^NYATR vs. NVDA

Last updated Aug 1, 2026

^NYATR (NYSE Composite Total Return) is an index, while NVDA (NVIDIA Corporation) is a stock.

Performance

^NYATR vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Composite Total Return (^NYATR) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^NYATR

• 1D: -0.13%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

NVDA

• 1D: 2.93%
• 1M: 3.04%
• 6M: 5.16%
• YTD: 7.77%
• 1Y: 15.71%
• 3Y*: 62.93%
• 5Y*: 59.52%
• 10Y*: 64.62%
• ALL TIME*: 36.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
^NYATR NYSE Composite Total Return	$0.00	$0.00	$0.00
NVDA NVIDIA Corporation	$25.46B	$26.13B	$31.85B

^NYATR vs. NVDA - Yearly Performance Comparison

	2026 (YTD)
^NYATR NYSE Composite Total Return	-0.13%
NVDA NVIDIA Corporation	2.93%

Return for Risk

^NYATR vs. NVDA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

^NYATR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NVDA

NVDA Risk / Return Rank: 56
NVDA Sharpe Ratio Rank: 58
NVDA Sortino Ratio Rank: 53
NVDA Omega Ratio Rank: 51
NVDA Calmar Ratio Rank: 60
NVDA Martin Ratio Rank: 59

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

^NYATR vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYSE Composite Total Return (^NYATR) and NVIDIA Corporation (NVDA). 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.

	^NYATR	NVDA	Difference
Sharpe ratio: Return per unit of total volatility	—	0.36	—
Sortino ratio: Return per unit of downside risk	—	0.76	—
Omega ratio: Gain probability vs. loss probability	—	1.09	—
Calmar ratio: Return relative to maximum drawdown	—	0.65	—
Martin ratio: Return relative to average drawdown	—	1.32	—

Drawdowns

^NYATR vs. NVDA - Drawdown Comparison

The maximum ^NYATR drawdown since its inception was -0.13%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for ^NYATR and NVDA.

Drawdown Indicators

	^NYATR	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-0.13%	-89.72%	+89.59%
Max Drawdown (1Y) Largest decline over 1 year	—	-20.21%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-36.88%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-66.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.34%	—
Current Drawdown Current decline from peak	-0.13%	-14.74%	+14.61%
Average Drawdown Average peak-to-trough decline	-0.13%	-36.07%	+35.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.90%	—

Volatility

Volatility by Period

	^NYATR	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	28.30%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	36.41%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	51.87%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	49.95%	—