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NVMI vs. GOOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NVMI vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nova Ltd (NVMI) and Alphabet Inc (GOOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVMI achieves a 77.55% return, which is significantly higher than GOOG's 14.29% return. Over the past 10 years, NVMI has outperformed GOOG with an annualized return of 47.99%, while GOOG has yielded a comparatively lower 25.97% annualized return.


NVMI

1D
4.19%
1M
15.76%
YTD
77.55%
6M
84.60%
1Y
155.07%
3Y*
70.07%
5Y*
41.92%
10Y*
47.99%

GOOG

1D
0.45%
1M
-10.19%
YTD
14.29%
6M
15.49%
1Y
102.96%
3Y*
42.67%
5Y*
23.51%
10Y*
25.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVMI vs. GOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NVMI
Nova Ltd
77.55%66.74%43.35%68.21%-44.25%107.51%86.62%66.07%-12.08%96.88%
GOOG
Alphabet Inc
14.29%65.42%35.62%58.83%-38.67%65.17%31.03%29.10%-1.03%35.58%

Correlation

The correlation between NVMI and GOOG is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2014

0.43

The correlation between NVMI and GOOG shifts across timeframes, from 0.36 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NVMI:

$20.08B

GOOG:

$4.38T

EPS

NVMI:

$7.94

GOOG:

$13.11

PE Ratio

NVMI:

73.41

GOOG:

27.31

PEG Ratio

NVMI:

2.55

GOOG:

1.34

PS Ratio

NVMI:

21.45

GOOG:

10.35

PB Ratio

NVMI:

14.47

GOOG:

9.16

Total Revenue (TTM)

NVMI:

$902.53M

GOOG:

$422.57B

Gross Profit (TTM)

NVMI:

$518.59M

GOOG:

$255.12B

EBITDA (TTM)

NVMI:

$293.89M

GOOG:

$174.08B

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Return for Risk

NVMI vs. GOOG — Risk / Return Rank

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

NVMI
NVMI Risk / Return Rank: 9393
Overall Rank
NVMI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
NVMI Sortino Ratio Rank: 9090
Sortino Ratio Rank
NVMI Omega Ratio Rank: 8989
Omega Ratio Rank
NVMI Calmar Ratio Rank: 9696
Calmar Ratio Rank
NVMI Martin Ratio Rank: 9696
Martin Ratio Rank

GOOG
GOOG Risk / Return Rank: 9696
Overall Rank
GOOG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOG Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOG Omega Ratio Rank: 9696
Omega Ratio Rank
GOOG Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOG Martin Ratio Rank: 9595
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.

NVMI vs. GOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nova Ltd (NVMI) and Alphabet Inc (GOOG). 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.


NVMIGOOGDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

1.39

1.59

-0.20

Calmar ratioReturn relative to maximum drawdown

7.24

4.99

+2.25

Martin ratioReturn relative to average drawdown

19.34

17.56

+1.78

NVMI vs. GOOG - Sharpe Ratio Comparison

The current NVMI Sharpe Ratio is 2.91, which is comparable to the GOOG Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of NVMI and GOOG, 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

NVMI vs. GOOG - Drawdown Comparison

The maximum NVMI drawdown since its inception was -98.22%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for NVMI and GOOG.


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Drawdown Indicators


NVMIGOOGDifference

Max Drawdown

Largest peak-to-trough decline

-98.22%

-44.60%

-53.62%

Max Drawdown (1Y)

Largest decline over 1 year

-21.56%

-20.75%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-40.79%

-29.35%

-11.44%

Max Drawdown (5Y)

Largest decline over 5 years

-52.76%

-44.60%

-8.16%

Max Drawdown (10Y)

Largest decline over 10 years

-52.76%

-44.60%

-8.16%

Current Drawdown

Current decline from peak

0.00%

-10.19%

+10.19%

Average Drawdown

Average peak-to-trough decline

-51.75%

-8.89%

-42.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

5.88%

+2.17%

Volatility

NVMI vs. GOOG - Volatility Comparison

Nova Ltd (NVMI) has a higher volatility of 24.56% compared to Alphabet Inc (GOOG) at 7.29%. This indicates that NVMI's price experiences larger fluctuations and is considered to be riskier than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVMIGOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.56%

7.29%

+17.27%

Volatility (6M)

Calculated over the trailing 6-month period

41.88%

20.47%

+21.41%

Volatility (1Y)

Calculated over the trailing 1-year period

53.74%

28.75%

+24.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.49%

31.15%

+16.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.42%

29.02%

+14.40%

Dividends

NVMI vs. GOOG - Dividend Comparison

NVMI has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.24%.


PositionTTM20252024
GOOG
Alphabet Inc
0.24%0.26%0.32%
NVMI
Nova Ltd
0.00%0.00%0.00%

Financials

NVMI vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Nova Ltd and Alphabet 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B20222023202420252026
235.31M
109.90B
(NVMI) Total Revenue
(GOOG) Total Revenue
Values in USD except per share items

NVMI vs. GOOG - Profitability Comparison

The chart below illustrates the profitability comparison between Nova Ltd and Alphabet Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

54.0%56.0%58.0%60.0%62.0%20222023202420252026
57.7%
62.5%
Portfolio components
NVMI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nova Ltd reported a gross profit of 135.69M and revenue of 235.31M. Therefore, the gross margin over that period was 57.7%.

GOOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.

NVMI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nova Ltd reported an operating income of 70.84M and revenue of 235.31M, resulting in an operating margin of 30.1%.

GOOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.

NVMI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nova Ltd reported a net income of 69.26M and revenue of 235.31M, resulting in a net margin of 29.4%.

GOOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.


Frequently Asked Questions


NVMI and GOOG have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVMI has higher volatility (24.56%) compared to GOOG (7.29%). In terms of maximum drawdown, NVMI dropped -98.22% vs GOOG's -44.60%.

GOOG currently has the higher Sharpe Ratio (3.60 vs 2.91), 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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