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NVNO vs. CLSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVNO vs. CLSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in enVVeno Medical Corporation (NVNO) and Convergence Long/Short Equity ETF (CLSE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVNO achieves a -6.48% return, which is significantly lower than CLSE's 26.05% return.


NVNO

1D
5.00%
1M
-4.20%
YTD
-6.48%
6M
-7.72%
1Y
-92.59%
3Y*
-51.62%
5Y*
-45.55%
10Y*

CLSE

1D
0.79%
1M
4.52%
YTD
26.05%
6M
25.23%
1Y
51.69%
3Y*
31.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVNO vs. CLSE - Yearly Performance Comparison


2026 (YTD)2025202420232022
NVNO
enVVeno Medical Corporation
-6.48%-89.38%-41.25%0.78%4.29%
CLSE
Convergence Long/Short Equity ETF
26.05%20.44%35.54%17.54%-4.38%

Correlation

The correlation between NVNO and CLSE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.15

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2022

0.14

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Return for Risk

NVNO vs. CLSE — Risk / Return Rank

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

NVNO
NVNO Risk / Return Rank: 88
Overall Rank
NVNO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NVNO Sortino Ratio Rank: 55
Sortino Ratio Rank
NVNO Omega Ratio Rank: 33
Omega Ratio Rank
NVNO Calmar Ratio Rank: 33
Calmar Ratio Rank
NVNO Martin Ratio Rank: 1818
Martin Ratio Rank

CLSE
CLSE Risk / Return Rank: 9696
Overall Rank
CLSE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CLSE Sortino Ratio Rank: 9595
Sortino Ratio Rank
CLSE Omega Ratio Rank: 9494
Omega Ratio Rank
CLSE Calmar Ratio Rank: 9797
Calmar Ratio Rank
CLSE Martin Ratio Rank: 9797
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.

NVNO vs. CLSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for enVVeno Medical Corporation (NVNO) and Convergence Long/Short Equity ETF (CLSE). 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.


NVNOCLSEDifference
Sharpe ratioReturn per unit of total volatility

-4.60

Sortino ratioReturn per unit of downside risk

-6.68

Omega ratioGain probability vs. loss probability

0.74

1.67

-0.92

Calmar ratioReturn relative to maximum drawdown

-0.97

10.71

-11.68

Martin ratioReturn relative to average drawdown

-1.11

38.98

-40.09

NVNO vs. CLSE - Sharpe Ratio Comparison

The current NVNO Sharpe Ratio is -0.78, which is lower than the CLSE Sharpe Ratio of 3.82. The chart below compares the historical Sharpe Ratios of NVNO and CLSE, 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

NVNO vs. CLSE - Drawdown Comparison

The maximum NVNO drawdown since its inception was -99.81%, which is greater than CLSE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for NVNO and CLSE.


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Drawdown Indicators


NVNOCLSEDifference

Max Drawdown

Largest peak-to-trough decline

-99.81%

-16.45%

-83.36%

Max Drawdown (1Y)

Largest decline over 1 year

-95.28%

-4.85%

-90.43%

Max Drawdown (3Y)

Largest decline over 3 years

-96.27%

-16.45%

-79.82%

Max Drawdown (5Y)

Largest decline over 5 years

-97.66%

Current Drawdown

Current decline from peak

-99.77%

-0.00%

-99.77%

Average Drawdown

Average peak-to-trough decline

-89.98%

-3.57%

-86.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

83.37%

1.33%

+82.04%

Volatility

NVNO vs. CLSE - Volatility Comparison

enVVeno Medical Corporation (NVNO) has a higher volatility of 12.87% compared to Convergence Long/Short Equity ETF (CLSE) at 4.03%. This indicates that NVNO's price experiences larger fluctuations and is considered to be riskier than CLSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVNOCLSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.87%

4.03%

+8.84%

Volatility (6M)

Calculated over the trailing 6-month period

60.29%

10.52%

+49.77%

Volatility (1Y)

Calculated over the trailing 1-year period

118.30%

13.63%

+104.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.46%

13.91%

+67.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.51%

13.91%

+79.60%

Dividends

NVNO vs. CLSE - Dividend Comparison

NVNO has not paid dividends to shareholders, while CLSE's dividend yield for the trailing twelve months is around 0.76%.


PositionTTM2025202420232022
CLSE
Convergence Long/Short Equity ETF
0.76%0.95%0.93%1.21%0.85%
NVNO
enVVeno Medical Corporation
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NVNO and CLSE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVNO has higher volatility (12.87%) compared to CLSE (4.03%). In terms of maximum drawdown, NVNO dropped -99.81% vs CLSE's -16.45%.

CLSE currently has the higher Sharpe Ratio (3.82 vs -0.78), 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

Find the right allocation for NVNO and CLSE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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