:

$390.59M

EPS

COTY:

$0.00

NVTS:

-$0.46

PS Ratio

COTY:

0.74

NVTS:

4.69

PB Ratio

COTY:

1.19

NVTS:

1.10

Total Revenue (TTM)

COTY:

$4.70B

NVTS:

$74.15M

Gross Profit (TTM)

COTY:

$3.04B

NVTS:

$19.36M

EBITDA (TTM)

COTY:

$618.00M

NVTS:

-$113.44M

Returns By Period

In the year-to-date period, COTY achieves a -30.75% return, which is significantly higher than NVTS's -46.78% return.


COTY

YTD

-30.75%

1M

2.77%

6M

-33.52%

1Y

-55.74%

5Y*

-1.51%

10Y*

-13.47%

NVTS

YTD

-46.78%

1M

16.56%

6M

-13.64%

1Y

-58.52%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

COTY vs. NVTS — Risk-Adjusted Performance Rank

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

COTY
The Risk-Adjusted Performance Rank of COTY is 33
Overall Rank
The Sharpe Ratio Rank of COTY is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of COTY is 11
Sortino Ratio Rank
The Omega Ratio Rank of COTY is 22
Omega Ratio Rank
The Calmar Ratio Rank of COTY is 1010
Calmar Ratio Rank
The Martin Ratio Rank of COTY is 33
Martin Ratio Rank

NVTS
The Risk-Adjusted Performance Rank of NVTS is 1717
Overall Rank
The Sharpe Ratio Rank of NVTS is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of NVTS is 2020
Sortino Ratio Rank
The Omega Ratio Rank of NVTS is 2323
Omega Ratio Rank
The Calmar Ratio Rank of NVTS is 1111
Calmar Ratio Rank
The Martin Ratio Rank of NVTS is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COTY vs. NVTS - Risk-Adjusted Performance 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.


The current COTY Sharpe Ratio is -1.37, which is lower than the NVTS Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of COTY 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.


Rolling 12-month Sharpe Ratio-1.60-1.40-1.20-1.00-0.80-0.60-0.40December2025FebruaryMarchAprilMay
-1.37
-0.59
COTY
NVTS

Dividends

COTY vs. NVTS - Dividend Comparison

Neither COTY nor NVTS has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
COTY
Coty Inc.
0.00%0.00%0.00%0.00%0.00%1.78%4.44%7.62%2.51%2.18%0.98%0.97%
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

COTY vs. NVTS - Drawdown Comparison

The maximum COTY drawdown since its inception was -90.59%, 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. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%December2025FebruaryMarchAprilMay
-63.65%
-90.58%
COTY
NVTS

Volatility

COTY vs. NVTS - Volatility Comparison

Coty Inc. (COTY) and Navitas Semiconductor Corporation (NVTS) have volatilities of 22.55% and 23.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
22.55%
23.43%
COTY
NVTS

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B20212022202320242025
1.67B
14.02M
(COTY) Total Revenue
(NVTS) Total Revenue
Values in USD except per share items