^W1DOW vs. NVDA
Compare and contrast key facts about Dow Jones Global Index (^W1DOW) and NVIDIA Corporation (NVDA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^W1DOW or NVDA.
Key characteristics
| ^W1DOW | NVDA | |
|---|---|---|
| YTD Return | 16.63% | 190.26% |
| 1Y Return | 32.22% | 247.34% |
| 3Y Return (Ann) | 4.03% | 85.63% |
| 5Y Return (Ann) | 8.74% | 97.34% |
| 10Y Return (Ann) | 6.35% | 78.62% |
| Sharpe Ratio | 2.95 | 4.65 |
| Sortino Ratio | 3.91 | 4.31 |
| Omega Ratio | 1.57 | 1.56 |
| Calmar Ratio | 2.16 | 8.93 |
| Martin Ratio | 17.32 | 28.11 |
| Ulcer Index | 1.71% | 8.59% |
| Daily Std Dev | 10.23% | 51.95% |
| Max Drawdown | -59.33% | -89.73% |
| Current Drawdown | -0.42% | 0.00% |
Correlation
The correlation between ^W1DOW and NVDA is 0.48, 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.
Performance
^W1DOW vs. NVDA - Performance Comparison
In the year-to-date period, ^W1DOW achieves a 16.63% return, which is significantly lower than NVDA's 190.26% return. Over the past 10 years, ^W1DOW has underperformed NVDA with an annualized return of 6.35%, while NVDA has yielded a comparatively higher 78.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^W1DOW vs. NVDA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) 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.
Drawdowns
^W1DOW vs. NVDA - Drawdown Comparison
The maximum ^W1DOW drawdown since its inception was -59.33%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for ^W1DOW and NVDA. For additional features, visit the drawdowns tool.
Volatility
^W1DOW vs. NVDA - Volatility Comparison
The current volatility for Dow Jones Global Index (^W1DOW) is 2.00%, while NVIDIA Corporation (NVDA) has a volatility of 10.86%. This indicates that ^W1DOW experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.