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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.


-0.50.00.51.00.4

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
19.13%
3.66%
NVMI
ONTO

Key characteristics

Sharpe Ratio

NVMI:

1.69

ONTO:

0.77

Sortino Ratio

NVMI:

2.23

ONTO:

1.30

Omega Ratio

NVMI:

1.31

ONTO:

1.17

Calmar Ratio

NVMI:

2.97

ONTO:

1.24

Martin Ratio

NVMI:

6.33

ONTO:

2.58

Ulcer Index

NVMI:

13.86%

ONTO:

16.05%

Daily Std Dev

NVMI:

51.68%

ONTO:

53.66%

Max Drawdown

NVMI:

-98.22%

ONTO:

-98.56%

Current Drawdown

NVMI:

0.00%

ONTO:

-7.72%

Fundamentals

Market Cap

NVMI:

$7.51B

ONTO:

$10.85B

EPS

NVMI:

$5.64

ONTO:

$3.70

PE Ratio

NVMI:

45.83

ONTO:

59.37

PEG Ratio

NVMI:

0.00

ONTO:

1.08

Total Revenue (TTM)

NVMI:

$477.63M

ONTO:

$723.38M

Gross Profit (TTM)

NVMI:

$277.16M

ONTO:

$358.17M

EBITDA (TTM)

NVMI:

$145.15M

ONTO:

$197.17M

Returns By Period

The year-to-date returns for both investments are quite close, with NVMI having a 31.25% return and ONTO slightly higher at 31.80%. Over the past 10 years, NVMI has outperformed ONTO with an annualized return of 37.44%, while ONTO has yielded a comparatively lower 30.28% annualized return.


NVMI

YTD

31.25%

1M

33.57%

6M

19.13%

1Y

81.10%

5Y*

44.78%

10Y*

37.44%

ONTO

YTD

31.80%

1M

31.34%

6M

3.66%

1Y

30.95%

5Y*

41.31%

10Y*

30.28%

*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 8787
Overall Rank
The Sharpe Ratio Rank of NVMI is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of NVMI is 8383
Sortino Ratio Rank
The Omega Ratio Rank of NVMI is 8484
Omega Ratio Rank
The Calmar Ratio Rank of NVMI is 9494
Calmar Ratio Rank
The Martin Ratio Rank of NVMI is 8484
Martin Ratio Rank

ONTO
The Risk-Adjusted Performance Rank of ONTO is 7171
Overall Rank
The Sharpe Ratio Rank of ONTO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ONTO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ONTO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ONTO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ONTO is 7070
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.


Sharpe ratio
The chart of Sharpe ratio for NVMI, currently valued at 1.69, compared to the broader market-2.000.002.004.001.690.77
The chart of Sortino ratio for NVMI, currently valued at 2.23, compared to the broader market-4.00-2.000.002.004.006.002.231.30
The chart of Omega ratio for NVMI, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.17
The chart of Calmar ratio for NVMI, currently valued at 2.97, compared to the broader market0.002.004.006.002.971.24
The chart of Martin ratio for NVMI, currently valued at 6.33, compared to the broader market0.0010.0020.0030.006.332.58
NVMI
ONTO

The current NVMI Sharpe Ratio is 1.69, which is higher than the ONTO Sharpe Ratio of 0.77. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.69
0.77
NVMI
ONTO

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-7.72%
NVMI
ONTO

Volatility

NVMI vs. ONTO - Volatility Comparison

The current volatility for Nova Ltd (NVMI) is 9.88%, while Onto Innovation Inc. (ONTO) has a volatility of 11.78%. 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.


10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
9.88%
11.78%
NVMI
ONTO

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


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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