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JOBY vs. HOVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JOBY vs. HOVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Joby Aviation, Inc. (JOBY) and New Horizon Aircraft Ltd (HOVR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JOBY achieves a -43.33% return, which is significantly lower than HOVR's 17.01% return.


JOBY

1D
-3.11%
1M
-18.25%
6M
-51.46%
YTD
-43.33%
1Y
-37.87%
3Y*
-8.77%
5Y*
10Y*

HOVR

1D
-2.27%
1M
-21.46%
6M
-20.00%
YTD
17.01%
1Y
12.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JOBY vs. HOVR - Yearly Performance Comparison


2026 (YTD)20252024
JOBY
Joby Aviation, Inc.
-43.33%62.36%38.03%
HOVR
New Horizon Aircraft Ltd
17.01%30.09%-70.26%

Correlation

The correlation between JOBY and HOVR is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2024

0.30

Over the past year, JOBY and HOVR have become more correlated (0.54) than their long-term average of 0.30, meaning their price movements have been converging.

Fundamentals

Market Cap

JOBY:

$7.36B

HOVR:

$77.79M

EPS

JOBY:

-$1.07

HOVR:

-$0.80

PB Ratio

JOBY:

3.60

HOVR:

5.40

Total Revenue (TTM)

JOBY:

$77.67M

HOVR:

$0.00

Gross Profit (TTM)

JOBY:

$8.72M

HOVR:

-$57.08K

EBITDA (TTM)

JOBY:

-$1.05B

HOVR:

-$31.06M

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Return for Risk

JOBY vs. HOVR — Risk / Return Rank

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

JOBY
JOBY Risk / Return Rank: 2424
Overall Rank
JOBY Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JOBY Sortino Ratio Rank: 2525
Sortino Ratio Rank
JOBY Omega Ratio Rank: 2626
Omega Ratio Rank
JOBY Calmar Ratio Rank: 2323
Calmar Ratio Rank
JOBY Martin Ratio Rank: 2525
Martin Ratio Rank

HOVR
HOVR Risk / Return Rank: 5454
Overall Rank
HOVR Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HOVR Sortino Ratio Rank: 6161
Sortino Ratio Rank
HOVR Omega Ratio Rank: 5858
Omega Ratio Rank
HOVR Calmar Ratio Rank: 5050
Calmar Ratio Rank
HOVR Martin Ratio Rank: 4949
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.

JOBY vs. HOVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Joby Aviation, Inc. (JOBY) and New Horizon Aircraft Ltd (HOVR). 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.


JOBYHOVRDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-1.45

Omega ratioGain probability vs. loss probability

0.96

1.12

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.60

0.18

-0.78

Martin ratioReturn relative to average drawdown

-0.95

0.29

-1.24

JOBY vs. HOVR - Sharpe Ratio Comparison

The current JOBY Sharpe Ratio is -0.50, which is lower than the HOVR Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of JOBY and HOVR, 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

JOBY vs. HOVR - Drawdown Comparison

The maximum JOBY drawdown since its inception was -76.27%, smaller than the maximum HOVR drawdown of -93.16%. Use the drawdown chart below to compare losses from any high point for JOBY and HOVR.


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Drawdown Indicators


JOBYHOVRDifference

Max Drawdown

Largest peak-to-trough decline

-76.27%

-93.16%

+16.89%

Max Drawdown (1Y)

Largest decline over 1 year

-63.32%

-69.31%

+5.99%

Max Drawdown (3Y)

Largest decline over 3 years

-63.32%

Current Drawdown

Current decline from peak

-63.32%

-56.01%

-7.31%

Average Drawdown

Average peak-to-trough decline

-50.46%

-63.07%

+12.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.98%

43.11%

-3.13%

Volatility

JOBY vs. HOVR - Volatility Comparison

Joby Aviation, Inc. (JOBY) and New Horizon Aircraft Ltd (HOVR) have volatilities of 18.31% and 19.06%, 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.


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Volatility by Period


JOBYHOVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.31%

19.06%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

50.01%

76.39%

-26.38%

Volatility (1Y)

Calculated over the trailing 1-year period

76.71%

115.82%

-39.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.47%

155.08%

-74.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.47%

155.08%

-74.61%

Dividends

JOBY vs. HOVR - Dividend Comparison

Neither JOBY nor HOVR has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

JOBY vs. HOVR - Financials Comparison

This section allows you to compare key financial metrics between Joby Aviation, Inc. and New Horizon Aircraft Ltd. 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


0.005.00M10.00M15.00M20.00M25.00M30.00M35.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
24.25M
0
(JOBY) Total Revenue
(HOVR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


JOBY and HOVR have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HOVR has higher volatility (19.06%) compared to JOBY (18.31%). In terms of maximum drawdown, JOBY dropped -76.27% vs HOVR's -93.16%.

HOVR currently has the higher Sharpe Ratio (0.11 vs -0.50), 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

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