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ONTO vs. NVMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ONTO vs. NVMI - Performance Comparison

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

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Returns By Period

In the year-to-date period, ONTO achieves a 120.37% return, which is significantly higher than NVMI's 77.56% return. Over the past 10 years, ONTO has underperformed NVMI with an annualized return of 32.92%, while NVMI has yielded a comparatively higher 48.51% annualized return.


ONTO

1D
4.23%
1M
32.65%
YTD
120.37%
6M
118.42%
1Y
263.05%
3Y*
48.86%
5Y*
38.00%
10Y*
32.92%

NVMI

1D
1.35%
1M
15.81%
YTD
77.56%
6M
75.36%
1Y
152.24%
3Y*
72.97%
5Y*
42.28%
10Y*
48.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ONTO vs. NVMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ONTO
Onto Innovation Inc.
120.37%-5.29%9.01%124.56%-32.74%112.89%30.13%33.70%9.67%-0.56%
NVMI
Nova Ltd
77.56%66.74%43.35%68.21%-44.25%107.51%86.62%66.07%-12.08%96.88%

Correlation

The correlation between ONTO and NVMI is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.73

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

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2000

0.38

Over the past year, ONTO and NVMI have become more correlated (0.71) than their long-term average of 0.38, meaning their price movements have been converging.

Fundamentals

Market Cap

ONTO:

$17.39B

NVMI:

$20.08B

EPS

ONTO:

$2.15

NVMI:

$7.94

PE Ratio

ONTO:

161.54

NVMI:

73.42

PEG Ratio

ONTO:

14.49

NVMI:

2.55

PS Ratio

ONTO:

16.68

NVMI:

21.45

PB Ratio

ONTO:

8.16

NVMI:

14.47

Total Revenue (TTM)

ONTO:

$1.03B

NVMI:

$902.53M

Gross Profit (TTM)

ONTO:

$502.93M

NVMI:

$518.59M

EBITDA (TTM)

ONTO:

$177.93M

NVMI:

$293.89M

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Return for Risk

ONTO vs. NVMI — Risk / Return Rank

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

ONTO
ONTO Risk / Return Rank: 9797
Overall Rank
ONTO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ONTO Sortino Ratio Rank: 9595
Sortino Ratio Rank
ONTO Omega Ratio Rank: 9494
Omega Ratio Rank
ONTO Calmar Ratio Rank: 9898
Calmar Ratio Rank
ONTO Martin Ratio Rank: 9898
Martin Ratio Rank

NVMI
NVMI Risk / Return Rank: 9292
Overall Rank
NVMI Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
NVMI Sortino Ratio Rank: 8888
Sortino Ratio Rank
NVMI Omega Ratio Rank: 8888
Omega Ratio Rank
NVMI Calmar Ratio Rank: 9696
Calmar Ratio Rank
NVMI Martin Ratio Rank: 9595
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.

ONTO vs. NVMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Onto Innovation Inc. (ONTO) 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.

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.


ONTONVMIDifference
Sharpe ratioReturn per unit of total volatility

+1.77

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.51

1.39

+0.13

Calmar ratioReturn relative to maximum drawdown

13.09

7.10

+5.98

Martin ratioReturn relative to average drawdown

35.58

18.88

+16.70

ONTO vs. NVMI - Sharpe Ratio Comparison

The current ONTO Sharpe Ratio is 4.58, which is higher than the NVMI Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of ONTO and NVMI, 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

ONTO vs. NVMI - Drawdown Comparison

The maximum ONTO drawdown since its inception was -98.56%, roughly equal to the maximum NVMI drawdown of -98.22%. Use the drawdown chart below to compare losses from any high point for ONTO and NVMI.


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Drawdown Indicators


ONTONVMIDifference

Max Drawdown

Largest peak-to-trough decline

-98.56%

-98.22%

-0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-20.24%

-21.56%

+1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-62.82%

-40.79%

-22.03%

Max Drawdown (5Y)

Largest decline over 5 years

-62.82%

-52.76%

-10.06%

Max Drawdown (10Y)

Largest decline over 10 years

-62.82%

-52.76%

-10.06%

Current Drawdown

Current decline from peak

0.00%

-3.72%

+3.72%

Average Drawdown

Average peak-to-trough decline

-54.66%

-51.72%

-2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.43%

8.10%

-0.67%

Volatility

ONTO vs. NVMI - Volatility Comparison

Onto Innovation Inc. (ONTO) and Nova Ltd (NVMI) have volatilities of 21.93% and 22.15%, 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.


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Volatility by Period


ONTONVMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.93%

22.15%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

44.23%

42.26%

+1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

57.96%

54.62%

+3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.89%

47.75%

+8.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.48%

43.57%

+7.91%

Dividends

ONTO vs. NVMI - Dividend Comparison

Neither ONTO nor NVMI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ONTO vs. NVMI - Financials Comparison

This section allows you to compare key financial metrics between Onto Innovation 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


100.00M150.00M200.00M250.00M300.00M20222023202420252026
291.95M
235.31M
(ONTO) Total Revenue
(NVMI) Total Revenue
Values in USD except per share items

ONTO vs. NVMI - Profitability Comparison

The chart below illustrates the profitability comparison between Onto Innovation Inc. and Nova Ltd over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

46.0%48.0%50.0%52.0%54.0%56.0%58.0%60.0%20222023202420252026
50.1%
57.7%
Portfolio components
ONTO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Onto Innovation Inc. reported a gross profit of 146.39M and revenue of 291.95M. Therefore, the gross margin over that period was 50.1%.

NVMI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nova Ltd reported a gross profit of 135.69M and revenue of 235.31M. Therefore, the gross margin over that period was 57.7%.

ONTO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Onto Innovation Inc. reported an operating income of 33.51M and revenue of 291.95M, resulting in an operating margin of 11.5%.

NVMI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nova Ltd reported an operating income of 70.84M and revenue of 235.31M, resulting in an operating margin of 30.1%.

ONTO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Onto Innovation Inc. reported a net income of 33.75M and revenue of 291.95M, resulting in a net margin of 11.6%.

NVMI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nova Ltd reported a net income of 69.26M and revenue of 235.31M, resulting in a net margin of 29.4%.


Frequently Asked Questions


ONTO and NVMI have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVMI has higher volatility (22.15%) compared to ONTO (21.93%). In terms of maximum drawdown, ONTO dropped -98.56% vs NVMI's -98.22%.

ONTO currently has the higher Sharpe Ratio (4.58 vs 2.81), 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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