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

Correlation

The correlation between FLXI.DE and NVDA is 0.27, 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.


-0.50.00.51.00.3

Performance

FLXI.DE vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE India UCITS ETF (FLXI.DE) 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
-3.01%
10.95%
FLXI.DE
NVDA

Key characteristics

Sharpe Ratio

FLXI.DE:

1.23

NVDA:

3.58

Sortino Ratio

FLXI.DE:

1.70

NVDA:

3.72

Omega Ratio

FLXI.DE:

1.25

NVDA:

1.47

Calmar Ratio

FLXI.DE:

3.04

NVDA:

6.92

Martin Ratio

FLXI.DE:

7.93

NVDA:

21.37

Ulcer Index

FLXI.DE:

2.30%

NVDA:

8.76%

Daily Std Dev

FLXI.DE:

14.78%

NVDA:

52.37%

Max Drawdown

FLXI.DE:

-40.58%

NVDA:

-89.73%

Current Drawdown

FLXI.DE:

-3.83%

NVDA:

-5.81%

Returns By Period

In the year-to-date period, FLXI.DE achieves a 18.24% return, which is significantly lower than NVDA's 183.21% return.


FLXI.DE

YTD

18.24%

1M

-0.99%

6M

-0.21%

1Y

19.44%

5Y*

13.07%

10Y*

N/A

NVDA

YTD

183.21%

1M

-1.21%

6M

11.22%

1Y

187.22%

5Y*

88.38%

10Y*

76.11%

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

FLXI.DE vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India UCITS ETF (FLXI.DE) 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 FLXI.DE, currently valued at 0.71, compared to the broader market0.002.004.000.713.68
The chart of Sortino ratio for FLXI.DE, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.0010.001.023.79
The chart of Omega ratio for FLXI.DE, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.49
The chart of Calmar ratio for FLXI.DE, currently valued at 0.95, compared to the broader market0.005.0010.0015.000.957.11
The chart of Martin ratio for FLXI.DE, currently valued at 2.68, compared to the broader market0.0020.0040.0060.0080.00100.002.6821.82
FLXI.DE
NVDA

The current FLXI.DE Sharpe Ratio is 1.23, which is lower than the NVDA Sharpe Ratio of 3.58. The chart below compares the historical Sharpe Ratios of FLXI.DE 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.71
3.68
FLXI.DE
NVDA

Dividends

FLXI.DE vs. NVDA - Dividend Comparison

FLXI.DE has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.


TTM20232022202120202019201820172016201520142013
FLXI.DE
Franklin FTSE India UCITS ETF
0.00%0.00%0.00%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

FLXI.DE vs. NVDA - Drawdown Comparison

The maximum FLXI.DE drawdown since its inception was -40.58%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for FLXI.DE and NVDA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.36%
-5.81%
FLXI.DE
NVDA

Volatility

FLXI.DE vs. NVDA - Volatility Comparison

The current volatility for Franklin FTSE India UCITS ETF (FLXI.DE) is 3.24%, while NVIDIA Corporation (NVDA) has a volatility of 9.35%. This indicates that FLXI.DE 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.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
3.24%
9.35%
FLXI.DE
NVDA
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab