GSHD vs. NVDL

In the year-to-date period, GSHD achieves a 3.88% return, which is significantly higher than NVDL's -33.66% return.

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This table presents a comparison of risk-adjusted performance metrics for Goosehead Insurance, Inc (GSHD) and GraniteShares 2x Long NVDA Daily ETF (NVDL). 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 current GSHD Sharpe Ratio is 1.56, which is higher than the NVDL Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of GSHD and NVDL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GSHD's dividend yield for the trailing twelve months is around 5.61%, while NVDL has not paid dividends to shareholders.

The maximum GSHD drawdown since its inception was -83.41%, which is greater than NVDL's maximum drawdown of -67.55%. Use the drawdown chart below to compare losses from any high point for GSHD and NVDL. For additional features, visit the drawdowns tool.

The current volatility for Goosehead Insurance, Inc (GSHD) is 20.26%, while GraniteShares 2x Long NVDA Daily ETF (NVDL) has a volatility of 28.11%. This indicates that GSHD experiences smaller price fluctuations and is considered to be less risky than NVDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.