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

Correlation

The correlation between NVOS and MSFT is 0.06, 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

NVOS vs. MSFT - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%600.00%SeptemberOctoberNovemberDecember2025February
-99.91%
495.40%
NVOS
MSFT

Key characteristics

Sharpe Ratio

NVOS:

-0.39

MSFT:

0.06

Sortino Ratio

NVOS:

-0.05

MSFT:

0.22

Omega Ratio

NVOS:

0.99

MSFT:

1.03

Calmar Ratio

NVOS:

-0.92

MSFT:

0.08

Martin Ratio

NVOS:

-1.37

MSFT:

0.17

Ulcer Index

NVOS:

67.12%

MSFT:

7.56%

Daily Std Dev

NVOS:

236.63%

MSFT:

21.07%

Max Drawdown

NVOS:

-99.99%

MSFT:

-69.39%

Current Drawdown

NVOS:

-99.98%

MSFT:

-12.31%

Fundamentals

Market Cap

NVOS:

$1.12M

MSFT:

$3.04T

EPS

NVOS:

-$1.29

MSFT:

$12.33

Total Revenue (TTM)

NVOS:

$6.32M

MSFT:

$261.80B

Gross Profit (TTM)

NVOS:

$2.22M

MSFT:

$181.72B

EBITDA (TTM)

NVOS:

-$11.02M

MSFT:

$142.93B

Returns By Period

In the year-to-date period, NVOS achieves a 6.36% return, which is significantly higher than MSFT's -3.10% return.


NVOS

YTD

6.36%

1M

-30.04%

6M

-85.32%

1Y

-92.39%

5Y*

-75.18%

10Y*

N/A

MSFT

YTD

-3.10%

1M

-4.80%

6M

-2.20%

1Y

1.65%

5Y*

17.99%

10Y*

27.02%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NVOS vs. MSFT — 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 1919
Overall Rank
The Sharpe Ratio Rank of NVOS is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of NVOS is 3030
Sortino Ratio Rank
The Omega Ratio Rank of NVOS is 3030
Omega Ratio Rank
The Calmar Ratio Rank of NVOS is 22
Calmar Ratio Rank
The Martin Ratio Rank of NVOS is 88
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4343
Overall Rank
The Sharpe Ratio Rank of MSFT is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 3636
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3636
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 4646
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. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Novo Integrated Sciences, Inc. (NVOS) and Microsoft Corporation (MSFT). 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 NVOS, currently valued at -0.39, compared to the broader market-2.000.002.004.00-0.390.06
The chart of Sortino ratio for NVOS, currently valued at -0.05, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.050.22
The chart of Omega ratio for NVOS, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.03
The chart of Calmar ratio for NVOS, currently valued at -0.92, compared to the broader market0.002.004.006.00-0.920.08
The chart of Martin ratio for NVOS, currently valued at -1.37, compared to the broader market-10.000.0010.0020.0030.00-1.370.17
NVOS
MSFT

The current NVOS Sharpe Ratio is -0.39, which is lower than the MSFT Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of NVOS and MSFT, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.39
0.06
NVOS
MSFT

Dividends

NVOS vs. MSFT - Dividend Comparison

NVOS has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.57%.


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%
MSFT
Microsoft Corporation
0.57%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

NVOS vs. MSFT - Drawdown Comparison

The maximum NVOS drawdown since its inception was -99.99%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for NVOS and MSFT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.98%
-12.31%
NVOS
MSFT

Volatility

NVOS vs. MSFT - Volatility Comparison

Novo Integrated Sciences, Inc. (NVOS) has a higher volatility of 47.29% compared to Microsoft Corporation (MSFT) at 8.98%. This indicates that NVOS's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
47.29%
8.98%
NVOS
MSFT

Financials

NVOS vs. MSFT - Financials Comparison

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