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IOT vs. ENVA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IOT vs. ENVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Samsara Inc. (IOT) and Enova International, Inc. (ENVA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IOT achieves a -5.05% return, which is significantly lower than ENVA's 20.44% return.


IOT

1D
4.34%
1M
20.26%
YTD
-5.05%
6M
-18.68%
1Y
-14.15%
3Y*
3.56%
5Y*
10Y*

ENVA

1D
-0.14%
1M
13.51%
YTD
20.44%
6M
16.35%
1Y
102.88%
3Y*
53.36%
5Y*
39.68%
10Y*
38.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOT vs. ENVA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IOT
Samsara Inc.
-5.05%-18.86%30.89%168.54%-55.78%12.89%
ENVA
Enova International, Inc.
20.44%63.95%73.19%44.28%-6.32%6.17%

Correlation

The correlation between IOT and ENVA is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2021

0.31

The correlation between IOT and ENVA shifts across timeframes, from 0.17 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IOT:

$19.78B

ENVA:

$4.99B

EPS

IOT:

$0.10

ENVA:

$12.29

PE Ratio

IOT:

338.97

ENVA:

15.40

PS Ratio

IOT:

11.26

ENVA:

1.53

PB Ratio

IOT:

13.12

ENVA:

3.56

Total Revenue (TTM)

IOT:

$1.73B

ENVA:

$3.28B

Gross Profit (TTM)

IOT:

$1.32B

ENVA:

$1.23B

EBITDA (TTM)

IOT:

-$14.10M

ENVA:

$456.13M

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Return for Risk

IOT vs. ENVA — Risk / Return Rank

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

IOT
IOT Risk / Return Rank: 3030
Overall Rank
IOT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IOT Sortino Ratio Rank: 3030
Sortino Ratio Rank
IOT Omega Ratio Rank: 3030
Omega Ratio Rank
IOT Calmar Ratio Rank: 3131
Calmar Ratio Rank
IOT Martin Ratio Rank: 2929
Martin Ratio Rank

ENVA
ENVA Risk / Return Rank: 9191
Overall Rank
ENVA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ENVA Sortino Ratio Rank: 9191
Sortino Ratio Rank
ENVA Omega Ratio Rank: 9090
Omega Ratio Rank
ENVA Calmar Ratio Rank: 8989
Calmar Ratio Rank
ENVA Martin Ratio Rank: 8989
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.

IOT vs. ENVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Samsara Inc. (IOT) and Enova International, Inc. (ENVA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IOTENVADifference
Sharpe ratioReturn per unit of total volatility

-2.90

Sortino ratioReturn per unit of downside risk

-3.27

Omega ratioGain probability vs. loss probability

0.99

1.40

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.37

4.04

-4.42

Martin ratioReturn relative to average drawdown

-0.75

10.44

-11.18

IOT vs. ENVA - Sharpe Ratio Comparison

The current IOT Sharpe Ratio is -0.30, which is lower than the ENVA Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of IOT and ENVA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IOT vs. ENVA - Drawdown Comparison

The maximum IOT drawdown since its inception was -70.38%, smaller than the maximum ENVA drawdown of -84.26%. Use the drawdown chart below to compare losses from any high point for IOT and ENVA.


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Drawdown Indicators


IOTENVADifference

Max Drawdown

Largest peak-to-trough decline

-70.38%

-84.26%

+13.88%

Max Drawdown (1Y)

Largest decline over 1 year

-46.37%

-24.75%

-21.62%

Max Drawdown (3Y)

Largest decline over 3 years

-60.22%

-37.01%

-23.21%

Max Drawdown (5Y)

Largest decline over 5 years

-42.84%

Max Drawdown (10Y)

Largest decline over 10 years

-77.57%

Current Drawdown

Current decline from peak

-44.78%

-0.14%

-44.64%

Average Drawdown

Average peak-to-trough decline

-31.39%

-31.82%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.26%

9.57%

+13.69%

Volatility

IOT vs. ENVA - Volatility Comparison

Samsara Inc. (IOT) has a higher volatility of 19.99% compared to Enova International, Inc. (ENVA) at 11.26%. This indicates that IOT's price experiences larger fluctuations and is considered to be riskier than ENVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IOTENVADifference

Volatility (1M)

Calculated over the trailing 1-month period

19.99%

11.26%

+8.73%

Volatility (6M)

Calculated over the trailing 6-month period

44.50%

28.77%

+15.73%

Volatility (1Y)

Calculated over the trailing 1-year period

57.78%

38.58%

+19.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.87%

40.33%

+25.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.87%

49.25%

+16.62%

Dividends

IOT vs. ENVA - Dividend Comparison

Neither IOT nor ENVA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

IOT vs. ENVA - Financials Comparison

This section allows you to compare key financial metrics between Samsara Inc. and Enova International, Inc.. 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


0.00200.00M400.00M600.00M800.00M20222023202420252026
478.84M
875.14M
(IOT) Total Revenue
(ENVA) Total Revenue
Values in USD except per share items

IOT vs. ENVA - Profitability Comparison

The chart below illustrates the profitability comparison between Samsara Inc. and Enova International, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
75.4%
0
Portfolio components
IOT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Samsara Inc. reported a gross profit of 361.14M and revenue of 478.84M. Therefore, the gross margin over that period was 75.4%.

ENVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported a gross profit of 0.00 and revenue of 875.14M. Therefore, the gross margin over that period was 0.0%.

IOT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Samsara Inc. reported an operating income of 7.20M and revenue of 478.84M, resulting in an operating margin of 1.5%.

ENVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported an operating income of 207.11M and revenue of 875.14M, resulting in an operating margin of 23.7%.

IOT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Samsara Inc. reported a net income of 44.51M and revenue of 478.84M, resulting in a net margin of 9.3%.

ENVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported a net income of 91.10M and revenue of 875.14M, resulting in a net margin of 10.4%.


Frequently Asked Questions


IOT and ENVA have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IOT has higher volatility (19.99%) compared to ENVA (11.26%). In terms of maximum drawdown, IOT dropped -70.38% vs ENVA's -84.26%.

ENVA currently has the higher Sharpe Ratio (2.60 vs -0.30), 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.

Portfolio Optimizer

Find the right allocation for IOT and ENVA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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