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NVOS vs. JBL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NVOS and JBL is 0.10, 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

NVOS vs. JBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Novo Integrated Sciences, Inc. (NVOS) and Jabil Inc. (JBL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NVOS:

-0.03

JBL:

1.10

Sortino Ratio

NVOS:

15.89

JBL:

1.56

Omega Ratio

NVOS:

3.56

JBL:

1.23

Calmar Ratio

NVOS:

-0.99

JBL:

0.41

Martin Ratio

NVOS:

-1.19

JBL:

3.42

Ulcer Index

NVOS:

83.02%

JBL:

12.05%

Daily Std Dev

NVOS:

3,013.82%

JBL:

40.50%

Max Drawdown

NVOS:

-100.00%

JBL:

-100.00%

Current Drawdown

NVOS:

-100.00%

JBL:

-99.98%

Fundamentals

Market Cap

NVOS:

$118.38K

JBL:

$18.16B

EPS

NVOS:

-$1.33

JBL:

$4.45

PS Ratio

NVOS:

0.01

JBL:

0.66

PB Ratio

NVOS:

0.01

JBL:

13.26

Total Revenue (TTM)

NVOS:

$3.15M

JBL:

$27.45B

Gross Profit (TTM)

NVOS:

$896.89K

JBL:

$2.44B

EBITDA (TTM)

NVOS:

-$10.10M

JBL:

$1.73B

Returns By Period

In the year-to-date period, NVOS achieves a -88.44% return, which is significantly lower than JBL's 17.24% return.


NVOS

YTD

-88.44%

1M

500.00%

6M

-86.36%

1Y

-98.69%

3Y*

-93.36%

5Y*

-78.92%

10Y*

N/A

JBL

YTD

17.24%

1M

15.05%

6M

26.54%

1Y

43.99%

3Y*

40.02%

5Y*

41.95%

10Y*

22.48%

*Annualized

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Novo Integrated Sciences, Inc.

Jabil Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NVOS vs. JBL — Risk-Adjusted Performance Rank

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

NVOS
The Risk-Adjusted Performance Rank of NVOS is 5353
Overall Rank
The Sharpe Ratio Rank of NVOS is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of NVOS is 100100
Sortino Ratio Rank
The Omega Ratio Rank of NVOS is 9999
Omega Ratio Rank
The Calmar Ratio Rank of NVOS is 11
Calmar Ratio Rank
The Martin Ratio Rank of NVOS is 1818
Martin Ratio Rank

JBL
The Risk-Adjusted Performance Rank of JBL is 7878
Overall Rank
The Sharpe Ratio Rank of JBL is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of JBL is 7777
Sortino Ratio Rank
The Omega Ratio Rank of JBL is 8080
Omega Ratio Rank
The Calmar Ratio Rank of JBL is 6969
Calmar Ratio Rank
The Martin Ratio Rank of JBL is 8080
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.

NVOS vs. JBL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Novo Integrated Sciences, Inc. (NVOS) and Jabil Inc. (JBL). 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 NVOS Sharpe Ratio is -0.03, which is lower than the JBL Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of NVOS and JBL, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NVOS vs. JBL - Dividend Comparison

NVOS has not paid dividends to shareholders, while JBL's dividend yield for the trailing twelve months is around 0.19%.


TTM20242023202220212020201920182017201620152014
NVOS
Novo Integrated Sciences, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JBL
Jabil Inc.
0.19%0.22%0.25%0.47%0.45%0.75%0.77%1.29%1.22%1.35%1.37%1.47%

Drawdowns

NVOS vs. JBL - Drawdown Comparison

The maximum NVOS drawdown since its inception was -100.00%, roughly equal to the maximum JBL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for NVOS and JBL.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NVOS vs. JBL - Volatility Comparison

Novo Integrated Sciences, Inc. (NVOS) has a higher volatility of 445.35% compared to Jabil Inc. (JBL) at 6.61%. This indicates that NVOS's price experiences larger fluctuations and is considered to be riskier than JBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

NVOS vs. JBL - Financials Comparison

This section allows you to compare key financial metrics between Novo Integrated Sciences, Inc. and Jabil 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


0.002.00B4.00B6.00B8.00B10.00B20212022202320242025
3.15M
6.73B
(NVOS) Total Revenue
(JBL) Total Revenue
Values in USD except per share items