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

Correlation

The correlation between GPRO and NVDA is 0.28, 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

GPRO vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GoPro, Inc. (GPRO) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
-34.58%
13.25%
GPRO
NVDA

Key characteristics

Sharpe Ratio

GPRO:

-1.02

NVDA:

1.64

Sortino Ratio

GPRO:

-1.81

NVDA:

2.18

Omega Ratio

GPRO:

0.79

NVDA:

1.28

Calmar Ratio

GPRO:

-0.66

NVDA:

3.44

Martin Ratio

GPRO:

-1.58

NVDA:

9.53

Ulcer Index

GPRO:

41.17%

NVDA:

9.76%

Daily Std Dev

GPRO:

63.87%

NVDA:

56.59%

Max Drawdown

GPRO:

-99.15%

NVDA:

-89.73%

Current Drawdown

GPRO:

-99.12%

NVDA:

-6.24%

Fundamentals

Market Cap

GPRO:

$130.85M

NVDA:

$3.41T

EPS

GPRO:

-$2.82

NVDA:

$2.53

PEG Ratio

GPRO:

1.01

NVDA:

1.00

Total Revenue (TTM)

GPRO:

$801.47M

NVDA:

$91.17B

Gross Profit (TTM)

GPRO:

$273.27M

NVDA:

$69.14B

EBITDA (TTM)

GPRO:

-$125.61M

NVDA:

$60.32B

Returns By Period

In the year-to-date period, GPRO achieves a -24.30% return, which is significantly lower than NVDA's 4.33% return. Over the past 10 years, GPRO has underperformed NVDA with an annualized return of -32.87%, while NVDA has yielded a comparatively higher 74.84% annualized return.


GPRO

YTD

-24.30%

1M

-24.99%

6M

-34.52%

1Y

-63.49%

5Y*

-26.78%

10Y*

-32.87%

NVDA

YTD

4.33%

1M

-0.51%

6M

13.25%

1Y

107.70%

5Y*

80.80%

10Y*

74.84%

*Annualized

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

GPRO vs. NVDA — Risk-Adjusted Performance Rank

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

GPRO
The Risk-Adjusted Performance Rank of GPRO is 55
Overall Rank
The Sharpe Ratio Rank of GPRO is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of GPRO is 33
Sortino Ratio Rank
The Omega Ratio Rank of GPRO is 55
Omega Ratio Rank
The Calmar Ratio Rank of GPRO is 1010
Calmar Ratio Rank
The Martin Ratio Rank of GPRO is 44
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 8888
Overall Rank
The Sharpe Ratio Rank of NVDA is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 8282
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 8181
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 9696
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 9191
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.

GPRO vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GoPro, Inc. (GPRO) 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 GPRO, currently valued at -1.02, compared to the broader market-2.000.002.00-1.021.64
The chart of Sortino ratio for GPRO, currently valued at -1.81, compared to the broader market-4.00-2.000.002.004.006.00-1.812.18
The chart of Omega ratio for GPRO, currently valued at 0.79, compared to the broader market0.501.001.502.000.791.28
The chart of Calmar ratio for GPRO, currently valued at -0.66, compared to the broader market0.002.004.006.00-0.663.44
The chart of Martin ratio for GPRO, currently valued at -1.58, compared to the broader market-10.000.0010.0020.0030.00-1.589.53
GPRO
NVDA

The current GPRO Sharpe Ratio is -1.02, which is lower than the NVDA Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of GPRO 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-1.000.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
-1.02
1.64
GPRO
NVDA

Dividends

GPRO vs. NVDA - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
GPRO
GoPro, Inc.
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%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

Drawdowns

GPRO vs. NVDA - Drawdown Comparison

The maximum GPRO drawdown since its inception was -99.15%, which is greater than NVDA's maximum drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for GPRO and NVDA. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.12%
-6.24%
GPRO
NVDA

Volatility

GPRO vs. NVDA - Volatility Comparison

GoPro, Inc. (GPRO) has a higher volatility of 30.96% compared to NVIDIA Corporation (NVDA) at 24.11%. This indicates that GPRO'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%30.00%SeptemberOctoberNovemberDecember2025February
30.96%
24.11%
GPRO
NVDA

Financials

GPRO vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between GoPro, Inc. 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
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 © 2025 PortfoliosLab