DUSA vs. NVDA

In the year-to-date period, DUSA achieves a 5.30% return, which is significantly higher than NVDA's -8.40% return.

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This table presents a comparison of risk-adjusted performance metrics for Davis Select U.S. Equity ETF (DUSA) 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 DUSA Sharpe Ratio is 0.56, which is comparable to the NVDA Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of DUSA 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.

DUSA's dividend yield for the trailing twelve months is around 0.81%, more than NVDA's 0.03% yield.

The maximum DUSA drawdown since its inception was -36.71%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for DUSA and NVDA. For additional features, visit the drawdowns tool.

The current volatility for Davis Select U.S. Equity ETF (DUSA) is 6.64%, while NVIDIA Corporation (NVDA) has a volatility of 14.02%. This indicates that DUSA 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.