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Nvidia
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


NVDA 100%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology
100%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Nvidia, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.99%
12.91%
Nvidia
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 22, 1999, corresponding to the inception date of NVDA

Returns By Period

As of Dec 10, 2024, the Nvidia returned 180.36% Year-To-Date and 76.85% of annualized return in the last 10 years.


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
26.90%0.96%12.91%31.46%14.06%11.73%
Nvidia180.36%-5.97%13.99%192.26%91.74%76.85%
NVDA
NVIDIA Corporation
180.36%-5.97%13.99%192.26%91.74%76.85%

Monthly Returns

The table below presents the monthly returns of Nvidia, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202424.24%28.58%14.22%-4.38%26.89%12.69%-5.28%2.01%1.74%9.32%4.14%180.36%
202333.69%18.83%19.67%-0.10%36.34%11.82%10.47%5.62%-11.86%-6.25%14.69%5.89%239.02%
2022-16.75%-0.41%11.92%-32.03%0.67%-18.80%19.82%-16.90%-19.55%11.19%25.42%-13.64%-50.26%
2021-0.50%5.58%-2.64%12.45%8.23%23.16%-2.52%14.82%-7.46%23.42%27.81%-9.98%125.48%
20200.48%14.30%-2.40%10.88%21.47%7.06%11.76%26.00%1.20%-7.37%6.92%-2.56%122.29%
20197.68%7.42%16.40%0.80%-25.07%21.24%2.73%-0.62%3.92%15.48%7.90%8.56%76.94%
201827.03%-1.48%-4.30%-2.89%12.20%-6.06%3.36%14.69%0.12%-24.98%-22.40%-18.31%-30.82%
20172.29%-6.93%7.34%-4.25%38.55%0.15%12.42%4.36%5.51%15.69%-2.88%-3.59%81.99%
2016-11.13%7.46%13.62%-0.29%31.84%0.63%21.46%7.62%11.70%3.86%29.76%15.77%226.98%
2015-4.22%15.31%-5.15%6.07%0.17%-9.13%-0.80%13.15%9.66%15.09%12.24%3.90%67.09%
2014-2.01%17.61%-2.57%3.14%3.34%-2.41%-5.62%11.65%-5.14%5.90%7.77%-4.37%27.40%
2013-0.00%3.89%1.36%7.32%5.63%-2.99%2.81%2.70%5.49%-2.38%3.26%2.72%33.55%

Expense Ratio

Nvidia has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Nvidia is 89, placing it in the top 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Nvidia is 8989
Overall Rank
The Sharpe Ratio Rank of Nvidia is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of Nvidia is 8484
Sortino Ratio Rank
The Omega Ratio Rank of Nvidia is 7676
Omega Ratio Rank
The Calmar Ratio Rank of Nvidia is 9696
Calmar Ratio Rank
The Martin Ratio Rank of Nvidia is 9393
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.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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 Nvidia, currently valued at 3.80, compared to the broader market-6.00-4.00-2.000.002.004.006.003.802.62
The chart of Sortino ratio for Nvidia, currently valued at 3.84, compared to the broader market-6.00-4.00-2.000.002.004.006.003.843.48
The chart of Omega ratio for Nvidia, currently valued at 1.50, compared to the broader market0.501.001.501.501.48
The chart of Calmar ratio for Nvidia, currently valued at 7.32, compared to the broader market0.005.0010.0015.007.323.77
The chart of Martin ratio for Nvidia, currently valued at 23.20, compared to the broader market0.0010.0020.0030.0040.0050.0060.0023.2016.74
Nvidia
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation
3.803.841.507.3223.20

The current Nvidia Sharpe ratio is 3.80. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.87 to 2.72, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Nvidia with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.80
2.62
Nvidia
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Nvidia provided a 0.02% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.01$0.03
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01
2013$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.76%
-0.61%
Nvidia
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Nvidia. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Nvidia was 89.73%, occurring on Oct 9, 2002. Recovery took 1032 trading sessions.

The current Nvidia drawdown is 6.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-89.73%Jan 4, 2002193Oct 9, 20021032Nov 13, 20061225
-85.07%Oct 18, 2007277Nov 20, 20081861Apr 15, 20162138
-67.77%Jun 22, 2000128Dec 21, 200081Apr 20, 2001209
-66.34%Nov 30, 2021221Oct 14, 2022153May 25, 2023374
-56.04%Oct 2, 201858Dec 24, 2018287Feb 14, 2020345

Volatility

Volatility Chart

The current Nvidia volatility is 10.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
10.35%
2.24%
Nvidia
Benchmark (^GSPC)
Portfolio components
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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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