SMTOY vs. NVTS
SMTOY (Sumitomo Electric Industries Ltd ADR) and NVTS (Navitas Semiconductor Corporation) are both stocks. SMTOY operates in Auto Parts (Consumer Cyclical), while NVTS operates in Semiconductors (Technology). Over the past 5 years, SMTOY returned 44.67%/yr vs 18.98%/yr for NVTS. At a 0.21 correlation, their price movements are largely independent.
Performance
SMTOY vs. NVTS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SMTOY achieves a 123.50% return, which is significantly lower than NVTS's 231.93% return.
SMTOY
- 1D
- 7.58%
- 1M
- 20.74%
- YTD
- 123.50%
- 6M
- 107.62%
- 1Y
- 357.08%
- 3Y*
- 99.37%
- 5Y*
- 44.67%
- 10Y*
- 21.69%
NVTS
- 1D
- -1.33%
- 1M
- -18.97%
- YTD
- 231.93%
- 6M
- 200.00%
- 1Y
- 238.09%
- 3Y*
- 39.29%
- 5Y*
- 18.98%
- 10Y*
- —
SMTOY vs. NVTS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SMTOY Sumitomo Electric Industries Ltd ADR | 123.50% | 131.61% | 41.93% | 12.95% | -13.35% | -7.15% |
NVTS Navitas Semiconductor Corporation | 231.93% | 100.00% | -55.76% | 129.91% | -79.37% | 53.24% |
Correlation
The correlation between SMTOY and NVTS is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2021 | 0.21 |
Fundamentals
SMTOY:
¥481.54
NVTS:
-$0.84
SMTOY:
2.17
NVTS:
92.76
SMTOY:
¥5.18T
NVTS:
$40.50M
SMTOY:
¥1.05T
NVTS:
$7.44M
SMTOY:
¥657.37B
NVTS:
-$83.31M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SMTOY vs. NVTS — Risk / Return Rank
SMTOY
NVTS
SMTOY vs. NVTS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sumitomo Electric Industries Ltd ADR (SMTOY) and Navitas Semiconductor Corporation (NVTS). 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.
| SMTOY | NVTS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.32 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 14.18 | 4.12 | +10.06 |
| Martin ratioReturn relative to average drawdown | 47.28 | 6.74 | +40.54 |
Loading charts...
Drawdowns
SMTOY vs. NVTS - Drawdown Comparison
The maximum SMTOY drawdown since its inception was -94.82%, roughly equal to the maximum NVTS drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for SMTOY and NVTS.
Loading charts...
Drawdown Indicators
| SMTOY | NVTS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.82% | -92.04% | -2.78% |
Max Drawdown (1Y)Largest decline over 1 year | -25.38% | -58.25% | +32.87% |
Max Drawdown (3Y)Largest decline over 3 years | -38.52% | -85.18% | +46.66% |
Max Drawdown (5Y)Largest decline over 5 years | -38.52% | -92.04% | +53.52% |
Max Drawdown (10Y)Largest decline over 10 years | -52.67% | — | — |
Current DrawdownCurrent decline from peak | -41.66% | -25.45% | -16.21% |
Average DrawdownAverage peak-to-trough decline | -64.84% | -57.99% | -6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.60% | 35.48% | -27.88% |
Volatility
SMTOY vs. NVTS - Volatility Comparison
The current volatility for Sumitomo Electric Industries Ltd ADR (SMTOY) is 27.29%, while Navitas Semiconductor Corporation (NVTS) has a volatility of 42.56%. This indicates that SMTOY experiences smaller price fluctuations and is considered to be less risky than NVTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SMTOY | NVTS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.29% | 42.56% | -15.27% |
Volatility (6M)Calculated over the trailing 6-month period | 53.10% | 92.86% | -39.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.46% | 125.68% | -65.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.81% | 122.01% | -81.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.34% | 117.40% | -81.06% |
Dividends
SMTOY vs. NVTS - Dividend Comparison
Neither SMTOY nor NVTS has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
NVTS Navitas Semiconductor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMTOY Sumitomo Electric Industries Ltd ADR | 0.00% | 1.06% | 1.35% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% | 2.26% |
Financials
SMTOY vs. NVTS - Financials Comparison
This section allows you to compare key financial metrics between Sumitomo Electric Industries Ltd ADR and Navitas Semiconductor Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SMTOY and NVTS have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVTS has higher volatility (42.56%) compared to SMTOY (27.29%). In terms of maximum drawdown, SMTOY dropped -94.82% vs NVTS's -92.04%.
SMTOY currently has the higher Sharpe Ratio (5.96 vs 1.91), 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.
Find the right allocation for SMTOY and NVTS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer