PortfoliosLab logoPortfoliosLab logo
NVMI vs. ISRG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NVMI vs. ISRG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, NVMI achieves a 77.55% return, which is significantly higher than ISRG's -27.42% return. Over the past 10 years, NVMI has outperformed ISRG with an annualized return of 47.99%, while ISRG has yielded a comparatively lower 19.09% 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%

ISRG

1D
-0.45%
1M
-4.91%
YTD
-27.42%
6M
-24.20%
1Y
-19.87%
3Y*
9.23%
5Y*
7.37%
10Y*
19.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVMI vs. ISRG - 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%
ISRG
Intuitive Surgical, Inc.
-27.42%8.51%54.72%27.14%-26.15%31.76%38.39%23.43%31.23%72.64%

Correlation

The correlation between NVMI and ISRG is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.37

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

0.45

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2000

0.26

The correlation between NVMI and ISRG shifts across timeframes, from 0.26 (all time) to 0.45 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NVMI:

$20.08B

ISRG:

$147.90B

EPS

NVMI:

$7.94

ISRG:

$8.24

PE Ratio

NVMI:

73.41

ISRG:

49.88

PEG Ratio

NVMI:

2.55

ISRG:

3.05

PS Ratio

NVMI:

21.45

ISRG:

14.04

PB Ratio

NVMI:

14.47

ISRG:

8.40

Total Revenue (TTM)

NVMI:

$902.53M

ISRG:

$10.58B

Gross Profit (TTM)

NVMI:

$518.59M

ISRG:

$7.02B

EBITDA (TTM)

NVMI:

$293.89M

ISRG:

$3.76B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NVMI vs. ISRG — 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

ISRG
ISRG Risk / Return Rank: 1616
Overall Rank
ISRG Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ISRG Sortino Ratio Rank: 1414
Sortino Ratio Rank
ISRG Omega Ratio Rank: 1616
Omega Ratio Rank
ISRG Calmar Ratio Rank: 2020
Calmar Ratio Rank
ISRG Martin Ratio Rank: 1414
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. ISRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nova Ltd (NVMI) and Intuitive Surgical, Inc. (ISRG). 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.


NVMIISRGDifference
Sharpe ratioReturn per unit of total volatility

+3.56

Sortino ratioReturn per unit of downside risk

+3.88

Omega ratioGain probability vs. loss probability

1.39

0.90

+0.49

Calmar ratioReturn relative to maximum drawdown

7.24

-0.62

+7.86

Martin ratioReturn relative to average drawdown

19.34

-1.24

+20.58

NVMI vs. ISRG - Sharpe Ratio Comparison

The current NVMI Sharpe Ratio is 2.91, which is higher than the ISRG Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of NVMI and ISRG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

NVMI vs. ISRG - Drawdown Comparison

The maximum NVMI drawdown since its inception was -98.22%, which is greater than ISRG's maximum drawdown of -82.26%. Use the drawdown chart below to compare losses from any high point for NVMI and ISRG.


Loading charts...

Drawdown Indicators


NVMIISRGDifference

Max Drawdown

Largest peak-to-trough decline

-98.22%

-82.26%

-15.96%

Max Drawdown (1Y)

Largest decline over 1 year

-21.56%

-32.14%

+10.58%

Max Drawdown (3Y)

Largest decline over 3 years

-40.79%

-34.10%

-6.69%

Max Drawdown (5Y)

Largest decline over 5 years

-52.76%

-49.90%

-2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-52.76%

-49.90%

-2.86%

Current Drawdown

Current decline from peak

0.00%

-32.66%

+32.66%

Average Drawdown

Average peak-to-trough decline

-51.75%

-21.28%

-30.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

16.00%

-7.95%

Volatility

NVMI vs. ISRG - Volatility Comparison

Nova Ltd (NVMI) has a higher volatility of 24.56% compared to Intuitive Surgical, Inc. (ISRG) at 9.70%. This indicates that NVMI's price experiences larger fluctuations and is considered to be riskier than ISRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NVMIISRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.56%

9.70%

+14.86%

Volatility (6M)

Calculated over the trailing 6-month period

41.88%

20.72%

+21.16%

Volatility (1Y)

Calculated over the trailing 1-year period

53.74%

30.69%

+23.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.49%

33.19%

+14.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.42%

32.40%

+11.02%

Dividends

NVMI vs. ISRG - Dividend Comparison

Neither NVMI nor ISRG has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NVMI vs. ISRG - Financials Comparison

This section allows you to compare key financial metrics between Nova Ltd and Intuitive Surgical, 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B20222023202420252026
235.31M
2.77B
(NVMI) Total Revenue
(ISRG) Total Revenue
Values in USD except per share items

NVMI vs. ISRG - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

55.0%60.0%65.0%70.0%20222023202420252026
57.7%
66.1%
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%.

ISRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Intuitive Surgical, Inc. reported a gross profit of 1.83B and revenue of 2.77B. Therefore, the gross margin over that period was 66.1%.

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%.

ISRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Intuitive Surgical, Inc. reported an operating income of 855.30M and revenue of 2.77B, resulting in an operating margin of 30.9%.

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%.

ISRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Intuitive Surgical, Inc. reported a net income of 821.50M and revenue of 2.77B, resulting in a net margin of 29.7%.


Frequently Asked Questions


NVMI and ISRG have a correlation of 0.28, 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 ISRG (9.70%). In terms of maximum drawdown, NVMI dropped -98.22% vs ISRG's -82.26%.

NVMI currently has the higher Sharpe Ratio (2.91 vs -0.65), 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.

Portfolio Optimizer

Find the right allocation for NVMI and ISRG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer