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

Correlation

The correlation between ONTO and NVMI is 0.35, 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.


-0.50.00.51.0
Correlation: 0.3

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.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
207.25%
796.41%
ONTO
NVMI

Key characteristics

Sharpe Ratio

ONTO:

-0.44

NVMI:

0.29

Sortino Ratio

ONTO:

-0.26

NVMI:

0.81

Omega Ratio

ONTO:

0.97

NVMI:

1.11

Calmar Ratio

ONTO:

-0.51

NVMI:

0.42

Martin Ratio

ONTO:

-1.12

NVMI:

0.95

Ulcer Index

ONTO:

25.67%

NVMI:

17.89%

Daily Std Dev

ONTO:

66.03%

NVMI:

59.30%

Max Drawdown

ONTO:

-98.56%

NVMI:

-98.22%

Current Drawdown

ONTO:

-47.24%

NVMI:

-28.14%

Fundamentals

Market Cap

ONTO:

$6.14B

NVMI:

$5.76B

EPS

ONTO:

$4.06

NVMI:

$5.74

PE Ratio

ONTO:

30.93

NVMI:

34.26

PEG Ratio

ONTO:

0.67

NVMI:

0.00

PS Ratio

ONTO:

6.22

NVMI:

8.57

PB Ratio

ONTO:

3.18

NVMI:

6.21

Total Revenue (TTM)

ONTO:

$758.48M

NVMI:

$530.60M

Gross Profit (TTM)

ONTO:

$384.61M

NVMI:

$303.83M

EBITDA (TTM)

ONTO:

$191.50M

NVMI:

$167.08M

Returns By Period

In the year-to-date period, ONTO achieves a -24.65% return, which is significantly lower than NVMI's -0.15% return. Over the past 10 years, ONTO has underperformed NVMI with an annualized return of 23.39%, while NVMI has yielded a comparatively higher 33.51% annualized return.


ONTO

YTD

-24.65%

1M

2.88%

6M

-38.55%

1Y

-33.82%

5Y*

30.28%

10Y*

23.39%

NVMI

YTD

-0.15%

1M

5.48%

6M

6.74%

1Y

12.80%

5Y*

39.13%

10Y*

33.51%

*Annualized

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Risk-Adjusted Performance

ONTO vs. NVMI — Risk-Adjusted Performance Rank

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

ONTO
The Risk-Adjusted Performance Rank of ONTO is 2626
Overall Rank
The Sharpe Ratio Rank of ONTO is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of ONTO is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ONTO is 3131
Omega Ratio Rank
The Calmar Ratio Rank of ONTO is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ONTO is 2424
Martin Ratio Rank

NVMI
The Risk-Adjusted Performance Rank of NVMI is 6464
Overall Rank
The Sharpe Ratio Rank of NVMI is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of NVMI is 6161
Sortino Ratio Rank
The Omega Ratio Rank of NVMI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of NVMI is 7171
Calmar Ratio Rank
The Martin Ratio Rank of NVMI is 6565
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.

ONTO vs. NVMI - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for ONTO, currently valued at -0.44, compared to the broader market-2.00-1.000.001.002.003.00
ONTO: -0.44
NVMI: 0.29
The chart of Sortino ratio for ONTO, currently valued at -0.26, compared to the broader market-6.00-4.00-2.000.002.004.00
ONTO: -0.26
NVMI: 0.81
The chart of Omega ratio for ONTO, currently valued at 0.97, compared to the broader market0.501.001.502.00
ONTO: 0.97
NVMI: 1.11
The chart of Calmar ratio for ONTO, currently valued at -0.51, compared to the broader market0.001.002.003.004.005.00
ONTO: -0.51
NVMI: 0.42
The chart of Martin ratio for ONTO, currently valued at -1.12, compared to the broader market-5.000.005.0010.0015.0020.00
ONTO: -1.12
NVMI: 0.95

The current ONTO Sharpe Ratio is -0.44, which is lower than the NVMI Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of ONTO 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.44
0.29
ONTO
NVMI

Dividends

ONTO vs. NVMI - Dividend Comparison

Neither ONTO nor NVMI has paid dividends to shareholders.


Tickers have no history of dividend payments

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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-47.24%
-28.14%
ONTO
NVMI

Volatility

ONTO vs. NVMI - Volatility Comparison

Onto Innovation Inc. (ONTO) has a higher volatility of 33.93% compared to Nova Ltd (NVMI) at 25.44%. This indicates that ONTO's price experiences larger fluctuations and is considered to be riskier than NVMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
33.93%
25.44%
ONTO
NVMI

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


Values in USD except per share items