NVMI vs. MSTR
Compare and contrast key facts about Nova Ltd (NVMI) and MicroStrategy Incorporated (MSTR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVMI or MSTR.
Performance
NVMI vs. MSTR - Performance Comparison
Returns By Period
In the year-to-date period, NVMI achieves a 29.97% return, which is significantly lower than MSTR's 485.46% return. Over the past 10 years, NVMI has underperformed MSTR with an annualized return of 33.00%, while MSTR has yielded a comparatively higher 36.41% annualized return.
NVMI
29.97%
-3.06%
-12.21%
46.50%
38.05%
33.00%
MSTR
485.46%
71.31%
133.38%
660.54%
88.28%
36.41%
Fundamentals
| NVMI | MSTR | |
|---|---|---|
| Market Cap | $5.92B | $72.26B |
| EPS | $4.92 | -$2.48 |
| PEG Ratio | 0.00 | 3.09 |
| Total Revenue (TTM) | $432.88M | $467.24M |
| Gross Profit (TTM) | $249.83M | $343.72M |
| EBITDA (TTM) | $127.99M | -$442.13M |
Key characteristics
| NVMI | MSTR | |
|---|---|---|
| Sharpe Ratio | 0.97 | 6.32 |
| Sortino Ratio | 1.52 | 4.41 |
| Omega Ratio | 1.21 | 1.53 |
| Calmar Ratio | 1.65 | 7.66 |
| Martin Ratio | 4.28 | 31.20 |
| Ulcer Index | 11.33% | 21.03% |
| Daily Std Dev | 50.12% | 104.05% |
| Max Drawdown | -98.22% | -99.86% |
| Current Drawdown | -26.96% | 0.00% |
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Correlation
The correlation between NVMI and MSTR is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
NVMI vs. MSTR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nova Ltd (NVMI) and MicroStrategy Incorporated (MSTR). 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.
Dividends
NVMI vs. MSTR - Dividend Comparison
Neither NVMI nor MSTR has paid dividends to shareholders.
Drawdowns
NVMI vs. MSTR - Drawdown Comparison
The maximum NVMI drawdown since its inception was -98.22%, roughly equal to the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for NVMI and MSTR. For additional features, visit the drawdowns tool.
Volatility
NVMI vs. MSTR - Volatility Comparison
The current volatility for Nova Ltd (NVMI) is 17.43%, while MicroStrategy Incorporated (MSTR) has a volatility of 32.23%. This indicates that NVMI experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NVMI vs. MSTR - Financials Comparison
This section allows you to compare key financial metrics between Nova Ltd and MicroStrategy Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities