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WOLF vs. NBIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WOLF and NBIS is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

WOLF vs. NBIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wolfspeed, Inc. (WOLF) and Nebius Group N.V. (NBIS). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%December2025FebruaryMarchAprilMay
-89.13%
-34.60%
WOLF
NBIS

Key characteristics

Sharpe Ratio

WOLF:

-0.59

NBIS:

0.38

Sortino Ratio

WOLF:

-0.72

NBIS:

1.13

Omega Ratio

WOLF:

0.91

NBIS:

1.20

Calmar Ratio

WOLF:

-0.85

NBIS:

0.43

Martin Ratio

WOLF:

-1.30

NBIS:

1.49

Ulcer Index

WOLF:

64.38%

NBIS:

22.82%

Daily Std Dev

WOLF:

142.91%

NBIS:

89.92%

Max Drawdown

WOLF:

-98.48%

NBIS:

-80.15%

Current Drawdown

WOLF:

-96.86%

NBIS:

-70.63%

Fundamentals

Market Cap

WOLF:

$693.85M

NBIS:

$4.83B

EPS

WOLF:

-$7.69

NBIS:

-$1.68

PS Ratio

WOLF:

0.89

NBIS:

41.07

PB Ratio

WOLF:

1.86

NBIS:

1.52

Total Revenue (TTM)

WOLF:

$575.90M

NBIS:

$106.21M

Gross Profit (TTM)

WOLF:

-$71.20M

NBIS:

$41.56M

EBITDA (TTM)

WOLF:

-$439.60M

NBIS:

-$95.01M

Returns By Period

In the year-to-date period, WOLF achieves a -33.03% return, which is significantly lower than NBIS's -8.30% return. Over the past 10 years, WOLF has underperformed NBIS with an annualized return of -17.33%, while NBIS has yielded a comparatively higher 2.87% annualized return.


WOLF

YTD

-33.03%

1M

68.94%

6M

-66.59%

1Y

-82.39%

5Y*

-35.81%

10Y*

-17.33%

NBIS

YTD

-8.30%

1M

25.18%

6M

26.12%

1Y

34.11%

5Y*

-7.95%

10Y*

2.87%

*Annualized

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Risk-Adjusted Performance

WOLF vs. NBIS — Risk-Adjusted Performance Rank

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

WOLF
The Risk-Adjusted Performance Rank of WOLF is 1414
Overall Rank
The Sharpe Ratio Rank of WOLF is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of WOLF is 1717
Sortino Ratio Rank
The Omega Ratio Rank of WOLF is 1919
Omega Ratio Rank
The Calmar Ratio Rank of WOLF is 44
Calmar Ratio Rank
The Martin Ratio Rank of WOLF is 1414
Martin Ratio Rank

NBIS
The Risk-Adjusted Performance Rank of NBIS is 6969
Overall Rank
The Sharpe Ratio Rank of NBIS is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of NBIS is 6868
Sortino Ratio Rank
The Omega Ratio Rank of NBIS is 7575
Omega Ratio Rank
The Calmar Ratio Rank of NBIS is 6969
Calmar Ratio Rank
The Martin Ratio Rank of NBIS is 6868
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.

WOLF vs. NBIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wolfspeed, Inc. (WOLF) and Nebius Group N.V. (NBIS). 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 WOLF, currently valued at -0.59, compared to the broader market-2.00-1.000.001.002.003.00
WOLF: -0.59
NBIS: 0.38
The chart of Sortino ratio for WOLF, currently valued at -0.72, compared to the broader market-6.00-4.00-2.000.002.004.00
WOLF: -0.72
NBIS: 1.13
The chart of Omega ratio for WOLF, currently valued at 0.91, compared to the broader market0.501.001.502.00
WOLF: 0.91
NBIS: 1.20
The chart of Calmar ratio for WOLF, currently valued at -0.85, compared to the broader market0.001.002.003.004.005.00
WOLF: -0.85
NBIS: 0.43
The chart of Martin ratio for WOLF, currently valued at -1.30, compared to the broader market-10.000.0010.0020.00
WOLF: -1.30
NBIS: 1.49

The current WOLF Sharpe Ratio is -0.59, which is lower than the NBIS Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of WOLF and NBIS, 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-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.59
0.38
WOLF
NBIS

Dividends

WOLF vs. NBIS - Dividend Comparison

Neither WOLF nor NBIS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WOLF vs. NBIS - Drawdown Comparison

The maximum WOLF drawdown since its inception was -98.48%, which is greater than NBIS's maximum drawdown of -80.15%. Use the drawdown chart below to compare losses from any high point for WOLF and NBIS. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%December2025FebruaryMarchAprilMay
-96.86%
-70.63%
WOLF
NBIS

Volatility

WOLF vs. NBIS - Volatility Comparison

Wolfspeed, Inc. (WOLF) has a higher volatility of 50.69% compared to Nebius Group N.V. (NBIS) at 29.22%. This indicates that WOLF's price experiences larger fluctuations and is considered to be riskier than NBIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
50.69%
29.22%
WOLF
NBIS

Financials

WOLF vs. NBIS - Financials Comparison

This section allows you to compare key financial metrics between Wolfspeed, Inc. and Nebius Group N.V.. 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
180.50M
38.01M
(WOLF) Total Revenue
(NBIS) Total Revenue
Values in USD except per share items