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NMR vs. MPTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NMR vs. MPTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nomura Holdings, Inc. (NMR) and M-tron Industries Inc (MPTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NMR achieves a -0.36% return, which is significantly lower than MPTI's 70.86% return.


NMR

1D
0.12%
1M
7.59%
YTD
-0.36%
6M
7.87%
1Y
39.41%
3Y*
36.85%
5Y*
11.95%
10Y*
9.49%

MPTI

1D
-0.71%
1M
27.91%
YTD
70.86%
6M
72.67%
1Y
98.54%
3Y*
105.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NMR vs. MPTI - Yearly Performance Comparison


2026 (YTD)2025202420232022
NMR
Nomura Holdings, Inc.
-0.36%54.10%34.05%21.84%12.28%
MPTI
M-tron Industries Inc
70.86%31.87%35.66%308.00%-33.21%

Correlation

The correlation between NMR and MPTI is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.22

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2022

0.20

Fundamentals

Market Cap

NMR:

$25.44B

MPTI:

$324.81M

EPS

NMR:

$118.76

MPTI:

$2.86

PE Ratio

NMR:

0.07

MPTI:

31.78

PEG Ratio

NMR:

0.00

MPTI:

0.56

PS Ratio

NMR:

0.01

MPTI:

5.19

PB Ratio

NMR:

0.01

MPTI:

4.45

Total Revenue (TTM)

NMR:

$4.76T

MPTI:

$56.37M

Gross Profit (TTM)

NMR:

$2.17T

MPTI:

$25.34M

EBITDA (TTM)

NMR:

$608.09B

MPTI:

$12.24M

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Return for Risk

NMR vs. MPTI — Risk / Return Rank

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

NMR
NMR Risk / Return Rank: 7474
Overall Rank
NMR Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
NMR Sortino Ratio Rank: 7373
Sortino Ratio Rank
NMR Omega Ratio Rank: 7272
Omega Ratio Rank
NMR Calmar Ratio Rank: 7171
Calmar Ratio Rank
NMR Martin Ratio Rank: 7373
Martin Ratio Rank

MPTI
MPTI Risk / Return Rank: 8585
Overall Rank
MPTI Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MPTI Sortino Ratio Rank: 8282
Sortino Ratio Rank
MPTI Omega Ratio Rank: 8080
Omega Ratio Rank
MPTI Calmar Ratio Rank: 8888
Calmar Ratio Rank
MPTI Martin Ratio Rank: 8888
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.

NMR vs. MPTI - Risk-Adjusted Trends 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.


NMRMPTIDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.25

1.31

-0.07

Calmar ratioReturn relative to maximum drawdown

1.77

4.28

-2.51

Martin ratioReturn relative to average drawdown

4.55

11.16

-6.62

NMR vs. MPTI - Sharpe Ratio Comparison

The current NMR Sharpe Ratio is 1.36, which is comparable to the MPTI Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of NMR and MPTI, 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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Sharpe Ratios by Period


NMRMPTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.80

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

1.12

-1.12

Drawdowns

NMR vs. MPTI - Drawdown Comparison

The maximum NMR drawdown since its inception was -89.27%, which is greater than MPTI's maximum drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for NMR and MPTI.


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Drawdown Indicators


NMRMPTIDifference

Max Drawdown

Largest peak-to-trough decline

-89.27%

-49.99%

-39.28%

Max Drawdown (1Y)

Largest decline over 1 year

-22.43%

-23.16%

+0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-26.34%

-49.99%

+23.65%

Max Drawdown (5Y)

Largest decline over 5 years

-44.21%

Max Drawdown (10Y)

Largest decline over 10 years

-55.34%

Current Drawdown

Current decline from peak

-58.93%

-1.16%

-57.77%

Average Drawdown

Average peak-to-trough decline

-61.51%

-18.92%

-42.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.69%

8.86%

-0.17%

Volatility

NMR vs. MPTI - Volatility Comparison

The current volatility for Nomura Holdings, Inc. (NMR) is 6.82%, while M-tron Industries Inc (MPTI) has a volatility of 14.15%. 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.


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Volatility by Period


NMRMPTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

14.15%

-7.33%

Volatility (6M)

Calculated over the trailing 6-month period

22.19%

39.89%

-17.70%

Volatility (1Y)

Calculated over the trailing 1-year period

29.15%

55.17%

-26.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.60%

70.60%

-41.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.67%

70.60%

-39.93%

Dividends

NMR vs. MPTI - Dividend Comparison

NMR's dividend yield for the trailing twelve months is around 2.08%, while MPTI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
NMR
Nomura Holdings, Inc.
2.08%4.91%4.29%1.20%3.86%0.00%0.86%0.00%0.00%1.70%1.79%3.34%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00B400.00B600.00B800.00B1.00T1.20T1.40T20222023202420252026
1.36T
14.69M
(NMR) Total Revenue
(MPTI) Total Revenue
Values in USD except per share items

NMR vs. MPTI - Profitability Comparison

The chart below illustrates the profitability comparison between Nomura Holdings, Inc. and M-tron Industries Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
53.2%
44.9%
Portfolio components
NMR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nomura Holdings, Inc. reported a gross profit of 723.15B and revenue of 1.36T. Therefore, the gross margin over that period was 53.2%.

MPTI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, M-tron Industries Inc reported a gross profit of 6.59M and revenue of 14.69M. Therefore, the gross margin over that period was 44.9%.

NMR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nomura Holdings, Inc. reported an operating income of 107.67B and revenue of 1.36T, resulting in an operating margin of 7.9%.

MPTI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, M-tron Industries Inc reported an operating income of 2.61M and revenue of 14.69M, resulting in an operating margin of 17.8%.

NMR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nomura Holdings, Inc. reported a net income of 73.93B and revenue of 1.36T, resulting in a net margin of 5.4%.

MPTI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, M-tron Industries Inc reported a net income of 2.39M and revenue of 14.69M, resulting in a net margin of 16.3%.


Frequently Asked Questions


NMR and MPTI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MPTI has higher volatility (14.15%) compared to NMR (6.82%). In terms of maximum drawdown, NMR dropped -89.27% vs MPTI's -49.99%.

MPTI currently has the higher Sharpe Ratio (1.80 vs 1.36), 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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