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

Performance

NVMI vs. PAYC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nova Ltd (NVMI) and Paycom Software, Inc. (PAYC). 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 77.55% return, which is significantly higher than PAYC's -15.13% return. Over the past 10 years, NVMI has outperformed PAYC with an annualized return of 47.99%, while PAYC has yielded a comparatively lower 12.79% annualized return.


NVMI

1D
4.19%
1M
15.76%
YTD
77.55%
6M
84.60%
1Y
155.07%
3Y*
70.07%
5Y*
41.92%
10Y*
47.99%

PAYC

1D
1.72%
1M
-0.01%
YTD
-15.13%
6M
-18.82%
1Y
-45.87%
3Y*
-24.70%
5Y*
-16.50%
10Y*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVMI vs. PAYC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NVMI
Nova Ltd
77.55%66.74%43.35%68.21%-44.25%107.51%86.62%66.07%-12.08%96.88%
PAYC
Paycom Software, Inc.
-15.13%-21.70%-0.04%-33.06%-25.26%-8.19%70.82%116.22%52.43%76.59%

Correlation

The correlation between NVMI and PAYC is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2014

0.31

The correlation between NVMI and PAYC shifts across timeframes, from -0.15 (1 year) to 0.33 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NVMI:

$20.08B

PAYC:

$6.89B

EPS

NVMI:

$7.94

PAYC:

$8.58

PE Ratio

NVMI:

73.41

PAYC:

15.68

PEG Ratio

NVMI:

2.55

PAYC:

0.59

PS Ratio

NVMI:

21.45

PAYC:

3.52

PB Ratio

NVMI:

14.47

PAYC:

8.49

Total Revenue (TTM)

NVMI:

$902.53M

PAYC:

$2.09B

Gross Profit (TTM)

NVMI:

$518.59M

PAYC:

$1.70B

EBITDA (TTM)

NVMI:

$293.89M

PAYC:

$803.80M

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Return for Risk

NVMI vs. PAYC — Risk / Return Rank

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

NVMI
NVMI Risk / Return Rank: 9393
Overall Rank
NVMI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
NVMI Sortino Ratio Rank: 9090
Sortino Ratio Rank
NVMI Omega Ratio Rank: 8989
Omega Ratio Rank
NVMI Calmar Ratio Rank: 9696
Calmar Ratio Rank
NVMI Martin Ratio Rank: 9696
Martin Ratio Rank

PAYC
PAYC Risk / Return Rank: 66
Overall Rank
PAYC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PAYC Sortino Ratio Rank: 33
Sortino Ratio Rank
PAYC Omega Ratio Rank: 55
Omega Ratio Rank
PAYC Calmar Ratio Rank: 99
Calmar Ratio Rank
PAYC 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. PAYC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nova Ltd (NVMI) and Paycom Software, Inc. (PAYC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NVMIPAYCDifference
Sharpe ratioReturn per unit of total volatility

+4.12

Sortino ratioReturn per unit of downside risk

+4.88

Omega ratioGain probability vs. loss probability

1.39

0.78

+0.61

Calmar ratioReturn relative to maximum drawdown

7.24

-0.86

+8.10

Martin ratioReturn relative to average drawdown

19.34

-1.34

+20.68

NVMI vs. PAYC - Sharpe Ratio Comparison

The current NVMI Sharpe Ratio is 2.91, which is higher than the PAYC Sharpe Ratio of -1.22. The chart below compares the historical Sharpe Ratios of NVMI and PAYC, 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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Drawdowns

NVMI vs. PAYC - Drawdown Comparison

The maximum NVMI drawdown since its inception was -98.22%, which is greater than PAYC's maximum drawdown of -78.99%. Use the drawdown chart below to compare losses from any high point for NVMI and PAYC.


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Drawdown Indicators


NVMIPAYCDifference

Max Drawdown

Largest peak-to-trough decline

-98.22%

-78.99%

-19.23%

Max Drawdown (1Y)

Largest decline over 1 year

-21.56%

-53.59%

+32.03%

Max Drawdown (3Y)

Largest decline over 3 years

-40.79%

-68.70%

+27.91%

Max Drawdown (5Y)

Largest decline over 5 years

-52.76%

-78.99%

+26.23%

Max Drawdown (10Y)

Largest decline over 10 years

-52.76%

-78.99%

+26.23%

Current Drawdown

Current decline from peak

0.00%

-75.06%

+75.06%

Average Drawdown

Average peak-to-trough decline

-51.75%

-27.21%

-24.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

35.24%

-27.19%

Volatility

NVMI vs. PAYC - Volatility Comparison

Nova Ltd (NVMI) has a higher volatility of 24.56% compared to Paycom Software, Inc. (PAYC) at 12.21%. This indicates that NVMI's price experiences larger fluctuations and is considered to be riskier than PAYC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVMIPAYCDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.56%

12.21%

+12.35%

Volatility (6M)

Calculated over the trailing 6-month period

41.88%

30.11%

+11.77%

Volatility (1Y)

Calculated over the trailing 1-year period

53.74%

37.80%

+15.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.49%

44.48%

+3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.42%

44.50%

-1.08%

Dividends

NVMI vs. PAYC - Dividend Comparison

NVMI has not paid dividends to shareholders, while PAYC's dividend yield for the trailing twelve months is around 1.12%.


PositionTTM202520242023
NVMI
Nova Ltd
0.00%0.00%0.00%0.00%
PAYC
Paycom Software, Inc.
1.12%0.94%0.73%0.54%

Financials

NVMI vs. PAYC - Financials Comparison

This section allows you to compare key financial metrics between Nova Ltd and Paycom Software, 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


100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
235.31M
571.90M
(NVMI) Total Revenue
(PAYC) Total Revenue
Values in USD except per share items

NVMI vs. PAYC - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%20222023202420252026
57.7%
84.7%
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%.

PAYC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Paycom Software, Inc. reported a gross profit of 484.60M and revenue of 571.90M. Therefore, the gross margin over that period was 84.7%.

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%.

PAYC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Paycom Software, Inc. reported an operating income of 210.20M and revenue of 571.90M, resulting in an operating margin of 36.8%.

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%.

PAYC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Paycom Software, Inc. reported a net income of 155.70M and revenue of 571.90M, resulting in a net margin of 27.2%.


Frequently Asked Questions


NVMI and PAYC have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVMI has higher volatility (24.56%) compared to PAYC (12.21%). In terms of maximum drawdown, NVMI dropped -98.22% vs PAYC's -78.99%.

NVMI currently has the higher Sharpe Ratio (2.91 vs -1.22), 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.

Portfolio Optimizer

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