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NXT vs. NVMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NXT and NVMI is 0.26, 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.


-0.50.00.51.00.3

Performance

NXT vs. NVMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nextracker Inc (NXT) and Nova Ltd (NVMI). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
22.06%
18.66%
NXT
NVMI

Key characteristics

Sharpe Ratio

NXT:

-0.26

NVMI:

1.20

Sortino Ratio

NXT:

-0.00

NVMI:

1.75

Omega Ratio

NXT:

1.00

NVMI:

1.24

Calmar Ratio

NXT:

-0.31

NVMI:

2.16

Martin Ratio

NXT:

-0.51

NVMI:

4.56

Ulcer Index

NXT:

29.49%

NVMI:

13.94%

Daily Std Dev

NXT:

57.80%

NVMI:

53.25%

Max Drawdown

NXT:

-48.61%

NVMI:

-98.22%

Current Drawdown

NXT:

-19.66%

NVMI:

0.00%

Fundamentals

Market Cap

NXT:

$7.17B

NVMI:

$7.93B

EPS

NXT:

$4.05

NVMI:

$5.76

PE Ratio

NXT:

12.00

NVMI:

47.41

PEG Ratio

NXT:

4.63

NVMI:

0.00

Total Revenue (TTM)

NXT:

$2.77B

NVMI:

$477.63M

Gross Profit (TTM)

NXT:

$1.04B

NVMI:

$277.16M

EBITDA (TTM)

NXT:

$745.16M

NVMI:

$145.15M

Returns By Period

In the year-to-date period, NXT achieves a 33.31% return, which is significantly lower than NVMI's 38.65% return.


NXT

YTD

33.31%

1M

10.44%

6M

22.05%

1Y

-16.92%

5Y*

N/A

10Y*

N/A

NVMI

YTD

38.65%

1M

11.50%

6M

18.66%

1Y

68.94%

5Y*

48.35%

10Y*

37.43%

*Annualized

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Risk-Adjusted Performance

NXT vs. NVMI — Risk-Adjusted Performance Rank

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

NXT
The Risk-Adjusted Performance Rank of NXT is 3232
Overall Rank
The Sharpe Ratio Rank of NXT is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of NXT is 3232
Sortino Ratio Rank
The Omega Ratio Rank of NXT is 3232
Omega Ratio Rank
The Calmar Ratio Rank of NXT is 2727
Calmar Ratio Rank
The Martin Ratio Rank of NXT is 3535
Martin Ratio Rank

NVMI
The Risk-Adjusted Performance Rank of NVMI is 8080
Overall Rank
The Sharpe Ratio Rank of NVMI is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of NVMI is 7575
Sortino Ratio Rank
The Omega Ratio Rank of NVMI is 7676
Omega Ratio Rank
The Calmar Ratio Rank of NVMI is 9191
Calmar Ratio Rank
The Martin Ratio Rank of NVMI is 7979
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.

NXT vs. NVMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nextracker Inc (NXT) and Nova Ltd (NVMI). 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 NXT, currently valued at -0.26, compared to the broader market-2.000.002.00-0.261.37
The chart of Sortino ratio for NXT, currently valued at -0.00, compared to the broader market-4.00-2.000.002.004.006.00-0.001.91
The chart of Omega ratio for NXT, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.27
The chart of Calmar ratio for NXT, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.312.46
The chart of Martin ratio for NXT, currently valued at -0.51, compared to the broader market0.0010.0020.0030.00-0.515.14
NXT
NVMI

The current NXT Sharpe Ratio is -0.26, which is lower than the NVMI Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of NXT and NVMI, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.26
1.37
NXT
NVMI

Dividends

NXT vs. NVMI - Dividend Comparison

Neither NXT nor NVMI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NXT vs. NVMI - Drawdown Comparison

The maximum NXT drawdown since its inception was -48.61%, smaller than the maximum NVMI drawdown of -98.22%. Use the drawdown chart below to compare losses from any high point for NXT and NVMI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-19.66%
0
NXT
NVMI

Volatility

NXT vs. NVMI - Volatility Comparison

Nextracker Inc (NXT) and Nova Ltd (NVMI) have volatilities of 18.20% and 18.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
18.20%
18.47%
NXT
NVMI

Financials

NXT vs. NVMI - Financials Comparison

This section allows you to compare key financial metrics between Nextracker Inc and Nova Ltd. 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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