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NVA.AX vs. XME
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVA.AX vs. XME - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Nova Minerals Limited (NVA.AX) and SPDR S&P Metals & Mining ETF (XME). The values are adjusted to include any dividend payments, if applicable.

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NVA.AX vs. XME - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NVA.AX
Nova Minerals Limited
-11.39%113.51%2.78%-47.06%-41.13%-27.81%263.64%109.52%-54.35%228.57%
XME
SPDR S&P Metals & Mining ETF
2.88%70.15%5.06%21.60%20.61%42.84%5.77%15.23%-18.93%11.94%
Different Trading Currencies

NVA.AX is traded in AUD, while XME is traded in USD. To make them comparable, the XME values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NVA.AX achieves a -11.39% return, which is significantly lower than XME's 2.88% return. Over the past 10 years, NVA.AX has underperformed XME with an annualized return of 6.58%, while XME has yielded a comparatively higher 21.06% annualized return.


NVA.AX

1D
8.53%
1M
-23.91%
YTD
-11.39%
6M
20.69%
1Y
150.00%
3Y*
15.02%
5Y*
-15.76%
10Y*
6.58%

XME

1D
1.98%
1M
-7.15%
YTD
2.88%
6M
10.98%
1Y
79.96%
3Y*
26.99%
5Y*
25.82%
10Y*
21.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NVA.AX vs. XME — Risk / Return Rank

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

NVA.AX
NVA.AX Risk / Return Rank: 7575
Overall Rank
NVA.AX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NVA.AX Sortino Ratio Rank: 8484
Sortino Ratio Rank
NVA.AX Omega Ratio Rank: 7979
Omega Ratio Rank
NVA.AX Calmar Ratio Rank: 7272
Calmar Ratio Rank
NVA.AX Martin Ratio Rank: 6868
Martin Ratio Rank

XME
XME Risk / Return Rank: 9494
Overall Rank
XME Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XME Sortino Ratio Rank: 9595
Sortino Ratio Rank
XME Omega Ratio Rank: 9393
Omega Ratio Rank
XME Calmar Ratio Rank: 9595
Calmar Ratio Rank
XME Martin Ratio Rank: 9090
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.

NVA.AX vs. XME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nova Minerals Limited (NVA.AX) and SPDR S&P Metals & Mining ETF (XME). 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.


NVA.AXXMEDifference

Sharpe ratio

Return per unit of total volatility

1.04

2.53

-1.49

Sortino ratio

Return per unit of downside risk

2.43

3.01

-0.58

Omega ratio

Gain probability vs. loss probability

1.29

1.41

-0.12

Calmar ratio

Return relative to maximum drawdown

1.70

3.26

-1.57

Martin ratio

Return relative to average drawdown

3.46

9.19

-5.73

NVA.AX vs. XME - Sharpe Ratio Comparison

The current NVA.AX Sharpe Ratio is 1.04, which is lower than the XME Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of NVA.AX and XME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NVA.AXXMEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

2.53

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.93

-1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.73

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.16

-0.20

Correlation

The correlation between NVA.AX and XME is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

NVA.AX vs. XME - Dividend Comparison

NVA.AX has not paid dividends to shareholders, while XME's dividend yield for the trailing twelve months is around 0.35%.


TTM20252024202320222021202020192018201720162015
NVA.AX
Nova Minerals Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XME
SPDR S&P Metals & Mining ETF
0.35%0.38%0.65%1.00%1.64%0.70%0.99%2.43%2.23%1.15%1.02%2.61%

Drawdowns

NVA.AX vs. XME - Drawdown Comparison

The maximum NVA.AX drawdown since its inception was -99.98%, which is greater than XME's maximum drawdown of -80.42%. Use the drawdown chart below to compare losses from any high point for NVA.AX and XME.


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Drawdown Indicators


NVA.AXXMEDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-85.89%

-14.09%

Max Drawdown (1Y)

Largest decline over 1 year

-64.22%

-22.60%

-41.62%

Max Drawdown (5Y)

Largest decline over 5 years

-93.16%

-37.27%

-55.89%

Max Drawdown (10Y)

Largest decline over 10 years

-94.22%

-61.69%

-32.53%

Current Drawdown

Current decline from peak

-99.65%

-16.34%

-83.31%

Average Drawdown

Average peak-to-trough decline

-86.03%

-44.44%

-41.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.52%

7.94%

+23.58%

Volatility

NVA.AX vs. XME - Volatility Comparison

Nova Minerals Limited (NVA.AX) has a higher volatility of 28.60% compared to SPDR S&P Metals & Mining ETF (XME) at 9.60%. This indicates that NVA.AX's price experiences larger fluctuations and is considered to be riskier than XME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVA.AXXMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.60%

9.60%

+19.00%

Volatility (6M)

Calculated over the trailing 6-month period

123.60%

25.16%

+98.44%

Volatility (1Y)

Calculated over the trailing 1-year period

150.83%

31.82%

+119.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.81%

27.96%

+78.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

119.29%

29.06%

+90.23%