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NVTS vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NVTS and VOO is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

NVTS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Navitas Semiconductor Corporation (NVTS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-12.66%
8.71%
NVTS
VOO

Key characteristics

Sharpe Ratio

NVTS:

-0.52

VOO:

2.04

Sortino Ratio

NVTS:

-0.40

VOO:

2.72

Omega Ratio

NVTS:

0.96

VOO:

1.38

Calmar Ratio

NVTS:

-0.51

VOO:

3.09

Martin Ratio

NVTS:

-0.99

VOO:

13.04

Ulcer Index

NVTS:

46.62%

VOO:

2.00%

Daily Std Dev

NVTS:

89.21%

VOO:

12.79%

Max Drawdown

NVTS:

-91.17%

VOO:

-33.99%

Current Drawdown

NVTS:

-82.54%

VOO:

-2.15%

Returns By Period

In the year-to-date period, NVTS achieves a -1.40% return, which is significantly lower than VOO's 1.16% return.


NVTS

YTD

-1.40%

1M

8.64%

6M

-22.64%

1Y

-44.39%

5Y*

N/A

10Y*

N/A

VOO

YTD

1.16%

1M

-1.97%

6M

7.17%

1Y

26.51%

5Y*

14.13%

10Y*

13.46%

*Annualized

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Risk-Adjusted Performance

NVTS vs. VOO — Risk-Adjusted Performance Rank

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

NVTS
The Risk-Adjusted Performance Rank of NVTS is 2222
Overall Rank
The Sharpe Ratio Rank of NVTS is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of NVTS is 2323
Sortino Ratio Rank
The Omega Ratio Rank of NVTS is 2525
Omega Ratio Rank
The Calmar Ratio Rank of NVTS is 1818
Calmar Ratio Rank
The Martin Ratio Rank of NVTS is 2525
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

NVTS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Navitas Semiconductor Corporation (NVTS) and Vanguard S&P 500 ETF (VOO). 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 chart of Sharpe ratio for NVTS, currently valued at -0.52, compared to the broader market-2.000.002.00-0.522.04
The chart of Sortino ratio for NVTS, currently valued at -0.40, compared to the broader market-4.00-2.000.002.004.00-0.402.72
The chart of Omega ratio for NVTS, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.38
The chart of Calmar ratio for NVTS, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.513.09
The chart of Martin ratio for NVTS, currently valued at -0.99, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.9913.04
NVTS
VOO

The current NVTS Sharpe Ratio is -0.52, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of NVTS and VOO, 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.52
2.04
NVTS
VOO

Dividends

NVTS vs. VOO - Dividend Comparison

NVTS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


TTM20242023202220212020201920182017201620152014
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%
VOO
Vanguard S&P 500 ETF
1.23%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NVTS vs. VOO - Drawdown Comparison

The maximum NVTS drawdown since its inception was -91.17%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NVTS and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-82.54%
-2.15%
NVTS
VOO

Volatility

NVTS vs. VOO - Volatility Comparison

Navitas Semiconductor Corporation (NVTS) has a higher volatility of 42.69% compared to Vanguard S&P 500 ETF (VOO) at 4.96%. This indicates that NVTS's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
42.69%
4.96%
NVTS
VOO