BWB vs. NVDA

In the year-to-date period, BWB achieves a 16.14% return, which is significantly higher than NVDA's 0.84% return.

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This table presents a comparison of risk-adjusted performance metrics for Bridgewater Bancshares, Inc. (BWB) 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 BWB Sharpe Ratio is 0.98, which is higher than the NVDA Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of BWB 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.

BWB has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.

The maximum BWB drawdown since its inception was -59.49%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for BWB and NVDA. For additional features, visit the drawdowns tool.

The current volatility for Bridgewater Bancshares, Inc. (BWB) is 11.38%, while NVIDIA Corporation (NVDA) has a volatility of 12.50%. This indicates that BWB 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 Bridgewater Bancshares, Inc. 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.