FTXL vs. NVDA
Compare and contrast key facts about First Trust Nasdaq Semiconductor ETF (FTXL) and NVIDIA Corporation (NVDA).
FTXL is a passively managed fund by First Trust that tracks the performance of the Nasdaq U.S. Smart Semiconductor Index. It was launched on Sep 20, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTXL or NVDA.
Key characteristics
| FTXL | NVDA | |
|---|---|---|
| YTD Return | 13.43% | 193.39% |
| 1Y Return | 33.47% | 200.62% |
| 3Y Return (Ann) | 6.92% | 69.02% |
| 5Y Return (Ann) | 19.57% | 95.13% |
| Sharpe Ratio | 1.15 | 4.05 |
| Sortino Ratio | 1.63 | 3.99 |
| Omega Ratio | 1.21 | 1.52 |
| Calmar Ratio | 1.55 | 7.75 |
| Martin Ratio | 4.10 | 24.42 |
| Ulcer Index | 9.46% | 8.58% |
| Daily Std Dev | 33.69% | 51.82% |
| Max Drawdown | -43.87% | -89.73% |
| Current Drawdown | -13.84% | -2.43% |
Correlation
The correlation between FTXL and NVDA is 0.74, 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.
Performance
FTXL vs. NVDA - Performance Comparison
In the year-to-date period, FTXL achieves a 13.43% return, which is significantly lower than NVDA's 193.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
FTXL vs. NVDA - Dividend Comparison
FTXL's dividend yield for the trailing twelve months is around 0.51%, more than NVDA's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXL First Trust Nasdaq Semiconductor ETF | 0.51% | 0.60% | 0.89% | 0.25% | 0.48% | 0.92% | 0.70% | 0.47% | 0.12% | 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
FTXL vs. NVDA - Drawdown Comparison
The maximum FTXL drawdown since its inception was -43.87%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for FTXL and NVDA. For additional features, visit the drawdowns tool.
Volatility
FTXL vs. NVDA - Volatility Comparison
The current volatility for First Trust Nasdaq Semiconductor ETF (FTXL) is 9.52%, while NVIDIA Corporation (NVDA) has a volatility of 11.44%. This indicates that FTXL 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.