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FTAI vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FTAI and NVDA is 0.25, 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.


-0.50.00.51.00.2

Performance

FTAI vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortress Transportation and Infrastructure Investors LLC (FTAI) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
37.44%
-1.41%
FTAI
NVDA

Key characteristics

Sharpe Ratio

FTAI:

4.33

NVDA:

3.01

Sortino Ratio

FTAI:

4.17

NVDA:

3.36

Omega Ratio

FTAI:

1.57

NVDA:

1.42

Calmar Ratio

FTAI:

6.80

NVDA:

5.82

Martin Ratio

FTAI:

35.00

NVDA:

18.12

Ulcer Index

FTAI:

5.37%

NVDA:

8.69%

Daily Std Dev

FTAI:

43.32%

NVDA:

52.35%

Max Drawdown

FTAI:

-72.79%

NVDA:

-89.73%

Current Drawdown

FTAI:

-27.61%

NVDA:

-13.41%

Fundamentals

Market Cap

FTAI:

$13.35B

NVDA:

$3.19T

EPS

FTAI:

-$0.08

NVDA:

$2.53

PEG Ratio

FTAI:

3.22

NVDA:

0.81

Total Revenue (TTM)

FTAI:

$1.56B

NVDA:

$113.27B

Gross Profit (TTM)

FTAI:

$552.30M

NVDA:

$85.93B

EBITDA (TTM)

FTAI:

$401.98M

NVDA:

$74.87B

Returns By Period

In the year-to-date period, FTAI achieves a 176.76% return, which is significantly higher than NVDA's 160.36% return.


FTAI

YTD

176.76%

1M

-22.30%

6M

35.85%

1Y

183.10%

5Y*

59.65%

10Y*

N/A

NVDA

YTD

160.36%

1M

-8.01%

6M

-4.90%

1Y

159.93%

5Y*

85.29%

10Y*

74.78%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FTAI vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortress Transportation and Infrastructure Investors LLC (FTAI) 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 FTAI, currently valued at 4.33, compared to the broader market-4.00-2.000.002.004.333.01
The chart of Sortino ratio for FTAI, currently valued at 4.17, compared to the broader market-4.00-2.000.002.004.004.173.36
The chart of Omega ratio for FTAI, currently valued at 1.57, compared to the broader market0.501.001.502.001.571.42
The chart of Calmar ratio for FTAI, currently valued at 6.80, compared to the broader market0.002.004.006.006.805.82
The chart of Martin ratio for FTAI, currently valued at 35.00, compared to the broader market0.0010.0020.0035.0018.12
FTAI
NVDA

The current FTAI Sharpe Ratio is 4.33, which is higher than the NVDA Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of FTAI 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 Ratio2.003.004.005.006.007.008.009.00JulyAugustSeptemberOctoberNovemberDecember
4.33
3.01
FTAI
NVDA

Dividends

FTAI vs. NVDA - Dividend Comparison

FTAI's dividend yield for the trailing twelve months is around 0.95%, more than NVDA's 0.02% yield.


TTM20232022202120202019201820172016201520142013
FTAI
Fortress Transportation and Infrastructure Investors LLC
0.95%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%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

FTAI vs. NVDA - Drawdown Comparison

The maximum FTAI drawdown since its inception was -72.79%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for FTAI and NVDA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.61%
-13.41%
FTAI
NVDA

Volatility

FTAI vs. NVDA - Volatility Comparison

Fortress Transportation and Infrastructure Investors LLC (FTAI) has a higher volatility of 14.85% compared to NVIDIA Corporation (NVDA) at 10.68%. This indicates that FTAI's price experiences larger fluctuations and is considered to be riskier 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
14.85%
10.68%
FTAI
NVDA

Financials

FTAI vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between Fortress Transportation and Infrastructure Investors LLC 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
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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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