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NOK vs. INTU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NOK and INTU is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

NOK vs. INTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nokia Corporation (NOK) and Intuit Inc. (INTU). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%NovemberDecember2025FebruaryMarchApril
730.01%
24,916.84%
NOK
INTU

Key characteristics

Sharpe Ratio

NOK:

1.21

INTU:

-0.01

Sortino Ratio

NOK:

1.77

INTU:

0.22

Omega Ratio

NOK:

1.25

INTU:

1.03

Calmar Ratio

NOK:

0.44

INTU:

-0.02

Martin Ratio

NOK:

6.12

INTU:

-0.04

Ulcer Index

NOK:

6.31%

INTU:

10.45%

Daily Std Dev

NOK:

32.04%

INTU:

33.70%

Max Drawdown

NOK:

-95.97%

INTU:

-75.29%

Current Drawdown

NOK:

-83.41%

INTU:

-11.33%

Fundamentals

Market Cap

NOK:

$26.19B

INTU:

$171.88B

EPS

NOK:

$0.25

INTU:

$10.67

PE Ratio

NOK:

19.44

INTU:

57.62

PEG Ratio

NOK:

1.56

INTU:

1.80

PS Ratio

NOK:

1.36

INTU:

10.01

PB Ratio

NOK:

1.11

INTU:

9.28

Total Revenue (TTM)

NOK:

$14.78B

INTU:

$17.17B

Gross Profit (TTM)

NOK:

$12.24B

INTU:

$13.55B

EBITDA (TTM)

NOK:

$2.23B

INTU:

$4.53B

Returns By Period

In the year-to-date period, NOK achieves a 13.41% return, which is significantly higher than INTU's -0.36% return. Over the past 10 years, NOK has underperformed INTU with an annualized return of -1.59%, while INTU has yielded a comparatively higher 20.91% annualized return.


NOK

YTD

13.41%

1M

-5.13%

6M

5.32%

1Y

40.18%

5Y*

10.30%

10Y*

-1.59%

INTU

YTD

-0.36%

1M

1.68%

6M

2.79%

1Y

0.28%

5Y*

19.57%

10Y*

20.91%

*Annualized

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Risk-Adjusted Performance

NOK vs. INTU — Risk-Adjusted Performance Rank

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

NOK
The Risk-Adjusted Performance Rank of NOK is 8383
Overall Rank
The Sharpe Ratio Rank of NOK is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of NOK is 8383
Sortino Ratio Rank
The Omega Ratio Rank of NOK is 8383
Omega Ratio Rank
The Calmar Ratio Rank of NOK is 7171
Calmar Ratio Rank
The Martin Ratio Rank of NOK is 9090
Martin Ratio Rank

INTU
The Risk-Adjusted Performance Rank of INTU is 4848
Overall Rank
The Sharpe Ratio Rank of INTU is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of INTU is 4444
Sortino Ratio Rank
The Omega Ratio Rank of INTU is 4343
Omega Ratio Rank
The Calmar Ratio Rank of INTU is 5050
Calmar Ratio Rank
The Martin Ratio Rank of INTU is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NOK vs. INTU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nokia Corporation (NOK) and Intuit Inc. (INTU). 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.


The chart of Sharpe ratio for NOK, currently valued at 1.21, compared to the broader market-2.00-1.000.001.002.003.00
NOK: 1.21
INTU: -0.01
The chart of Sortino ratio for NOK, currently valued at 1.77, compared to the broader market-6.00-4.00-2.000.002.004.00
NOK: 1.77
INTU: 0.22
The chart of Omega ratio for NOK, currently valued at 1.25, compared to the broader market0.501.001.502.00
NOK: 1.25
INTU: 1.03
The chart of Calmar ratio for NOK, currently valued at 0.44, compared to the broader market0.001.002.003.004.005.00
NOK: 0.44
INTU: -0.02
The chart of Martin ratio for NOK, currently valued at 6.12, compared to the broader market-5.000.005.0010.0015.0020.00
NOK: 6.12
INTU: -0.04

The current NOK Sharpe Ratio is 1.21, which is higher than the INTU Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of NOK and INTU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.21
-0.01
NOK
INTU

Dividends

NOK vs. INTU - Dividend Comparison

NOK's dividend yield for the trailing twelve months is around 1.92%, more than INTU's 0.64% yield.


TTM20242023202220212020201920182017201620152014
NOK
Nokia Corporation
1.92%3.18%5.47%1.32%0.00%0.00%3.02%4.05%3.91%6.22%2.26%6.50%
INTU
Intuit Inc.
0.64%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%

Drawdowns

NOK vs. INTU - Drawdown Comparison

The maximum NOK drawdown since its inception was -95.97%, which is greater than INTU's maximum drawdown of -75.29%. Use the drawdown chart below to compare losses from any high point for NOK and INTU. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-83.41%
-11.33%
NOK
INTU

Volatility

NOK vs. INTU - Volatility Comparison

Nokia Corporation (NOK) has a higher volatility of 15.82% compared to Intuit Inc. (INTU) at 14.67%. This indicates that NOK's price experiences larger fluctuations and is considered to be riskier than INTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.82%
14.67%
NOK
INTU

Financials

NOK vs. INTU - Financials Comparison

This section allows you to compare key financial metrics between Nokia Corporation and Intuit 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


Values in USD except per share items