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FN vs. NVMI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

FN vs. NVMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in undefined (FN) and Nova Ltd (NVMI). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%OctoberNovemberDecember2025FebruaryMarch
1,703.07%
5,205.63%
FN
NVMI

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Risk-Adjusted Performance

undefined vs. NVMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for undefined (undefined) and Nova Ltd (NVMI). 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.


Sharpe ratio
The chart of Sharpe ratio for FN, currently valued at -0.21, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.210.44
The chart of Sortino ratio for FN, currently valued at 0.09, compared to the broader market-4.00-2.000.002.004.000.090.95
The chart of Omega ratio for FN, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.13
The chart of Calmar ratio for FN, currently valued at -0.37, compared to the broader market0.001.002.003.004.005.00-0.370.80
The chart of Martin ratio for FN, currently valued at -0.79, compared to the broader market0.005.0010.0015.0020.0025.00-0.791.67
FN
NVMI


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2025FebruaryMarch
-0.21
0.44
FN
NVMI

Drawdowns

FN vs. NVMI - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-29.13%
-17.41%
FN
NVMI

Volatility

FN vs. NVMI - Volatility Comparison

undefined (FN) has a higher volatility of 21.12% compared to Nova Ltd (NVMI) at 15.65%. This indicates that FN's price experiences larger fluctuations and is considered to be riskier than NVMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2025FebruaryMarch
21.12%
15.65%
FN
NVMI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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