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

Performance

NVMI vs. MNDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nova Ltd (NVMI) and monday.com Ltd. (MNDY). 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 54.68% return, which is significantly higher than MNDY's -43.24% 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%

MNDY

1D
-2.31%
1M
16.22%
YTD
-43.24%
6M
-48.29%
1Y
-72.56%
3Y*
-21.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVMI vs. MNDY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NVMI
Nova Ltd
54.68%66.74%43.35%68.21%-44.25%44.75%
MNDY
monday.com Ltd.
-43.24%-37.33%25.36%53.94%-60.48%72.59%

Correlation

The correlation between NVMI and MNDY is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2021

0.32

Over the past year, the correlation between NVMI and MNDY has dropped to 0.03 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

NVMI:

$17.49B

MNDY:

$4.09B

EPS

NVMI:

$7.94

MNDY:

$2.29

PE Ratio

NVMI:

63.96

MNDY:

36.55

PEG Ratio

NVMI:

2.22

MNDY:

0.14

PS Ratio

NVMI:

18.68

MNDY:

3.35

PB Ratio

NVMI:

12.61

MNDY:

5.39

Total Revenue (TTM)

NVMI:

$902.53M

MNDY:

$1.30B

Gross Profit (TTM)

NVMI:

$518.59M

MNDY:

$1.16B

EBITDA (TTM)

NVMI:

$293.89M

MNDY:

$62.24M

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Return for Risk

NVMI vs. MNDY — Risk / Return Rank

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

NVMI
NVMI Risk / Return Rank: 9191
Overall Rank
NVMI Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
NVMI Sortino Ratio Rank: 8787
Sortino Ratio Rank
NVMI Omega Ratio Rank: 8686
Omega Ratio Rank
NVMI Calmar Ratio Rank: 9494
Calmar Ratio Rank
NVMI Martin Ratio Rank: 9494
Martin Ratio Rank

MNDY
MNDY Risk / Return Rank: 55
Overall Rank
MNDY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MNDY Sortino Ratio Rank: 33
Sortino Ratio Rank
MNDY Omega Ratio Rank: 22
Omega Ratio Rank
MNDY Calmar Ratio Rank: 77
Calmar Ratio Rank
MNDY Martin Ratio Rank: 1111
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. MNDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nova Ltd (NVMI) and monday.com Ltd. (MNDY). 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.


NVMIMNDYDifference
Sharpe ratioReturn per unit of total volatility

+3.67

Sortino ratioReturn per unit of downside risk

+4.73

Omega ratioGain probability vs. loss probability

1.36

0.74

+0.62

Calmar ratioReturn relative to maximum drawdown

6.26

-0.89

+7.15

Martin ratioReturn relative to average drawdown

16.77

-1.30

+18.07

NVMI vs. MNDY - Sharpe Ratio Comparison

The current NVMI Sharpe Ratio is 2.55, which is higher than the MNDY Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of NVMI and MNDY, 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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Sharpe Ratios by Period


NVMIMNDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

-1.11

+3.67

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

-0.20

+0.40

Drawdowns

NVMI vs. MNDY - Drawdown Comparison

The maximum NVMI drawdown since its inception was -98.22%, which is greater than MNDY's maximum drawdown of -86.78%. Use the drawdown chart below to compare losses from any high point for NVMI and MNDY.


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Drawdown Indicators


NVMIMNDYDifference

Max Drawdown

Largest peak-to-trough decline

-98.22%

-86.78%

-11.44%

Max Drawdown (1Y)

Largest decline over 1 year

-21.56%

-81.30%

+59.74%

Max Drawdown (3Y)

Largest decline over 3 years

-40.79%

-82.07%

+41.28%

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%

-81.16%

+72.50%

Average Drawdown

Average peak-to-trough decline

-51.79%

-54.25%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.03%

55.62%

-47.59%

Volatility

NVMI vs. MNDY - Volatility Comparison

Nova Ltd (NVMI) and monday.com Ltd. (MNDY) have volatilities of 23.58% and 24.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVMIMNDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.58%

24.66%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

40.72%

49.21%

-8.49%

Volatility (1Y)

Calculated over the trailing 1-year period

52.91%

65.57%

-12.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.27%

71.95%

-24.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.30%

71.95%

-28.65%

Dividends

NVMI vs. MNDY - Dividend Comparison

Neither NVMI nor MNDY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NVMI vs. MNDY - Financials Comparison

This section allows you to compare key financial metrics between Nova Ltd and monday.com Ltd.. 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


0.00100.00M200.00M300.00M400.00M20222023202420252026
235.31M
351.27M
(NVMI) Total Revenue
(MNDY) Total Revenue
Values in USD except per share items

NVMI vs. MNDY - Profitability Comparison

The chart below illustrates the profitability comparison between Nova Ltd and monday.com Ltd. 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%75.0%80.0%85.0%90.0%20222023202420252026
57.7%
89.2%
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%.

MNDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, monday.com Ltd. reported a gross profit of 313.14M and revenue of 351.27M. Therefore, the gross margin over that period was 89.2%.

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%.

MNDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, monday.com Ltd. reported an operating income of 19.75M and revenue of 351.27M, resulting in an operating margin of 5.6%.

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%.

MNDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, monday.com Ltd. reported a net income of 28.03M and revenue of 351.27M, resulting in a net margin of 8.0%.


Frequently Asked Questions


NVMI and MNDY have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MNDY has higher volatility (24.66%) compared to NVMI (23.58%). In terms of maximum drawdown, NVMI dropped -98.22% vs MNDY's -86.78%.

NVMI currently has the higher Sharpe Ratio (2.55 vs -1.11), 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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