EPGFX vs. NVDA

Last updated Jun 5, 2026

EPGFX (EuroPac Gold Fund) is Precious Metals fund managed by Euro Pacific Asset Management, while NVDA (NVIDIA Corporation) is a stock. Over the past 10 years, EPGFX returned 12.45%/yr vs 69.25%/yr for NVDA. At a 0.12 correlation, their price movements are largely independent.

Performance

EPGFX vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EuroPac Gold Fund (EPGFX) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPGFX achieves a 2.99% return, which is significantly lower than NVDA's 17.39% return. Over the past 10 years, EPGFX has underperformed NVDA with an annualized return of 12.45%, while NVDA has yielded a comparatively higher 69.25% annualized return.

EPGFX

• 1D: -3.78%
• 1M: 0.69%
• YTD: 2.99%
• 6M: 8.21%
• 1Y: 59.23%
• 3Y*: 33.97%
• 5Y*: 12.77%
• 10Y*: 12.45%

NVDA

• 1D: 1.94%
• 1M: 11.41%
• YTD: 17.39%
• 6M: 19.38%
• 1Y: 54.29%
• 3Y*: 77.51%
• 5Y*: 65.68%
• 10Y*: 69.25%

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

EPGFX vs. NVDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPGFX EuroPac Gold Fund	2.99%	129.06%	8.51%	2.31%	-14.00%	-18.06%	36.99%	37.25%	-13.85%	12.73%
NVDA NVIDIA Corporation	17.39%	38.92%	171.25%	239.02%	-50.26%	125.48%	122.30%	76.94%	-30.82%	81.99%

Correlation

The correlation between EPGFX and NVDA is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Jan 3, 2014	0.12

Return for Risk

EPGFX vs. NVDA — Risk / Return Rank

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

EPGFX

EPGFX Risk / Return Rank: 28
EPGFX Sharpe Ratio Rank: 30
EPGFX Sortino Ratio Rank: 22
EPGFX Omega Ratio Rank: 29
EPGFX Calmar Ratio Rank: 33
EPGFX Martin Ratio Rank: 25

NVDA

NVDA Risk / Return Rank: 80
NVDA Sharpe Ratio Rank: 83
NVDA Sortino Ratio Rank: 79
NVDA Omega Ratio Rank: 75
NVDA Calmar Ratio Rank: 81
NVDA Martin Ratio Rank: 80

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.

EPGFX vs. NVDA - Risk-Adjusted Trends 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.

	EPGFX	NVDA	Difference
Sharpe ratio: Return per unit of total volatility	1.59	1.60	0.00
Sortino ratio: Return per unit of downside risk	1.96	2.21	-0.25
Omega ratio: Gain probability vs. loss probability	1.28	1.27	+0.02
Calmar ratio: Return relative to maximum drawdown	2.13	2.70	-0.57
Martin ratio: Return relative to average drawdown	5.99	6.62	-0.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPGFX vs. NVDA - Sharpe Ratio Comparison

The current EPGFX Sharpe Ratio is 1.59, which is comparable to the NVDA Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of EPGFX and NVDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EPGFX	NVDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	1.60	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	1.28	-0.88
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	1.40	-1.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.63	-0.29

Drawdowns

EPGFX vs. NVDA - Drawdown Comparison

The maximum EPGFX drawdown since its inception was -56.70%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for EPGFX and NVDA.

Drawdown Indicators

	EPGFX	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-56.70%	-89.72%	+33.02%
Max Drawdown (1Y) Largest decline over 1 year	-28.88%	-20.21%	-8.67%
Max Drawdown (3Y) Largest decline over 3 years	-28.88%	-36.88%	+8.00%
Max Drawdown (5Y) Largest decline over 5 years	-47.20%	-66.34%	+19.14%
Max Drawdown (10Y) Largest decline over 10 years	-51.03%	-66.34%	+15.31%
Current Drawdown Current decline from peak	-21.47%	-7.14%	-14.33%
Average Drawdown Average peak-to-trough decline	-22.03%	-36.20%	+14.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.26%	8.23%	+2.03%

Volatility

EPGFX vs. NVDA - Volatility Comparison

EuroPac Gold Fund (EPGFX) and NVIDIA Corporation (NVDA) have volatilities of 12.90% and 12.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPGFX	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.90%	12.53%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	31.94%	25.59%	+6.35%
Volatility (1Y) Calculated over the trailing 1-year period	38.64%	34.16%	+4.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.52%	51.67%	-19.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.43%	49.80%	-17.37%

Dividends

EPGFX vs. NVDA - Dividend Comparison

EPGFX's dividend yield for the trailing twelve months is around 6.66%, more than NVDA's 0.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPGFX EuroPac Gold Fund	6.66%	6.86%	10.36%	0.00%	0.00%	2.49%	8.67%	0.00%	0.00%	2.56%	19.31%	0.00%
NVDA NVIDIA Corporation	0.13%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

Frequently Asked Questions

Can I hold both EPGFX and NVDA in my portfolio?

EPGFX and NVDA have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPGFX or NVDA?

EPGFX has higher volatility (12.90%) compared to NVDA (12.53%). In terms of maximum drawdown, EPGFX dropped -56.70% vs NVDA's -89.72%.

Which has better risk-adjusted returns?

NVDA currently has the higher Sharpe Ratio (1.60 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.