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NVMI vs. NXT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NVMI and NXT is 0.26, 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.


-0.50.00.51.00.3

Performance

NVMI vs. NXT - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
15.04%
22.02%
NVMI
NXT

Key characteristics

Sharpe Ratio

NVMI:

1.40

NXT:

-0.37

Sortino Ratio

NVMI:

1.94

NXT:

-0.22

Omega Ratio

NVMI:

1.27

NXT:

0.98

Calmar Ratio

NVMI:

2.54

NXT:

-0.44

Martin Ratio

NVMI:

5.37

NXT:

-0.72

Ulcer Index

NVMI:

13.94%

NXT:

29.44%

Daily Std Dev

NVMI:

53.55%

NXT:

57.73%

Max Drawdown

NVMI:

-98.22%

NXT:

-48.61%

Current Drawdown

NVMI:

-0.38%

NXT:

-21.97%

Fundamentals

Market Cap

NVMI:

$7.78B

NXT:

$6.80B

EPS

NVMI:

$5.76

NXT:

$4.17

PE Ratio

NVMI:

46.52

NXT:

11.34

PEG Ratio

NVMI:

0.00

NXT:

4.40

Total Revenue (TTM)

NVMI:

$477.63M

NXT:

$2.77B

Gross Profit (TTM)

NVMI:

$277.16M

NXT:

$1.04B

EBITDA (TTM)

NVMI:

$145.15M

NXT:

$745.16M

Returns By Period

In the year-to-date period, NVMI achieves a 36.06% return, which is significantly higher than NXT's 29.48% return.


NVMI

YTD

36.06%

1M

15.18%

6M

15.04%

1Y

60.51%

5Y*

46.45%

10Y*

37.57%

NXT

YTD

29.48%

1M

10.55%

6M

22.02%

1Y

-21.53%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NVMI vs. NXT — Risk-Adjusted Performance Rank

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

NVMI
The Risk-Adjusted Performance Rank of NVMI is 8383
Overall Rank
The Sharpe Ratio Rank of NVMI is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of NVMI is 7878
Sortino Ratio Rank
The Omega Ratio Rank of NVMI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of NVMI is 9393
Calmar Ratio Rank
The Martin Ratio Rank of NVMI is 8282
Martin Ratio Rank

NXT
The Risk-Adjusted Performance Rank of NXT is 2626
Overall Rank
The Sharpe Ratio Rank of NXT is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of NXT is 2626
Sortino Ratio Rank
The Omega Ratio Rank of NXT is 2727
Omega Ratio Rank
The Calmar Ratio Rank of NXT is 2020
Calmar Ratio Rank
The Martin Ratio Rank of NXT is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NVMI vs. NXT - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for NVMI, currently valued at 1.10, compared to the broader market-2.000.002.004.001.10-0.37
The chart of Sortino ratio for NVMI, currently valued at 1.66, compared to the broader market-6.00-4.00-2.000.002.004.006.001.66-0.22
The chart of Omega ratio for NVMI, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.98
The chart of Calmar ratio for NVMI, currently valued at 1.99, compared to the broader market0.002.004.006.001.99-0.44
The chart of Martin ratio for NVMI, currently valued at 4.15, compared to the broader market-10.000.0010.0020.0030.004.15-0.72
NVMI
NXT

The current NVMI Sharpe Ratio is 1.40, which is higher than the NXT Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of NVMI and NXT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.10
-0.37
NVMI
NXT

Dividends

NVMI vs. NXT - Dividend Comparison

Neither NVMI nor NXT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NVMI vs. NXT - Drawdown Comparison

The maximum NVMI drawdown since its inception was -98.22%, which is greater than NXT's maximum drawdown of -48.61%. Use the drawdown chart below to compare losses from any high point for NVMI and NXT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.38%
-21.97%
NVMI
NXT

Volatility

NVMI vs. NXT - Volatility Comparison

Nova Ltd (NVMI) and Nextracker Inc (NXT) have volatilities of 18.76% and 18.77%, 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.


10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
18.76%
18.77%
NVMI
NXT

Financials

NVMI vs. NXT - Financials Comparison

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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