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NVNO vs. PANW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NVNO and PANW is 0.13, 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.


-0.50.00.51.00.1

Performance

NVNO vs. PANW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in enVVeno Medical Corporation (NVNO) and Palo Alto Networks, Inc. (PANW). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-45.79%
21.76%
NVNO
PANW

Key characteristics

Sharpe Ratio

NVNO:

-0.73

PANW:

0.52

Sortino Ratio

NVNO:

-0.90

PANW:

0.88

Omega Ratio

NVNO:

0.89

PANW:

1.16

Calmar Ratio

NVNO:

-0.47

PANW:

0.75

Martin Ratio

NVNO:

-1.52

PANW:

1.57

Ulcer Index

NVNO:

30.64%

PANW:

14.49%

Daily Std Dev

NVNO:

63.97%

PANW:

43.57%

Max Drawdown

NVNO:

-98.07%

PANW:

-47.98%

Current Drawdown

NVNO:

-98.07%

PANW:

-6.70%

Fundamentals

Market Cap

NVNO:

$48.93M

PANW:

$132.05B

EPS

NVNO:

-$1.29

PANW:

$3.85

Total Revenue (TTM)

NVNO:

$824.00K

PANW:

$8.29B

Gross Profit (TTM)

NVNO:

$284.00K

PANW:

$6.15B

EBITDA (TTM)

NVNO:

-$22.87M

PANW:

$1.40B

Returns By Period

In the year-to-date period, NVNO achieves a -50.78% return, which is significantly lower than PANW's 28.43% return.


NVNO

YTD

-50.78%

1M

-29.92%

6M

-45.82%

1Y

-44.64%

5Y*

-25.18%

10Y*

N/A

PANW

YTD

28.43%

1M

-2.41%

6M

21.76%

1Y

25.83%

5Y*

37.74%

10Y*

24.68%

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Risk-Adjusted Performance

NVNO vs. PANW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for enVVeno Medical Corporation (NVNO) and Palo Alto Networks, Inc. (PANW). 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 NVNO, currently valued at -0.73, compared to the broader market-4.00-2.000.002.00-0.730.52
The chart of Sortino ratio for NVNO, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.900.88
The chart of Omega ratio for NVNO, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.16
The chart of Calmar ratio for NVNO, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.470.75
The chart of Martin ratio for NVNO, currently valued at -1.52, compared to the broader market0.0010.0020.00-1.521.57
NVNO
PANW

The current NVNO Sharpe Ratio is -0.73, which is lower than the PANW Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of NVNO and PANW, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.73
0.52
NVNO
PANW

Dividends

NVNO vs. PANW - Dividend Comparison

Neither NVNO nor PANW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NVNO vs. PANW - Drawdown Comparison

The maximum NVNO drawdown since its inception was -98.07%, which is greater than PANW's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for NVNO and PANW. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.07%
-6.70%
NVNO
PANW

Volatility

NVNO vs. PANW - Volatility Comparison

enVVeno Medical Corporation (NVNO) has a higher volatility of 13.31% compared to Palo Alto Networks, Inc. (PANW) at 11.27%. This indicates that NVNO's price experiences larger fluctuations and is considered to be riskier than PANW 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%35.00%JulyAugustSeptemberOctoberNovemberDecember
13.31%
11.27%
NVNO
PANW

Financials

NVNO vs. PANW - Financials Comparison

This section allows you to compare key financial metrics between enVVeno Medical Corporation and Palo Alto Networks, 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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