PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
^WILRESI vs. NVDA
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^WILRESI and NVDA is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

^WILRESI vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilshire US Real Estate Securities Index (^WILRESI) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%JulyAugustSeptemberOctoberNovemberDecember
328.31%
55,512.60%
^WILRESI
NVDA

Key characteristics

Sharpe Ratio

^WILRESI:

0.31

NVDA:

3.01

Sortino Ratio

^WILRESI:

0.52

NVDA:

3.36

Omega Ratio

^WILRESI:

1.06

NVDA:

1.42

Calmar Ratio

^WILRESI:

0.17

NVDA:

5.82

Martin Ratio

^WILRESI:

1.19

NVDA:

18.12

Ulcer Index

^WILRESI:

4.14%

NVDA:

8.69%

Daily Std Dev

^WILRESI:

16.19%

NVDA:

52.35%

Max Drawdown

^WILRESI:

-42.99%

NVDA:

-89.73%

Current Drawdown

^WILRESI:

-17.25%

NVDA:

-13.41%

Returns By Period

In the year-to-date period, ^WILRESI achieves a 4.31% return, which is significantly lower than NVDA's 160.36% return. Over the past 10 years, ^WILRESI has underperformed NVDA with an annualized return of 1.90%, while NVDA has yielded a comparatively higher 74.78% annualized return.


^WILRESI

YTD

4.31%

1M

-5.58%

6M

7.35%

1Y

4.28%

5Y*

0.91%

10Y*

1.90%

NVDA

YTD

160.36%

1M

-8.01%

6M

-4.90%

1Y

159.93%

5Y*

85.29%

10Y*

74.78%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^WILRESI vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilshire US Real Estate Securities Index (^WILRESI) 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.


Sharpe ratio
The chart of Sharpe ratio for ^WILRESI, currently valued at 0.31, compared to the broader market-1.000.001.002.000.313.01
The chart of Sortino ratio for ^WILRESI, currently valued at 0.52, compared to the broader market-1.000.001.002.003.000.523.36
The chart of Omega ratio for ^WILRESI, currently valued at 1.06, compared to the broader market0.800.901.001.101.201.301.401.061.42
The chart of Calmar ratio for ^WILRESI, currently valued at 0.17, compared to the broader market0.001.002.003.004.000.175.82
The chart of Martin ratio for ^WILRESI, currently valued at 1.19, compared to the broader market0.005.0010.0015.001.1918.12
^WILRESI
NVDA

The current ^WILRESI Sharpe Ratio is 0.31, which is lower than the NVDA Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of ^WILRESI and NVDA, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.31
3.01
^WILRESI
NVDA

Drawdowns

^WILRESI vs. NVDA - Drawdown Comparison

The maximum ^WILRESI drawdown since its inception was -42.99%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for ^WILRESI and NVDA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.25%
-13.41%
^WILRESI
NVDA

Volatility

^WILRESI vs. NVDA - Volatility Comparison

The current volatility for Wilshire US Real Estate Securities Index (^WILRESI) is 5.04%, while NVIDIA Corporation (NVDA) has a volatility of 10.68%. This indicates that ^WILRESI 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
5.04%
10.68%
^WILRESI
NVDA
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab