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NVTS vs. COTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NVTS vs. COTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Navitas Semiconductor Corporation (NVTS) and Coty Inc. (COTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVTS achieves a 199.72% return, which is significantly higher than COTY's -36.36% return.


NVTS

1D
-9.70%
1M
-26.84%
YTD
199.72%
6M
179.37%
1Y
228.22%
3Y*
34.63%
5Y*
16.48%
10Y*

COTY

1D
2.62%
1M
-3.45%
YTD
-36.36%
6M
-34.88%
1Y
-59.34%
3Y*
-45.67%
5Y*
-26.96%
10Y*
-21.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVTS vs. COTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NVTS
Navitas Semiconductor Corporation
199.72%100.00%-55.76%129.91%-79.37%53.24%
COTY
Coty Inc.
-36.36%-55.75%-43.96%45.09%-18.48%65.88%

Correlation

The correlation between NVTS and COTY is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.16

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2021

0.26

The correlation between NVTS and COTY shifts across timeframes, from -0.01 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

NVTS:

-$0.84

COTY:

-$0.61

PS Ratio

NVTS:

83.76

COTY:

0.30

Total Revenue (TTM)

NVTS:

$40.50M

COTY:

$5.79B

Gross Profit (TTM)

NVTS:

$7.44M

COTY:

$3.59B

EBITDA (TTM)

NVTS:

-$83.31M

COTY:

$4.10M

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Return for Risk

NVTS vs. COTY — Risk / Return Rank

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

NVTS
NVTS Risk / Return Rank: 8585
Overall Rank
NVTS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
NVTS Sortino Ratio Rank: 8787
Sortino Ratio Rank
NVTS Omega Ratio Rank: 8282
Omega Ratio Rank
NVTS Calmar Ratio Rank: 8888
Calmar Ratio Rank
NVTS Martin Ratio Rank: 8181
Martin Ratio Rank

COTY
COTY Risk / Return Rank: 44
Overall Rank
COTY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
COTY Sortino Ratio Rank: 33
Sortino Ratio Rank
COTY Omega Ratio Rank: 44
Omega Ratio Rank
COTY Calmar Ratio Rank: 55
Calmar Ratio Rank
COTY Martin Ratio Rank: 77
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.

NVTS vs. COTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Navitas Semiconductor Corporation (NVTS) and Coty Inc. (COTY). 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.


NVTSCOTYDifference
Sharpe ratioReturn per unit of total volatility

+3.00

Sortino ratioReturn per unit of downside risk

+4.66

Omega ratioGain probability vs. loss probability

1.31

0.76

+0.55

Calmar ratioReturn relative to maximum drawdown

3.95

-0.93

+4.87

Martin ratioReturn relative to average drawdown

6.45

-1.48

+7.93

NVTS vs. COTY - Sharpe Ratio Comparison

The current NVTS Sharpe Ratio is 1.83, which is higher than the COTY Sharpe Ratio of -1.17. The chart below compares the historical Sharpe Ratios of NVTS and COTY, 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

NVTS vs. COTY - Drawdown Comparison

The maximum NVTS drawdown since its inception was -92.04%, roughly equal to the maximum COTY drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for NVTS and COTY.


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Drawdown Indicators


NVTSCOTYDifference

Max Drawdown

Largest peak-to-trough decline

-92.04%

-93.43%

+1.39%

Max Drawdown (1Y)

Largest decline over 1 year

-58.25%

-64.08%

+5.83%

Max Drawdown (3Y)

Largest decline over 3 years

-85.18%

-86.05%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-92.04%

-86.05%

-5.99%

Max Drawdown (10Y)

Largest decline over 10 years

-92.92%

Current Drawdown

Current decline from peak

-32.68%

-93.04%

+60.36%

Average Drawdown

Average peak-to-trough decline

-57.97%

-51.48%

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.53%

40.20%

-4.67%

Volatility

NVTS vs. COTY - Volatility Comparison

Navitas Semiconductor Corporation (NVTS) has a higher volatility of 43.31% compared to Coty Inc. (COTY) at 17.01%. This indicates that NVTS's price experiences larger fluctuations and is considered to be riskier than COTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVTSCOTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.31%

17.01%

+26.30%

Volatility (6M)

Calculated over the trailing 6-month period

93.52%

36.08%

+57.44%

Volatility (1Y)

Calculated over the trailing 1-year period

125.86%

50.89%

+74.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

122.09%

44.76%

+77.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

117.44%

54.46%

+62.98%

Dividends

NVTS vs. COTY - Dividend Comparison

Neither NVTS nor COTY has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
COTY
Coty Inc.
0.00%0.00%0.00%0.00%0.00%0.00%1.78%4.44%7.62%2.51%2.18%0.98%
NVTS
Navitas Semiconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

NVTS vs. COTY - Financials Comparison

This section allows you to compare key financial metrics between Navitas Semiconductor Corporation and Coty 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


0.00500.00M1.00B1.50B20222023202420252026
8.60M
1.28B
(NVTS) Total Revenue
(COTY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NVTS and COTY have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVTS has higher volatility (43.31%) compared to COTY (17.01%). In terms of maximum drawdown, NVTS dropped -92.04% vs COTY's -93.43%.

NVTS currently has the higher Sharpe Ratio (1.83 vs -1.17), 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 NVTS and COTY

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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