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

Correlation

The correlation between NVMI and ONTO is 0.35, 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.


Performance

NVMI vs. ONTO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NVMI:

-0.08

ONTO:

-0.80

Sortino Ratio

NVMI:

0.43

ONTO:

-1.07

Omega Ratio

NVMI:

1.06

ONTO:

0.85

Calmar Ratio

NVMI:

-0.00

ONTO:

-0.92

Martin Ratio

NVMI:

-0.00

ONTO:

-2.11

Ulcer Index

NVMI:

18.80%

ONTO:

27.50%

Daily Std Dev

NVMI:

59.65%

ONTO:

72.25%

Max Drawdown

NVMI:

-98.22%

ONTO:

-98.56%

Current Drawdown

NVMI:

-32.94%

ONTO:

-62.82%

Fundamentals

Market Cap

NVMI:

$5.37B

ONTO:

$4.32B

EPS

NVMI:

$5.74

ONTO:

$4.06

PE Ratio

NVMI:

31.97

ONTO:

21.80

PEG Ratio

NVMI:

0.00

ONTO:

0.68

PS Ratio

NVMI:

8.13

ONTO:

4.38

PB Ratio

NVMI:

5.89

ONTO:

3.22

Total Revenue (TTM)

NVMI:

$530.60M

ONTO:

$1.03B

Gross Profit (TTM)

NVMI:

$303.83M

ONTO:

$527.85M

EBITDA (TTM)

NVMI:

$167.08M

ONTO:

$191.50M

Returns By Period

In the year-to-date period, NVMI achieves a -6.82% return, which is significantly higher than ONTO's -46.90% return. Over the past 10 years, NVMI has outperformed ONTO with an annualized return of 31.70%, while ONTO has yielded a comparatively lower 19.04% annualized return.


NVMI

YTD

-6.82%

1M

3.11%

6M

-7.16%

1Y

-5.16%

5Y*

34.42%

10Y*

31.70%

ONTO

YTD

-46.90%

1M

-25.02%

6M

-49.73%

1Y

-60.55%

5Y*

22.44%

10Y*

19.04%

*Annualized

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Risk-Adjusted Performance

NVMI vs. ONTO — 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 5050
Overall Rank
The Sharpe Ratio Rank of NVMI is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of NVMI is 4949
Sortino Ratio Rank
The Omega Ratio Rank of NVMI is 4949
Omega Ratio Rank
The Calmar Ratio Rank of NVMI is 5151
Calmar Ratio Rank
The Martin Ratio Rank of NVMI is 5151
Martin Ratio Rank

ONTO
The Risk-Adjusted Performance Rank of ONTO is 77
Overall Rank
The Sharpe Ratio Rank of ONTO is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of ONTO is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ONTO is 1111
Omega Ratio Rank
The Calmar Ratio Rank of ONTO is 22
Calmar Ratio Rank
The Martin Ratio Rank of ONTO is 00
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. ONTO - Risk-Adjusted Performance Comparison

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


The current NVMI Sharpe Ratio is -0.08, which is higher than the ONTO Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of NVMI and ONTO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

NVMI vs. ONTO - Dividend Comparison

Neither NVMI nor ONTO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NVMI vs. ONTO - Drawdown Comparison

The maximum NVMI drawdown since its inception was -98.22%, roughly equal to the maximum ONTO drawdown of -98.56%. Use the drawdown chart below to compare losses from any high point for NVMI and ONTO. For additional features, visit the drawdowns tool.


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Volatility

NVMI vs. ONTO - Volatility Comparison

The current volatility for Nova Ltd (NVMI) is 17.25%, while Onto Innovation Inc. (ONTO) has a volatility of 39.57%. This indicates that NVMI experiences smaller price fluctuations and is considered to be less risky than ONTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

NVMI vs. ONTO - Financials Comparison

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


100.00M150.00M200.00M250.00M20212022202320242025
194.77M
266.61M
(NVMI) Total Revenue
(ONTO) Total Revenue
Values in USD except per share items

NVMI vs. ONTO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

45.0%50.0%55.0%60.0%20212022202320242025
56.4%
53.7%
(NVMI) Gross Margin
(ONTO) Gross Margin
NVMI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Nova Ltd reported a gross profit of 109.93M and revenue of 194.77M. Therefore, the gross margin over that period was 56.4%.

ONTO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Onto Innovation Inc. reported a gross profit of 143.23M and revenue of 266.61M. Therefore, the gross margin over that period was 53.7%.

NVMI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Nova Ltd reported an operating income of 55.47M and revenue of 194.77M, resulting in an operating margin of 28.5%.

ONTO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Onto Innovation Inc. reported an operating income of 63.13M and revenue of 266.61M, resulting in an operating margin of 23.7%.

NVMI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Nova Ltd reported a net income of 50.48M and revenue of 194.77M, resulting in a net margin of 25.9%.

ONTO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Onto Innovation Inc. reported a net income of 64.10M and revenue of 266.61M, resulting in a net margin of 24.0%.