DUOL vs. NVDA

In the year-to-date period, DUOL achieves a 8.17% return, which is significantly higher than NVDA's -3.95% return.

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This table presents a comparison of risk-adjusted performance metrics for Duolingo, Inc. (DUOL) 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 DUOL Sharpe Ratio is 1.54, which is comparable to the NVDA Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of DUOL 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.

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

The maximum DUOL drawdown since its inception was -68.92%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for DUOL and NVDA. For additional features, visit the drawdowns tool.

The current volatility for Duolingo, Inc. (DUOL) is 14.09%, while NVIDIA Corporation (NVDA) has a volatility of 24.65%. This indicates that DUOL 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 Duolingo, 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.