PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EGY vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


EGYNVDA
YTD Return29.37%198.17%
1Y Return51.36%214.54%
3Y Return (Ann)15.45%69.20%
5Y Return (Ann)25.85%95.71%
10Y Return (Ann)-1.31%77.81%
Sharpe Ratio1.104.20
Sortino Ratio1.834.08
Omega Ratio1.221.53
Calmar Ratio0.708.03
Martin Ratio3.7925.31
Ulcer Index13.55%8.58%
Daily Std Dev46.85%51.73%
Max Drawdown-99.09%-89.73%
Current Drawdown-59.01%-0.84%

Fundamentals


EGYNVDA
Market Cap$582.00M$3.62T
EPS$0.80$2.13
PE Ratio7.0169.31
PEG Ratio2.621.15
Total Revenue (TTM)$366.09M$78.19B
Gross Profit (TTM)$155.10M$59.77B
EBITDA (TTM)$215.98M$52.02B

Correlation

-0.50.00.51.00.2

The correlation between EGY and NVDA is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

EGY vs. NVDA - Performance Comparison

In the year-to-date period, EGY achieves a 29.37% return, which is significantly lower than NVDA's 198.17% return. Over the past 10 years, EGY has underperformed NVDA with an annualized return of -1.31%, while NVDA has yielded a comparatively higher 77.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
-7.69%
64.28%
EGY
NVDA

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EGY vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VAALCO Energy, Inc. (EGY) 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.


EGY
Sharpe ratio
The chart of Sharpe ratio for EGY, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.001.10
Sortino ratio
The chart of Sortino ratio for EGY, currently valued at 1.83, compared to the broader market-4.00-2.000.002.004.006.001.83
Omega ratio
The chart of Omega ratio for EGY, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for EGY, currently valued at 0.87, compared to the broader market0.002.004.006.000.87
Martin ratio
The chart of Martin ratio for EGY, currently valued at 3.79, compared to the broader market0.0010.0020.0030.003.79
NVDA
Sharpe ratio
The chart of Sharpe ratio for NVDA, currently valued at 4.20, compared to the broader market-4.00-2.000.002.004.004.20
Sortino ratio
The chart of Sortino ratio for NVDA, currently valued at 4.08, compared to the broader market-4.00-2.000.002.004.006.004.08
Omega ratio
The chart of Omega ratio for NVDA, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for NVDA, currently valued at 8.03, compared to the broader market0.002.004.006.008.03
Martin ratio
The chart of Martin ratio for NVDA, currently valued at 25.31, compared to the broader market0.0010.0020.0030.0025.31

EGY vs. NVDA - Sharpe Ratio Comparison

The current EGY Sharpe Ratio is 1.10, which is lower than the NVDA Sharpe Ratio of 4.20. The chart below compares the historical Sharpe Ratios of EGY 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.10
4.20
EGY
NVDA

Dividends

EGY vs. NVDA - Dividend Comparison

EGY's dividend yield for the trailing twelve months is around 4.46%, more than NVDA's 0.02% yield.


TTM20232022202120202019201820172016201520142013
EGY
VAALCO Energy, Inc.
4.46%5.57%2.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

Drawdowns

EGY vs. NVDA - Drawdown Comparison

The maximum EGY drawdown since its inception was -99.09%, which is greater than NVDA's maximum drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for EGY and NVDA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-37.67%
-0.84%
EGY
NVDA

Volatility

EGY vs. NVDA - Volatility Comparison

The current volatility for VAALCO Energy, Inc. (EGY) is 10.57%, while NVIDIA Corporation (NVDA) has a volatility of 11.26%. This indicates that EGY 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.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
10.57%
11.26%
EGY
NVDA

Financials

EGY vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between VAALCO Energy, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items