ADS.DE vs. NVDA

In the year-to-date period, ADS.DE achieves a 7.09% return, which is significantly higher than NVDA's -13.13% return. Over the past 10 years, ADS.DE has underperformed NVDA with an annualized return of 16.04%, while NVDA has yielded a comparatively higher 73.16% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Adidas AG (ADS.DE) 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.

The current ADS.DE Sharpe Ratio is 1.67, which is comparable to the NVDA Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of ADS.DE 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.

ADS.DE's dividend yield for the trailing twelve months is around 0.28%, more than NVDA's 0.02% yield.

The maximum ADS.DE drawdown since its inception was -71.54%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for ADS.DE and NVDA. For additional features, visit the drawdowns tool.

The current volatility for Adidas AG (ADS.DE) is 7.90%, while NVIDIA Corporation (NVDA) has a volatility of 23.90%. This indicates that ADS.DE 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.

This section allows you to compare key financial metrics between Adidas AG and NVIDIA Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.