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BF-A vs. NVDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BF-A vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown-Forman Corporation (BF-A) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BF-A achieves a -1.09% return, which is significantly lower than NVDA's 19.48% return. Over the past 10 years, BF-A has underperformed NVDA with an annualized return of -3.10%, while NVDA has yielded a comparatively higher 69.46% annualized return.


BF-A

1D
-0.35%
1M
-1.49%
YTD
-1.09%
6M
-10.30%
1Y
-19.18%
3Y*
-24.87%
5Y*
-17.67%
10Y*
-3.10%

NVDA

1D
-0.69%
1M
12.28%
YTD
19.48%
6M
22.81%
1Y
62.23%
3Y*
78.33%
5Y*
67.45%
10Y*
69.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BF-A vs. NVDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BF-A
Brown-Forman Corporation
-1.09%-28.07%-35.56%-8.20%-1.88%-5.36%18.31%34.00%-9.34%47.37%
NVDA
NVIDIA Corporation
19.48%38.92%171.25%239.02%-50.26%125.48%122.30%76.94%-30.82%81.99%

Correlation

The correlation between BF-A and NVDA is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jan 25, 1999

0.16

The correlation between BF-A and NVDA shifts across timeframes, from -0.09 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

BF-A:

$2.56

NVDA:

$6.53

PE Ratio

BF-A:

10.07

NVDA:

34.15

PEG Ratio

BF-A:

12.52

NVDA:

0.19

PS Ratio

BF-A:

2.08

NVDA:

21.50

Total Revenue (TTM)

BF-A:

$3.92B

NVDA:

$253.49B

Gross Profit (TTM)

BF-A:

$2.33B

NVDA:

$187.95B

EBITDA (TTM)

BF-A:

$1.17B

NVDA:

$192.76B

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Return for Risk

BF-A vs. NVDA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BF-A
BF-A Risk / Return Rank: 1616
Overall Rank
BF-A Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BF-A Sortino Ratio Rank: 2020
Sortino Ratio Rank
BF-A Omega Ratio Rank: 2020
Omega Ratio Rank
BF-A Calmar Ratio Rank: 1414
Calmar Ratio Rank
BF-A Martin Ratio Rank: 99
Martin Ratio Rank

NVDA
NVDA Risk / Return Rank: 8282
Overall Rank
NVDA Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 8282
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7979
Omega Ratio Rank
NVDA Calmar Ratio Rank: 8383
Calmar Ratio Rank
NVDA Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BF-A vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown-Forman Corporation (BF-A) 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.


BF-ANVDADifference

Sharpe ratio

Return per unit of total volatility

-0.48

1.84

-2.32

Sortino ratio

Return per unit of downside risk

-0.43

2.47

-2.90

Omega ratio

Gain probability vs. loss probability

0.94

1.30

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.72

3.21

-3.93

Martin ratio

Return relative to average drawdown

-1.34

7.92

-9.26

BF-A vs. NVDA - Sharpe Ratio Comparison

The current BF-A Sharpe Ratio is -0.48, which is lower than the NVDA Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of BF-A and NVDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BF-ANVDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

1.84

-2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.61

1.31

-1.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

1.40

-1.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.63

-0.35

Drawdowns

BF-A vs. NVDA - Drawdown Comparison

The maximum BF-A drawdown since its inception was -70.24%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for BF-A and NVDA.


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Drawdown Indicators


BF-ANVDADifference

Max Drawdown

Largest peak-to-trough decline

-70.24%

-89.72%

+19.48%

Max Drawdown (1Y)

Largest decline over 1 year

-27.65%

-20.21%

-7.44%

Max Drawdown (3Y)

Largest decline over 3 years

-65.74%

-36.88%

-28.86%

Max Drawdown (5Y)

Largest decline over 5 years

-67.09%

-66.34%

-0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-68.32%

-66.34%

-1.98%

Current Drawdown

Current decline from peak

-64.79%

-5.48%

-59.31%

Average Drawdown

Average peak-to-trough decline

-14.78%

-36.21%

+21.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.79%

8.20%

+6.59%

Volatility

BF-A vs. NVDA - Volatility Comparison

The current volatility for Brown-Forman Corporation (BF-A) is 11.16%, while NVIDIA Corporation (NVDA) has a volatility of 11.79%. This indicates that BF-A 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.


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Volatility by Period


BF-ANVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.16%

11.79%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

29.69%

25.29%

+4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

40.10%

34.03%

+6.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.21%

51.66%

-22.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.16%

49.80%

-21.64%

Dividends

BF-A vs. NVDA - Dividend Comparison

BF-A's dividend yield for the trailing twelve months is around 3.55%, more than NVDA's 0.02% yield.


PositionTTM20252024202320222021202020192018201720162015
BF-A
Brown-Forman Corporation
3.55%3.46%2.33%1.40%1.17%2.55%0.96%1.07%3.11%1.11%1.50%1.17%
NVDA
NVIDIA Corporation
0.02%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%

Financials

BF-A vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between Brown-Forman Corporation 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B20222023202420252026
1.06B
81.62B
(BF-A) Total Revenue
(NVDA) Total Revenue
Values in USD except per share items

BF-A vs. NVDA - Profitability Comparison

The chart below illustrates the profitability comparison between Brown-Forman Corporation and NVIDIA Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20222023202420252026
60.6%
74.9%
Portfolio components
BF-A - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a gross profit of 640.00M and revenue of 1.06B. Therefore, the gross margin over that period was 60.6%.

NVDA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NVIDIA Corporation reported a gross profit of 61.16B and revenue of 81.62B. Therefore, the gross margin over that period was 74.9%.

BF-A - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported an operating income of 340.00M and revenue of 1.06B, resulting in an operating margin of 32.2%.

NVDA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NVIDIA Corporation reported an operating income of 53.54B and revenue of 81.62B, resulting in an operating margin of 65.6%.

BF-A - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a net income of 267.00M and revenue of 1.06B, resulting in a net margin of 25.3%.

NVDA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NVIDIA Corporation reported a net income of 58.32B and revenue of 81.62B, resulting in a net margin of 71.5%.


Frequently Asked Questions


BF-A and NVDA have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDA has higher volatility (11.79%) compared to BF-A (11.16%). In terms of maximum drawdown, BF-A dropped -70.24% vs NVDA's -89.72%.

NVDA currently has the higher Sharpe Ratio (1.84 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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