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BIRDX vs. NVDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIRDX vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Developed Real Estate Index Fund (BIRDX) 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, BIRDX achieves a 6.90% return, which is significantly lower than NVDA's 17.39% return. Over the past 10 years, BIRDX has underperformed NVDA with an annualized return of 3.55%, while NVDA has yielded a comparatively higher 69.25% annualized return.


BIRDX

1D
-0.35%
1M
-2.37%
YTD
6.90%
6M
7.13%
1Y
11.60%
3Y*
9.40%
5Y*
1.46%
10Y*
3.55%

NVDA

1D
1.94%
1M
11.41%
YTD
17.39%
6M
19.38%
1Y
54.29%
3Y*
77.51%
5Y*
65.68%
10Y*
69.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIRDX vs. NVDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIRDX
iShares Developed Real Estate Index Fund
6.90%10.27%1.49%10.38%-24.68%26.90%-8.24%22.33%-4.80%7.56%
NVDA
NVIDIA Corporation
17.39%38.92%171.25%239.02%-50.26%125.48%122.30%76.94%-30.82%81.99%

Correlation

The correlation between BIRDX and NVDA is 0.02, 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

0.02

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

0.11

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

0.29

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

0.28

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.29

Over the past year, the correlation between BIRDX and NVDA has dropped to 0.02 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

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Return for Risk

BIRDX vs. NVDA — Risk / Return Rank

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

BIRDX
BIRDX Risk / Return Rank: 1414
Overall Rank
BIRDX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BIRDX Sortino Ratio Rank: 1313
Sortino Ratio Rank
BIRDX Omega Ratio Rank: 1313
Omega Ratio Rank
BIRDX Calmar Ratio Rank: 1313
Calmar Ratio Rank
BIRDX Martin Ratio Rank: 1616
Martin Ratio Rank

NVDA
NVDA Risk / Return Rank: 8080
Overall Rank
NVDA Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7979
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7575
Omega Ratio Rank
NVDA Calmar Ratio Rank: 8181
Calmar Ratio Rank
NVDA Martin Ratio Rank: 8080
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.

BIRDX vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Developed Real Estate Index Fund (BIRDX) 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.


BIRDXNVDADifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.18

1.27

-0.08

Calmar ratioReturn relative to maximum drawdown

1.17

2.70

-1.53

Martin ratioReturn relative to average drawdown

4.38

6.62

-2.23

BIRDX vs. NVDA - Sharpe Ratio Comparison

The current BIRDX Sharpe Ratio is 0.99, which is lower than the NVDA Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of BIRDX 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


BIRDXNVDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.60

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

1.28

-1.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

1.40

-1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.63

-0.41

Drawdowns

BIRDX vs. NVDA - Drawdown Comparison

The maximum BIRDX drawdown since its inception was -43.03%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for BIRDX and NVDA.


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Drawdown Indicators


BIRDXNVDADifference

Max Drawdown

Largest peak-to-trough decline

-43.03%

-89.72%

+46.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

-20.21%

+10.17%

Max Drawdown (3Y)

Largest decline over 3 years

-27.40%

-36.88%

+9.48%

Max Drawdown (5Y)

Largest decline over 5 years

-32.54%

-66.34%

+33.80%

Max Drawdown (10Y)

Largest decline over 10 years

-43.03%

-66.34%

+23.31%

Current Drawdown

Current decline from peak

-6.64%

-7.14%

+0.50%

Average Drawdown

Average peak-to-trough decline

-10.85%

-36.20%

+25.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

8.23%

-5.55%

Volatility

BIRDX vs. NVDA - Volatility Comparison

The current volatility for iShares Developed Real Estate Index Fund (BIRDX) is 3.62%, while NVIDIA Corporation (NVDA) has a volatility of 12.53%. This indicates that BIRDX 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


BIRDXNVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

12.53%

-8.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

25.59%

-16.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.87%

34.16%

-22.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.27%

51.67%

-32.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.09%

49.80%

-30.71%

Dividends

BIRDX vs. NVDA - Dividend Comparison

BIRDX's dividend yield for the trailing twelve months is around 6.65%, more than NVDA's 0.13% yield.


PositionTTM20252024202320222021202020192018201720162015
BIRDX
iShares Developed Real Estate Index Fund
6.65%6.84%23.69%2.99%1.24%4.18%1.91%6.67%4.18%1.70%2.24%0.00%
NVDA
NVIDIA Corporation
0.13%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%

Frequently Asked Questions


BIRDX and NVDA have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDA has higher volatility (12.53%) compared to BIRDX (3.62%). In terms of maximum drawdown, BIRDX dropped -43.03% vs NVDA's -89.72%.

NVDA currently has the higher Sharpe Ratio (1.60 vs 0.99), 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.

Portfolio Optimizer

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