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NRSDY vs. ENVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NRSDY vs. ENVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nordic Semiconductor ASA (NRSDY) and Enovix Corp (ENVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NRSDY achieves a 53.44% return, which is significantly higher than ENVX's -3.56% return.


NRSDY

1D
0.00%
1M
-9.89%
YTD
53.44%
6M
53.44%
1Y
53.44%
3Y*
18.21%
5Y*
-7.72%
10Y*

ENVX

1D
-0.42%
1M
5.54%
YTD
-3.56%
6M
-15.47%
1Y
-2.10%
3Y*
-16.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRSDY vs. ENVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NRSDY
Nordic Semiconductor ASA
53.44%47.95%-29.86%-30.93%-46.55%8.69%
ENVX
Enovix Corp
-3.56%-23.14%-13.18%0.64%-54.40%26.88%

Correlation

The correlation between NRSDY and ENVX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2021

0.10

Fundamentals

Market Cap

NRSDY:

$3.89B

ENVX:

$1.53B

EPS

NRSDY:

$0.13

ENVX:

-$183.56

PS Ratio

NRSDY:

5.45

ENVX:

0.19

PB Ratio

NRSDY:

5.71

ENVX:

0.01

Total Revenue (TTM)

NRSDY:

$704.87M

ENVX:

$7.63B

Gross Profit (TTM)

NRSDY:

$305.30M

ENVX:

$1.56B

EBITDA (TTM)

NRSDY:

$63.62M

ENVX:

-$43.98B

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Return for Risk

NRSDY vs. ENVX — Risk / Return Rank

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

NRSDY
NRSDY Risk / Return Rank: 7777
Overall Rank
NRSDY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NRSDY Sortino Ratio Rank: 7777
Sortino Ratio Rank
NRSDY Omega Ratio Rank: 9393
Omega Ratio Rank
NRSDY Calmar Ratio Rank: 7474
Calmar Ratio Rank
NRSDY Martin Ratio Rank: 7070
Martin Ratio Rank

ENVX
ENVX Risk / Return Rank: 4343
Overall Rank
ENVX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ENVX Sortino Ratio Rank: 4646
Sortino Ratio Rank
ENVX Omega Ratio Rank: 4545
Omega Ratio Rank
ENVX Calmar Ratio Rank: 4141
Calmar Ratio Rank
ENVX Martin Ratio Rank: 4141
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.

NRSDY vs. ENVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordic Semiconductor ASA (NRSDY) and Enovix Corp (ENVX). 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.


NRSDYENVXDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.47

1.08

+0.39

Calmar ratioReturn relative to maximum drawdown

1.86

-0.03

+1.89

Martin ratioReturn relative to average drawdown

3.38

-0.04

+3.42

NRSDY vs. ENVX - Sharpe Ratio Comparison

The current NRSDY Sharpe Ratio is 1.06, which is higher than the ENVX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of NRSDY and ENVX, 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

NRSDY vs. ENVX - Drawdown Comparison

The maximum NRSDY drawdown since its inception was -79.75%, smaller than the maximum ENVX drawdown of -84.76%. Use the drawdown chart below to compare losses from any high point for NRSDY and ENVX.


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Drawdown Indicators


NRSDYENVXDifference

Max Drawdown

Largest peak-to-trough decline

-79.75%

-84.76%

+5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-29.21%

-69.62%

+40.41%

Max Drawdown (3Y)

Largest decline over 3 years

-49.55%

-75.42%

+25.87%

Max Drawdown (5Y)

Largest decline over 5 years

-79.75%

Current Drawdown

Current decline from peak

-46.59%

-77.51%

+30.92%

Average Drawdown

Average peak-to-trough decline

-55.40%

-63.03%

+7.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.97%

48.25%

-32.28%

Volatility

NRSDY vs. ENVX - Volatility Comparison

The current volatility for Nordic Semiconductor ASA (NRSDY) is 19.57%, while Enovix Corp (ENVX) has a volatility of 26.57%. This indicates that NRSDY experiences smaller price fluctuations and is considered to be less risky than ENVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRSDYENVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.57%

26.57%

-7.00%

Volatility (6M)

Calculated over the trailing 6-month period

39.56%

58.26%

-18.70%

Volatility (1Y)

Calculated over the trailing 1-year period

51.22%

88.62%

-37.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.03%

93.81%

-29.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.83%

93.81%

-29.98%

Dividends

NRSDY vs. ENVX - Dividend Comparison

Neither NRSDY nor ENVX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NRSDY vs. ENVX - Financials Comparison

This section allows you to compare key financial metrics between Nordic Semiconductor ASA and Enovix 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


0.002.00B4.00B6.00B8.00B20222023202420252026
192.44M
7.60B
(NRSDY) Total Revenue
(ENVX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NRSDY and ENVX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENVX has higher volatility (26.57%) compared to NRSDY (19.57%). In terms of maximum drawdown, NRSDY dropped -79.75% vs ENVX's -84.76%.

NRSDY currently has the higher Sharpe Ratio (1.06 vs -0.02), 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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