CDROW vs. NVDA

Last updated Apr 1, 2026

Compare and contrast key facts about Codere Online Luxembourg S.A. Warrants (CDROW) and NVIDIA Corporation (NVDA).

Performance

CDROW vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Codere Online Luxembourg S.A. Warrants (CDROW) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

CDROW vs. NVDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CDROW Codere Online Luxembourg S.A. Warrants	-16.05%	35.00%	757.14%	-67.44%	-77.83%	-22.40%
NVDA NVIDIA Corporation	-5.76%	38.92%	171.25%	239.02%	-50.26%	-6.44%

Fundamentals

Total Revenue (TTM) CDROW : $200.70M NVDA : $215.94B
Gross Profit (TTM) CDROW : $181.92M NVDA : $153.46B
EBITDA (TTM) CDROW : $4.47M NVDA : $144.55B

Returns By Period

In the year-to-date period, CDROW achieves a -16.05% return, which is significantly lower than NVDA's -5.76% return.

CDROW

• 1D: -6.49%
• 1M: -2.19%
• YTD: -16.05%
• 6M: -28.42%
• 1Y: -1.45%
• 3Y*: 61.95%
• 5Y*: —
• 10Y*: —

NVDA

• 1D: 0.77%
• 1M: -3.68%
• YTD: -5.76%
• 6M: -6.13%
• 1Y: 59.59%
• 3Y*: 85.01%
• 5Y*: 66.40%
• 10Y*: 69.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CDROW vs. NVDA — Risk / Return Rank

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

CDROW

CDROW Risk / Return Rank: 41
CDROW Sharpe Ratio Rank: 40
CDROW Sortino Ratio Rank: 41
CDROW Omega Ratio Rank: 45
CDROW Calmar Ratio Rank: 38
CDROW Martin Ratio Rank: 39

NVDA

NVDA Risk / Return Rank: 82
NVDA Sharpe Ratio Rank: 83
NVDA Sortino Ratio Rank: 80
NVDA Omega Ratio Rank: 77
NVDA Calmar Ratio Rank: 86
NVDA Martin Ratio Rank: 84

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.

CDROW vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Codere Online Luxembourg S.A. Warrants (CDROW) 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.

	CDROW	NVDA	Difference
Sharpe ratio Return per unit of total volatility	-0.02	1.45	-1.47
Sortino ratio Return per unit of downside risk	0.46	2.14	-1.68
Omega ratio Gain probability vs. loss probability	1.08	1.27	-0.19
Calmar ratio Return relative to maximum drawdown	-0.06	3.08	-3.14
Martin ratio Return relative to average drawdown	-0.12	7.73	-7.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CDROW vs. NVDA - Sharpe Ratio Comparison

The current CDROW Sharpe Ratio is -0.02, which is lower than the NVDA Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of CDROW 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.

Sharpe Ratios by Period

	CDROW	NVDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.02	1.45	-1.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.29	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	0.61	-0.68

Correlation

The correlation between CDROW and NVDA is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

CDROW vs. NVDA - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CDROW Codere Online Luxembourg S.A. Warrants	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%

Drawdowns

CDROW vs. NVDA - Drawdown Comparison

The maximum CDROW drawdown since its inception was -95.63%, which is greater than NVDA's maximum drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for CDROW and NVDA.

Drawdown Indicators

	CDROW	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-95.63%	-89.72%	-5.91%
Max Drawdown (1Y) Largest decline over 1 year	-47.27%	-20.21%	-27.06%
Max Drawdown (5Y) Largest decline over 5 years	—	-66.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.34%	—
Current Drawdown Current decline from peak	-46.03%	-15.10%	-30.93%
Average Drawdown Average peak-to-trough decline	-56.86%	-36.40%	-20.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.23%	8.05%	+15.18%

Volatility

CDROW vs. NVDA - Volatility Comparison

Codere Online Luxembourg S.A. Warrants (CDROW) has a higher volatility of 21.49% compared to NVIDIA Corporation (NVDA) at 10.43%. This indicates that CDROW's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CDROW	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.49%	10.43%	+11.06%
Volatility (6M) Calculated over the trailing 6-month period	43.16%	25.79%	+17.37%
Volatility (1Y) Calculated over the trailing 1-year period	68.47%	41.42%	+27.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	194.44%	51.72%	+142.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	194.44%	49.84%	+144.60%

Financials