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

Correlation

The correlation between FTXL and NVDA is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

FTXL vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Semiconductor ETF (FTXL) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
292.83%
6,859.00%
FTXL
NVDA

Key characteristics

Sharpe Ratio

FTXL:

-0.20

NVDA:

0.58

Sortino Ratio

FTXL:

0.01

NVDA:

1.16

Omega Ratio

FTXL:

1.00

NVDA:

1.14

Calmar Ratio

FTXL:

-0.21

NVDA:

0.94

Martin Ratio

FTXL:

-0.51

NVDA:

2.47

Ulcer Index

FTXL:

17.27%

NVDA:

14.07%

Daily Std Dev

FTXL:

44.00%

NVDA:

60.10%

Max Drawdown

FTXL:

-43.87%

NVDA:

-89.72%

Current Drawdown

FTXL:

-29.77%

NVDA:

-25.70%

Returns By Period

In the year-to-date period, FTXL achieves a -14.06% return, which is significantly higher than NVDA's -17.33% return.


FTXL

YTD

-14.06%

1M

-6.22%

6M

-19.12%

1Y

-11.82%

5Y*

15.90%

10Y*

N/A

NVDA

YTD

-17.33%

1M

-2.42%

6M

-21.56%

1Y

34.39%

5Y*

72.99%

10Y*

70.63%

*Annualized

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Risk-Adjusted Performance

FTXL vs. NVDA — Risk-Adjusted Performance Rank

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

FTXL
The Risk-Adjusted Performance Rank of FTXL is 1212
Overall Rank
The Sharpe Ratio Rank of FTXL is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXL is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FTXL is 1515
Omega Ratio Rank
The Calmar Ratio Rank of FTXL is 88
Calmar Ratio Rank
The Martin Ratio Rank of FTXL is 1111
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 7474
Overall Rank
The Sharpe Ratio Rank of NVDA is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 7070
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTXL vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Semiconductor ETF (FTXL) 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.


The chart of Sharpe ratio for FTXL, currently valued at -0.20, compared to the broader market-1.000.001.002.003.004.00
FTXL: -0.20
NVDA: 0.58
The chart of Sortino ratio for FTXL, currently valued at 0.01, compared to the broader market-2.000.002.004.006.008.00
FTXL: 0.01
NVDA: 1.16
The chart of Omega ratio for FTXL, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
FTXL: 1.00
NVDA: 1.14
The chart of Calmar ratio for FTXL, currently valued at -0.21, compared to the broader market0.002.004.006.008.0010.0012.00
FTXL: -0.21
NVDA: 0.94
The chart of Martin ratio for FTXL, currently valued at -0.51, compared to the broader market0.0020.0040.0060.00
FTXL: -0.51
NVDA: 2.47

The current FTXL Sharpe Ratio is -0.20, which is lower than the NVDA Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FTXL 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 Ratio-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.20
0.58
FTXL
NVDA

Dividends

FTXL vs. NVDA - Dividend Comparison

FTXL's dividend yield for the trailing twelve months is around 0.57%, more than NVDA's 0.04% yield.


TTM20242023202220212020201920182017201620152014
FTXL
First Trust Nasdaq Semiconductor ETF
0.57%0.54%0.60%0.89%0.25%0.48%0.92%0.71%0.47%0.12%0.00%0.00%
NVDA
NVIDIA Corporation
0.04%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

Drawdowns

FTXL vs. NVDA - Drawdown Comparison

The maximum FTXL drawdown since its inception was -43.87%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for FTXL and NVDA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.77%
-25.70%
FTXL
NVDA

Volatility

FTXL vs. NVDA - Volatility Comparison

First Trust Nasdaq Semiconductor ETF (FTXL) has a higher volatility of 26.99% compared to NVIDIA Corporation (NVDA) at 25.54%. This indicates that FTXL'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%NovemberDecember2025FebruaryMarchApril
26.99%
25.54%
FTXL
NVDA