NVMI vs. MBLY

Last updated Jun 9, 2026

NVMI (Nova Ltd) and MBLY (Mobileye Global Inc. Class A Common Stock) are both stocks. NVMI operates in Semiconductor Equipment & Materials (Technology), while MBLY operates in Auto Parts (Consumer Cyclical). Over the past 3 years, NVMI returned 63.36%/yr vs -38.56%/yr for MBLY. At a 0.35 correlation, their price movements are largely independent.

Performance

NVMI vs. MBLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nova Ltd (NVMI) and Mobileye Global Inc. Class A Common Stock (MBLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NVMI achieves a 54.68% return, which is significantly higher than MBLY's -7.18% return.

NVMI

• 1D: 6.77%
• 1M: -2.53%
• YTD: 54.68%
• 6M: 52.63%
• 1Y: 134.08%
• 3Y*: 63.36%
• 5Y*: 38.40%
• 10Y*: 46.09%

MBLY

• 1D: 2.32%
• 1M: 5.44%
• YTD: -7.18%
• 6M: -14.32%
• 1Y: -42.59%
• 3Y*: -38.56%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NVMI vs. MBLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
NVMI Nova Ltd	54.68%	66.74%	43.35%	68.21%	10.77%
MBLY Mobileye Global Inc. Class A Common Stock	-7.18%	-47.59%	-54.02%	23.56%	21.02%

Correlation

The correlation between NVMI and MBLY is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (All Time) Calculated using the full available price history since Oct 27, 2022	0.35

Fundamentals

Market Cap NVMI : $17.49B MBLY : $7.92B
EPS NVMI : $7.94 MBLY : -$5.07
PS Ratio NVMI : 18.68 MBLY : 3.90
PB Ratio NVMI : 12.61 MBLY : 0.97
Total Revenue (TTM) NVMI : $902.53M MBLY : $2.01B
Gross Profit (TTM) NVMI : $518.59M MBLY : $972.00M
EBITDA (TTM) NVMI : $293.89M MBLY : -$3.79B

Return for Risk

NVMI vs. MBLY — Risk / Return Rank

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

NVMI

NVMI Risk / Return Rank: 91
NVMI Sharpe Ratio Rank: 93
NVMI Sortino Ratio Rank: 87
NVMI Omega Ratio Rank: 86
NVMI Calmar Ratio Rank: 94
NVMI Martin Ratio Rank: 94

MBLY

MBLY Risk / Return Rank: 14
MBLY Sharpe Ratio Rank: 9
MBLY Sortino Ratio Rank: 10
MBLY Omega Ratio Rank: 12
MBLY Calmar Ratio Rank: 19
MBLY Martin Ratio Rank: 21

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. MBLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nova Ltd (NVMI) and Mobileye Global Inc. Class A Common Stock (MBLY). 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.

	NVMI	MBLY	Difference
Sharpe ratio: Return per unit of total volatility	2.55	-0.82	+3.38
Sortino ratio: Return per unit of downside risk	2.76	-1.15	+3.91
Omega ratio: Gain probability vs. loss probability	1.36	0.87	+0.49
Calmar ratio: Return relative to maximum drawdown	6.26	-0.65	+6.91
Martin ratio: Return relative to average drawdown	16.77	-1.04	+17.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVMI vs. MBLY - Sharpe Ratio Comparison

The current NVMI Sharpe Ratio is 2.55, which is higher than the MBLY Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of NVMI and MBLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NVMI	MBLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.55	-0.82	+3.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	-0.44	+0.64

Drawdowns

NVMI vs. MBLY - Drawdown Comparison

The maximum NVMI drawdown since its inception was -98.22%, which is greater than MBLY's maximum drawdown of -86.05%. Use the drawdown chart below to compare losses from any high point for NVMI and MBLY.

Drawdown Indicators

	NVMI	MBLY	Difference
Max Drawdown Largest peak-to-trough decline	-98.22%	-86.05%	-12.17%
Max Drawdown (1Y) Largest decline over 1 year	-21.56%	-65.62%	+44.06%
Max Drawdown (3Y) Largest decline over 3 years	-40.79%	-85.21%	+44.42%
Max Drawdown (5Y) Largest decline over 5 years	-52.76%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-52.76%	—	—
Current Drawdown Current decline from peak	-8.66%	-79.39%	+70.73%
Average Drawdown Average peak-to-trough decline	-51.79%	-47.22%	-4.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.03%	40.92%	-32.89%

Volatility

NVMI vs. MBLY - Volatility Comparison

Nova Ltd (NVMI) has a higher volatility of 23.58% compared to Mobileye Global Inc. Class A Common Stock (MBLY) at 21.03%. This indicates that NVMI's price experiences larger fluctuations and is considered to be riskier than MBLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NVMI	MBLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.58%	21.03%	+2.55%
Volatility (6M) Calculated over the trailing 6-month period	40.72%	39.23%	+1.49%
Volatility (1Y) Calculated over the trailing 1-year period	52.91%	52.10%	+0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.27%	60.41%	-13.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.30%	60.41%	-17.11%

Dividends

NVMI vs. MBLY - Dividend Comparison

Neither NVMI nor MBLY has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both NVMI and MBLY in my portfolio?

NVMI and MBLY have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NVMI or MBLY?

NVMI has higher volatility (23.58%) compared to MBLY (21.03%). In terms of maximum drawdown, NVMI dropped -98.22% vs MBLY's -86.05%.

Which has better risk-adjusted returns?

NVMI currently has the higher Sharpe Ratio (2.55 vs -0.82), 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.