NMR vs. MPTI
Compare and contrast key facts about Nomura Holdings, Inc. (NMR) and M-tron Industries Inc (MPTI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NMR or MPTI.
Performance
NMR vs. MPTI - Performance Comparison
Returns By Period
In the year-to-date period, NMR achieves a 33.26% return, which is significantly lower than MPTI's 52.38% return.
NMR
33.26%
12.55%
3.26%
44.12%
6.42%
2.55%
MPTI
52.38%
11.02%
77.66%
48.72%
N/A
N/A
Fundamentals
| NMR | MPTI | |
|---|---|---|
| Market Cap | $17.71B | $152.79M |
| EPS | $0.58 | $1.76 |
| PE Ratio | 10.14 | 30.91 |
| PEG Ratio | 0.85 | 0.83 |
| Total Revenue (TTM) | $3.26T | $33.77M |
| Gross Profit (TTM) | $1.24T | $14.97M |
| EBITDA (TTM) | $227.75B | $4.51M |
Key characteristics
| NMR | MPTI | |
|---|---|---|
| Sharpe Ratio | 1.40 | 0.71 |
| Sortino Ratio | 1.95 | 1.37 |
| Omega Ratio | 1.27 | 1.18 |
| Calmar Ratio | 0.66 | 1.19 |
| Martin Ratio | 4.25 | 2.60 |
| Ulcer Index | 11.21% | 20.66% |
| Daily Std Dev | 33.93% | 75.69% |
| Max Drawdown | -86.15% | -46.41% |
| Current Drawdown | -59.51% | -9.06% |
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Correlation
The correlation between NMR and MPTI is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
NMR vs. MPTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nomura Holdings, Inc. (NMR) and M-tron Industries Inc (MPTI). 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.
Dividends
NMR vs. MPTI - Dividend Comparison
Neither NMR nor MPTI has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMR Nomura Holdings, Inc. | 0.00% | 0.00% | 3.86% | 4.79% | 4.45% | 3.19% | 3.41% | 3.07% | 1.79% | 3.34% | 2.44% | 2.73% |
MPTI M-tron Industries Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NMR vs. MPTI - Drawdown Comparison
The maximum NMR drawdown since its inception was -86.15%, which is greater than MPTI's maximum drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for NMR and MPTI. For additional features, visit the drawdowns tool.
Volatility
NMR vs. MPTI - Volatility Comparison
The current volatility for Nomura Holdings, Inc. (NMR) is 9.22%, while M-tron Industries Inc (MPTI) has a volatility of 15.24%. This indicates that NMR experiences smaller price fluctuations and is considered to be less risky than MPTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NMR vs. MPTI - Financials Comparison
This section allows you to compare key financial metrics between Nomura Holdings, Inc. and M-tron Industries 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.
Total Revenue: Total amount of money received from sales and other business activities