EPGFX vs. NVDA
Compare and contrast key facts about EuroPac Gold Fund (EPGFX) and NVIDIA Corporation (NVDA).
EPGFX is managed by Euro Pacific Asset Management. It was launched on Jul 18, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPGFX or NVDA.
Key characteristics
| EPGFX | NVDA | |
|---|---|---|
| YTD Return | 17.42% | 193.39% |
| 1Y Return | 33.66% | 200.62% |
| 3Y Return (Ann) | -1.99% | 69.02% |
| 5Y Return (Ann) | 5.99% | 95.13% |
| 10Y Return (Ann) | 6.88% | 77.59% |
| Sharpe Ratio | 1.14 | 4.05 |
| Sortino Ratio | 1.70 | 3.99 |
| Omega Ratio | 1.20 | 1.52 |
| Calmar Ratio | 0.72 | 7.75 |
| Martin Ratio | 4.98 | 24.42 |
| Ulcer Index | 6.43% | 8.58% |
| Daily Std Dev | 28.09% | 51.82% |
| Max Drawdown | -57.97% | -89.73% |
| Current Drawdown | -23.27% | -2.43% |
Correlation
The correlation between EPGFX and NVDA is 0.11, 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
EPGFX vs. NVDA - Performance Comparison
In the year-to-date period, EPGFX achieves a 17.42% return, which is significantly lower than NVDA's 193.39% return. Over the past 10 years, EPGFX has underperformed NVDA with an annualized return of 6.88%, while NVDA has yielded a comparatively higher 77.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EPGFX vs. NVDA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund (EPGFX) 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.
Dividends
EPGFX vs. NVDA - Dividend Comparison
EPGFX has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPGFX EuroPac Gold Fund | 0.00% | 0.00% | 0.00% | 2.50% | 8.67% | 0.00% | 0.00% | 2.56% | 19.31% | 0.00% | 0.00% | 0.75% |
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
EPGFX vs. NVDA - Drawdown Comparison
The maximum EPGFX drawdown since its inception was -57.97%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for EPGFX and NVDA. For additional features, visit the drawdowns tool.
Volatility
EPGFX vs. NVDA - Volatility Comparison
The current volatility for EuroPac Gold Fund (EPGFX) is 9.51%, while NVIDIA Corporation (NVDA) has a volatility of 11.44%. This indicates that EPGFX 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.