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EPGFX vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EPGFX and NVDA is 0.12, 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.


-0.50.00.51.00.1

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.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-0.74%
-1.41%
EPGFX
NVDA

Key characteristics

Sharpe Ratio

EPGFX:

0.39

NVDA:

3.01

Sortino Ratio

EPGFX:

0.73

NVDA:

3.36

Omega Ratio

EPGFX:

1.08

NVDA:

1.42

Calmar Ratio

EPGFX:

0.25

NVDA:

5.82

Martin Ratio

EPGFX:

1.42

NVDA:

18.12

Ulcer Index

EPGFX:

7.75%

NVDA:

8.69%

Daily Std Dev

EPGFX:

28.31%

NVDA:

52.35%

Max Drawdown

EPGFX:

-57.97%

NVDA:

-89.73%

Current Drawdown

EPGFX:

-28.78%

NVDA:

-13.41%

Returns By Period

In the year-to-date period, EPGFX achieves a 8.98% return, which is significantly lower than NVDA's 160.36% return. Over the past 10 years, EPGFX has underperformed NVDA with an annualized return of 6.27%, while NVDA has yielded a comparatively higher 74.78% annualized return.


EPGFX

YTD

8.98%

1M

-6.67%

6M

0.85%

1Y

7.94%

5Y*

3.31%

10Y*

6.27%

NVDA

YTD

160.36%

1M

-8.01%

6M

-4.90%

1Y

159.93%

5Y*

85.29%

10Y*

74.78%

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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.


Sharpe ratio
The chart of Sharpe ratio for EPGFX, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.000.393.01
The chart of Sortino ratio for EPGFX, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.0010.000.733.36
The chart of Omega ratio for EPGFX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.42
The chart of Calmar ratio for EPGFX, currently valued at 0.25, compared to the broader market0.005.0010.0015.000.255.82
The chart of Martin ratio for EPGFX, currently valued at 1.42, compared to the broader market0.0020.0040.0060.001.4218.12
EPGFX
NVDA

The current EPGFX Sharpe Ratio is 0.39, which is lower than the NVDA Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of EPGFX 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.39
3.01
EPGFX
NVDA

Dividends

EPGFX vs. NVDA - Dividend Comparison

EPGFX's dividend yield for the trailing twelve months is around 10.32%, more than NVDA's 0.02% yield.


TTM20232022202120202019201820172016201520142013
EPGFX
EuroPac Gold Fund
10.32%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.78%
-13.41%
EPGFX
NVDA

Volatility

EPGFX vs. NVDA - Volatility Comparison

The current volatility for EuroPac Gold Fund (EPGFX) is 9.04%, while NVIDIA Corporation (NVDA) has a volatility of 10.68%. 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.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
9.04%
10.68%
EPGFX
NVDA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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