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PGNY vs. NNOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PGNY and NNOX is 0.37, 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.


-0.50.00.51.00.4

Performance

PGNY vs. NNOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Progyny, Inc. (PGNY) and Nano-X Imaging Ltd. (NNOX). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
12.69%
-6.23%
PGNY
NNOX

Key characteristics

Sharpe Ratio

PGNY:

-0.70

NNOX:

-0.32

Sortino Ratio

PGNY:

-0.66

NNOX:

0.10

Omega Ratio

PGNY:

0.88

NNOX:

1.01

Calmar Ratio

PGNY:

-0.54

NNOX:

-0.32

Martin Ratio

PGNY:

-0.98

NNOX:

-0.73

Ulcer Index

PGNY:

43.84%

NNOX:

41.37%

Daily Std Dev

PGNY:

61.61%

NNOX:

86.60%

Max Drawdown

PGNY:

-79.49%

NNOX:

-94.44%

Current Drawdown

PGNY:

-64.46%

NNOX:

-92.58%

Fundamentals

Market Cap

PGNY:

$2.02B

NNOX:

$388.00M

EPS

PGNY:

$0.60

NNOX:

-$0.86

Total Revenue (TTM)

PGNY:

$868.79M

NNOX:

$8.28M

Gross Profit (TTM)

PGNY:

$189.93M

NNOX:

-$7.82M

EBITDA (TTM)

PGNY:

$53.14M

NNOX:

-$32.93M

Returns By Period

In the year-to-date period, PGNY achieves a 37.33% return, which is significantly higher than NNOX's -7.92% return.


PGNY

YTD

37.33%

1M

12.81%

6M

9.83%

1Y

-41.36%

5Y*

-4.62%

10Y*

N/A

NNOX

YTD

-7.92%

1M

-21.17%

6M

-13.33%

1Y

-35.88%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PGNY vs. NNOX — Risk-Adjusted Performance Rank

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

PGNY
The Risk-Adjusted Performance Rank of PGNY is 1616
Overall Rank
The Sharpe Ratio Rank of PGNY is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of PGNY is 1616
Sortino Ratio Rank
The Omega Ratio Rank of PGNY is 1212
Omega Ratio Rank
The Calmar Ratio Rank of PGNY is 1515
Calmar Ratio Rank
The Martin Ratio Rank of PGNY is 2323
Martin Ratio Rank

NNOX
The Risk-Adjusted Performance Rank of NNOX is 3131
Overall Rank
The Sharpe Ratio Rank of NNOX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of NNOX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of NNOX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of NNOX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of NNOX is 3030
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.

PGNY vs. NNOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Progyny, Inc. (PGNY) and Nano-X Imaging Ltd. (NNOX). 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 PGNY, currently valued at -0.70, compared to the broader market-2.000.002.00-0.70-0.32
The chart of Sortino ratio for PGNY, currently valued at -0.66, compared to the broader market-4.00-2.000.002.004.006.00-0.660.10
The chart of Omega ratio for PGNY, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.01
The chart of Calmar ratio for PGNY, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.54-0.32
The chart of Martin ratio for PGNY, currently valued at -0.98, compared to the broader market0.0010.0020.0030.00-0.98-0.73
PGNY
NNOX

The current PGNY Sharpe Ratio is -0.70, which is lower than the NNOX Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of PGNY and NNOX, 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-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-0.70
-0.32
PGNY
NNOX

Dividends

PGNY vs. NNOX - Dividend Comparison

Neither PGNY nor NNOX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PGNY vs. NNOX - Drawdown Comparison

The maximum PGNY drawdown since its inception was -79.49%, smaller than the maximum NNOX drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for PGNY and NNOX. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%SeptemberOctoberNovemberDecember2025February
-64.46%
-92.58%
PGNY
NNOX

Volatility

PGNY vs. NNOX - Volatility Comparison

The current volatility for Progyny, Inc. (PGNY) is 10.45%, while Nano-X Imaging Ltd. (NNOX) has a volatility of 21.12%. This indicates that PGNY experiences smaller price fluctuations and is considered to be less risky than NNOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
10.45%
21.12%
PGNY
NNOX

Financials

PGNY vs. NNOX - Financials Comparison

This section allows you to compare key financial metrics between Progyny, Inc. and Nano-X Imaging 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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