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SSKN vs. NVTS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SSKN vs. NVTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STRATA Skin Sciences, Inc. (SSKN) and Navitas Semiconductor Corporation (NVTS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSKN achieves a -90.40% return, which is significantly lower than NVTS's 231.93% return.


SSKN

1D
-11.68%
1M
-19.73%
YTD
-90.40%
6M
-90.55%
1Y
-94.76%
3Y*
-76.22%
5Y*
-61.86%
10Y*
-42.84%

NVTS

1D
-1.33%
1M
-18.97%
YTD
231.93%
6M
200.00%
1Y
238.09%
3Y*
39.29%
5Y*
18.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSKN vs. NVTS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SSKN
STRATA Skin Sciences, Inc.
-90.40%-56.70%-47.10%-30.38%-46.07%-23.08%
NVTS
Navitas Semiconductor Corporation
231.93%100.00%-55.76%129.91%-79.37%53.24%

Correlation

The correlation between SSKN and NVTS is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

-0.03

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2021

0.03

Fundamentals

EPS

SSKN:

-$0.26

NVTS:

-$0.84

PS Ratio

SSKN:

0.17

NVTS:

92.76

Total Revenue (TTM)

SSKN:

$30.98M

NVTS:

$40.50M

Gross Profit (TTM)

SSKN:

$17.89M

NVTS:

$7.44M

EBITDA (TTM)

SSKN:

-$4.35M

NVTS:

-$83.31M

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Return for Risk

SSKN vs. NVTS — Risk / Return Rank

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

SSKN
SSKN Risk / Return Rank: 1010
Overall Rank
SSKN Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SSKN Sortino Ratio Rank: 1212
Sortino Ratio Rank
SSKN Omega Ratio Rank: 1111
Omega Ratio Rank
SSKN Calmar Ratio Rank: 22
Calmar Ratio Rank
SSKN Martin Ratio Rank: 77
Martin Ratio Rank

NVTS
NVTS Risk / Return Rank: 8686
Overall Rank
NVTS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NVTS Sortino Ratio Rank: 8787
Sortino Ratio Rank
NVTS Omega Ratio Rank: 8282
Omega Ratio Rank
NVTS Calmar Ratio Rank: 8989
Calmar Ratio Rank
NVTS Martin Ratio Rank: 8181
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.

SSKN vs. NVTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STRATA Skin Sciences, Inc. (SSKN) 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.


SSKNNVTSDifference
Sharpe ratioReturn per unit of total volatility

-2.46

Sortino ratioReturn per unit of downside risk

-3.84

Omega ratioGain probability vs. loss probability

0.86

1.32

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.99

4.12

-5.11

Martin ratioReturn relative to average drawdown

-1.47

6.74

-8.21

SSKN vs. NVTS - Sharpe Ratio Comparison

The current SSKN Sharpe Ratio is -0.55, which is lower than the NVTS Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of SSKN and NVTS, 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

SSKN vs. NVTS - Drawdown Comparison

The maximum SSKN drawdown since its inception was -100.00%, which is greater than NVTS's maximum drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for SSKN and NVTS.


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Drawdown Indicators


SSKNNVTSDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-92.04%

-7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-95.76%

-58.25%

-37.51%

Max Drawdown (3Y)

Largest decline over 3 years

-98.83%

-85.18%

-13.65%

Max Drawdown (5Y)

Largest decline over 5 years

-99.38%

-92.04%

-7.34%

Max Drawdown (10Y)

Largest decline over 10 years

-99.70%

Current Drawdown

Current decline from peak

-100.00%

-25.45%

-74.55%

Average Drawdown

Average peak-to-trough decline

-79.36%

-57.99%

-21.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

64.45%

35.48%

+28.97%

Volatility

SSKN vs. NVTS - Volatility Comparison

STRATA Skin Sciences, Inc. (SSKN) has a higher volatility of 44.88% compared to Navitas Semiconductor Corporation (NVTS) at 42.56%. This indicates that SSKN's price experiences larger fluctuations and is considered to be riskier than NVTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSKNNVTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

44.88%

42.56%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

167.20%

92.86%

+74.34%

Volatility (1Y)

Calculated over the trailing 1-year period

174.13%

125.68%

+48.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.24%

122.01%

-16.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.95%

117.40%

-25.45%

Dividends

SSKN vs. NVTS - Dividend Comparison

Neither SSKN nor NVTS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SSKN vs. NVTS - Financials Comparison

This section allows you to compare key financial metrics between STRATA Skin Sciences, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


5.00M10.00M15.00M20.00M25.00M20222023202420252026
6.93M
8.60M
(SSKN) Total Revenue
(NVTS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SSKN and NVTS have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSKN has higher volatility (44.88%) compared to NVTS (42.56%). In terms of maximum drawdown, SSKN dropped -100.00% vs NVTS's -92.04%.

NVTS currently has the higher Sharpe Ratio (1.91 vs -0.55), 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.

Portfolio Optimizer

Find the right allocation for SSKN and NVTS

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