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NEOV vs. CMTL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NEOV vs. CMTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NeoVolta Inc. Common Stock (NEOV) and Comtech Telecommunications Corp. (CMTL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NEOV achieves a -29.61% return, which is significantly higher than CMTL's -54.82% return.


NEOV

1D
-9.70%
1M
-30.29%
YTD
-29.61%
6M
-33.75%
1Y
-26.71%
3Y*
-16.83%
5Y*
-21.10%
10Y*

CMTL

1D
-1.24%
1M
-50.10%
YTD
-54.82%
6M
-46.05%
1Y
-7.72%
3Y*
-36.01%
5Y*
-37.81%
10Y*
-13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEOV vs. CMTL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NEOV
NeoVolta Inc. Common Stock
-29.61%-41.65%225.62%-42.65%-60.20%60.78%45.33%
CMTL
Comtech Telecommunications Corp.
-54.82%31.92%-52.43%-30.04%-47.10%16.52%21.25%

Correlation

The correlation between NEOV and CMTL is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since May 20, 2020

0.07

Fundamentals

Market Cap

NEOV:

$86.01M

CMTL:

$71.78M

EPS

NEOV:

-$0.32

CMTL:

-$479.78K

PS Ratio

NEOV:

4.78

CMTL:

0.00

Total Revenue (TTM)

NEOV:

$16.05M

CMTL:

$106.00T

Gross Profit (TTM)

NEOV:

$3.74M

CMTL:

$36.07T

EBITDA (TTM)

NEOV:

-$9.07M

CMTL:

$1.52T

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Return for Risk

NEOV vs. CMTL — Risk / Return Rank

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

NEOV
NEOV Risk / Return Rank: 3838
Overall Rank
NEOV Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
NEOV Sortino Ratio Rank: 4747
Sortino Ratio Rank
NEOV Omega Ratio Rank: 4646
Omega Ratio Rank
NEOV Calmar Ratio Rank: 3131
Calmar Ratio Rank
NEOV Martin Ratio Rank: 3030
Martin Ratio Rank

CMTL
CMTL Risk / Return Rank: 4242
Overall Rank
CMTL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CMTL Sortino Ratio Rank: 4646
Sortino Ratio Rank
CMTL Omega Ratio Rank: 4848
Omega Ratio Rank
CMTL Calmar Ratio Rank: 3939
Calmar Ratio Rank
CMTL Martin Ratio Rank: 3737
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.

NEOV vs. CMTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NeoVolta Inc. Common Stock (NEOV) and Comtech Telecommunications Corp. (CMTL). 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.


NEOVCMTLDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.07

1.08

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.36

-0.13

-0.24

Martin ratioReturn relative to average drawdown

-0.70

-0.34

-0.37

NEOV vs. CMTL - Sharpe Ratio Comparison

The current NEOV Sharpe Ratio is -0.21, which is lower than the CMTL Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of NEOV and CMTL, 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

NEOV vs. CMTL - Drawdown Comparison

The maximum NEOV drawdown since its inception was -90.38%, smaller than the maximum CMTL drawdown of -96.69%. Use the drawdown chart below to compare losses from any high point for NEOV and CMTL.


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Drawdown Indicators


NEOVCMTLDifference

Max Drawdown

Largest peak-to-trough decline

-90.38%

-96.69%

+6.31%

Max Drawdown (1Y)

Largest decline over 1 year

-73.60%

-60.03%

-13.57%

Max Drawdown (3Y)

Largest decline over 3 years

-81.60%

-90.21%

+8.61%

Max Drawdown (5Y)

Largest decline over 5 years

-90.38%

-95.27%

+4.89%

Max Drawdown (10Y)

Largest decline over 10 years

-96.42%

Current Drawdown

Current decline from peak

-70.15%

-93.66%

+23.51%

Average Drawdown

Average peak-to-trough decline

-40.01%

-47.48%

+7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.04%

22.96%

+15.08%

Volatility

NEOV vs. CMTL - Volatility Comparison

The current volatility for NeoVolta Inc. Common Stock (NEOV) is 51.41%, while Comtech Telecommunications Corp. (CMTL) has a volatility of 65.06%. This indicates that NEOV experiences smaller price fluctuations and is considered to be less risky than CMTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEOVCMTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

51.41%

65.06%

-13.65%

Volatility (6M)

Calculated over the trailing 6-month period

109.91%

86.88%

+23.03%

Volatility (1Y)

Calculated over the trailing 1-year period

128.55%

94.67%

+33.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.78%

92.51%

+3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.07%

75.14%

+15.93%

Dividends

NEOV vs. CMTL - Dividend Comparison

Neither NEOV nor CMTL has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CMTL
Comtech Telecommunications Corp.
0.00%0.00%0.00%1.19%3.29%1.69%1.93%1.13%1.64%1.81%10.13%5.97%
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

NEOV vs. CMTL - Financials Comparison

This section allows you to compare key financial metrics between NeoVolta Inc. Common Stock and Comtech Telecommunications Corp.. 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


0.0020.00T40.00T60.00T80.00T100.00T202220232024202520260
106.00T
(NEOV) Total Revenue
(CMTL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NEOV and CMTL have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMTL has higher volatility (65.06%) compared to NEOV (51.41%). In terms of maximum drawdown, NEOV dropped -90.38% vs CMTL's -96.69%.

CMTL currently has the higher Sharpe Ratio (-0.08 vs -0.21), 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 NEOV and CMTL

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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