IDT vs. NEOV
IDT (IDT Corporation) and NEOV (NeoVolta Inc. Common Stock) are both stocks. IDT operates in Telecom Services (Communication Services), while NEOV operates in Electrical Equipment & Parts (Industrials). Over the past 5 years, IDT returned 6.31%/yr vs -22.17%/yr for NEOV. At a 0.04 correlation, their price movements are largely independent.
Performance
IDT vs. NEOV - Performance Comparison
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Returns By Period
In the year-to-date period, IDT achieves a 7.74% return, which is significantly higher than NEOV's -35.20% return.
IDT
- 1D
- -1.77%
- 1M
- 2.91%
- YTD
- 7.74%
- 6M
- 15.07%
- 1Y
- -19.36%
- 3Y*
- 26.67%
- 5Y*
- 6.31%
- 10Y*
- 18.43%
NEOV
- 1D
- 0.51%
- 1M
- -25.38%
- YTD
- -35.20%
- 6M
- -43.39%
- 1Y
- -35.62%
- 3Y*
- -13.27%
- 5Y*
- -22.17%
- 10Y*
- —
IDT vs. NEOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IDT IDT Corporation | 7.74% | 8.22% | 40.09% | 21.02% | -36.21% | 257.28% | 92.22% |
NEOV NeoVolta Inc. Common Stock | -35.20% | -41.65% | 225.62% | -42.65% | -60.20% | 60.78% | 237.98% |
Correlation
The correlation between IDT and NEOV is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.04 |
The correlation between IDT and NEOV shifts across timeframes, from -0.11 (1 year) to 0.04 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
IDT:
$1.37B
NEOV:
$79.17M
IDT:
$3.26
NEOV:
-$0.32
IDT:
1.09
NEOV:
4.40
IDT:
3.84
NEOV:
3.57
IDT:
$1.28B
NEOV:
$16.05M
IDT:
$476.45M
NEOV:
$3.74M
IDT:
$130.53M
NEOV:
-$9.07M
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Return for Risk
IDT vs. NEOV — Risk / Return Rank
IDT
NEOV
IDT vs. NEOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IDT Corporation (IDT) and NeoVolta Inc. Common Stock (NEOV). 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.
| IDT | NEOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.05 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | -0.49 | -0.10 |
| Martin ratioReturn relative to average drawdown | -0.82 | -1.00 | +0.18 |
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
| IDT | NEOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | -0.29 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | -0.24 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.08 | +0.04 |
Drawdowns
IDT vs. NEOV - Drawdown Comparison
The maximum IDT drawdown since its inception was -99.05%, which is greater than NEOV's maximum drawdown of -90.38%. Use the drawdown chart below to compare losses from any high point for IDT and NEOV.
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Drawdown Indicators
| IDT | NEOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.05% | -90.38% | -8.67% |
Max Drawdown (1Y)Largest decline over 1 year | -33.19% | -73.60% | +40.41% |
Max Drawdown (3Y)Largest decline over 3 years | -33.19% | -84.32% | +51.13% |
Max Drawdown (5Y)Largest decline over 5 years | -66.93% | -90.38% | +23.45% |
Max Drawdown (10Y)Largest decline over 10 years | -72.52% | — | — |
Current DrawdownCurrent decline from peak | -20.88% | -72.52% | +51.64% |
Average DrawdownAverage peak-to-trough decline | -50.34% | -38.92% | -11.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.78% | 35.68% | -11.90% |
Volatility
IDT vs. NEOV - Volatility Comparison
The current volatility for IDT Corporation (IDT) is 7.57%, while NeoVolta Inc. Common Stock (NEOV) has a volatility of 71.79%. This indicates that IDT experiences smaller price fluctuations and is considered to be less risky than NEOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDT | NEOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.57% | 71.79% | -64.22% |
Volatility (6M)Calculated over the trailing 6-month period | 17.42% | 102.83% | -85.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.79% | 121.65% | -89.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.59% | 93.71% | -51.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.61% | 86.56% | -31.95% |
Dividends
IDT vs. NEOV - Dividend Comparison
IDT's dividend yield for the trailing twelve months is around 0.45%, while NEOV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDT IDT Corporation | 0.45% | 0.47% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.68% | 8.96% | 3.93% | 11.75% |
NEOV NeoVolta Inc. Common Stock | 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
IDT vs. NEOV - Financials Comparison
This section allows you to compare key financial metrics between IDT Corporation and NeoVolta Inc. Common Stock. 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
IDT and NEOV have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEOV has higher volatility (71.79%) compared to IDT (7.57%). In terms of maximum drawdown, IDT dropped -99.05% vs NEOV's -90.38%.
NEOV currently has the higher Sharpe Ratio (-0.29 vs -0.61), 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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