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NXT vs. ISVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NXT vs. ISVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nextracker Inc (NXT) and iShares International Developed Small Cap Value Factor ETF (ISVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NXT achieves a 72.56% return, which is significantly higher than ISVL's 9.65% return.


NXT

1D
2.63%
1M
21.87%
YTD
72.56%
6M
65.82%
1Y
164.09%
3Y*
55.99%
5Y*
10Y*

ISVL

1D
1.10%
1M
1.96%
YTD
9.65%
6M
13.29%
1Y
29.05%
3Y*
21.99%
5Y*
10.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NXT vs. ISVL - Yearly Performance Comparison


2026 (YTD)202520242023
NXT
Nextracker Inc
72.56%138.46%-22.03%53.81%
ISVL
iShares International Developed Small Cap Value Factor ETF
9.65%42.84%4.58%10.08%

Correlation

The correlation between NXT and ISVL is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.30

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2023

0.31

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Return for Risk

NXT vs. ISVL — Risk / Return Rank

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

NXT
NXT Risk / Return Rank: 9191
Overall Rank
NXT Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
NXT Sortino Ratio Rank: 8989
Sortino Ratio Rank
NXT Omega Ratio Rank: 8585
Omega Ratio Rank
NXT Calmar Ratio Rank: 9595
Calmar Ratio Rank
NXT Martin Ratio Rank: 9393
Martin Ratio Rank

ISVL
ISVL Risk / Return Rank: 5757
Overall Rank
ISVL Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ISVL Sortino Ratio Rank: 6161
Sortino Ratio Rank
ISVL Omega Ratio Rank: 6262
Omega Ratio Rank
ISVL Calmar Ratio Rank: 4848
Calmar Ratio Rank
ISVL Martin Ratio Rank: 5454
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.

NXT vs. ISVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nextracker Inc (NXT) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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.


NXTISVLDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

7.10

2.34

+4.76

Martin ratioReturn relative to average drawdown

15.10

9.17

+5.94

NXT vs. ISVL - Sharpe Ratio Comparison

The current NXT Sharpe Ratio is 2.60, which is comparable to the ISVL Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of NXT and ISVL, 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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Sharpe Ratios by Period


NXTISVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

2.02

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.71

+0.32

Drawdowns

NXT vs. ISVL - Drawdown Comparison

The maximum NXT drawdown since its inception was -48.61%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for NXT and ISVL.


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Drawdown Indicators


NXTISVLDifference

Max Drawdown

Largest peak-to-trough decline

-48.61%

-30.48%

-18.13%

Max Drawdown (1Y)

Largest decline over 1 year

-23.27%

-12.48%

-10.79%

Max Drawdown (3Y)

Largest decline over 3 years

-48.61%

-12.93%

-35.68%

Max Drawdown (5Y)

Largest decline over 5 years

-30.48%

Current Drawdown

Current decline from peak

-3.89%

-1.08%

-2.81%

Average Drawdown

Average peak-to-trough decline

-15.31%

-6.66%

-8.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.91%

3.18%

+7.73%

Volatility

NXT vs. ISVL - Volatility Comparison

Nextracker Inc (NXT) has a higher volatility of 24.12% compared to iShares International Developed Small Cap Value Factor ETF (ISVL) at 4.49%. This indicates that NXT's price experiences larger fluctuations and is considered to be riskier than ISVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NXTISVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.12%

4.49%

+19.63%

Volatility (6M)

Calculated over the trailing 6-month period

47.08%

12.05%

+35.03%

Volatility (1Y)

Calculated over the trailing 1-year period

63.54%

14.45%

+49.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.27%

16.90%

+43.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.27%

16.78%

+43.49%

Dividends

NXT vs. ISVL - Dividend Comparison

NXT has not paid dividends to shareholders, while ISVL's dividend yield for the trailing twelve months is around 2.45%.


PositionTTM20252024202320222021
ISVL
iShares International Developed Small Cap Value Factor ETF
2.45%2.69%3.92%3.82%3.37%2.82%
NXT
Nextracker Inc
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NXT and ISVL have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NXT has higher volatility (24.12%) compared to ISVL (4.49%). In terms of maximum drawdown, NXT dropped -48.61% vs ISVL's -30.48%.

NXT currently has the higher Sharpe Ratio (2.60 vs 2.02), 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.

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