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GSHD vs. NVDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSHD vs. NVDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goosehead Insurance, Inc (GSHD) and GraniteShares 2x Long NVDA Daily ETF (NVDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSHD achieves a -45.61% return, which is significantly lower than NVDL's 2.41% return.


GSHD

1D
2.69%
1M
-3.89%
YTD
-45.61%
6M
-46.65%
1Y
-60.63%
3Y*
-11.57%
5Y*
-19.46%
10Y*

NVDL

1D
-8.23%
1M
-15.60%
YTD
2.41%
6M
-0.74%
1Y
52.74%
3Y*
92.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSHD vs. NVDL - Yearly Performance Comparison


2026 (YTD)2025202420232022
GSHD
Goosehead Insurance, Inc
-45.61%-27.42%41.45%120.73%-13.78%
NVDL
GraniteShares 2x Long NVDA Daily ETF
2.41%32.57%344.58%432.18%-28.71%

Correlation

The correlation between GSHD and NVDL is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2022

0.09

The correlation between GSHD and NVDL shifts across timeframes, from -0.05 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GSHD vs. NVDL — Risk / Return Rank

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

GSHD
GSHD Risk / Return Rank: 66
Overall Rank
GSHD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
GSHD Sortino Ratio Rank: 44
Sortino Ratio Rank
GSHD Omega Ratio Rank: 55
Omega Ratio Rank
GSHD Calmar Ratio Rank: 77
Calmar Ratio Rank
GSHD Martin Ratio Rank: 88
Martin Ratio Rank

NVDL
NVDL Risk / Return Rank: 2424
Overall Rank
NVDL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
NVDL Sortino Ratio Rank: 2626
Sortino Ratio Rank
NVDL Omega Ratio Rank: 2525
Omega Ratio Rank
NVDL Calmar Ratio Rank: 2626
Calmar Ratio Rank
NVDL Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSHD vs. NVDL - Risk-Adjusted Trends Comparison

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GSHDNVDLDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-3.18

Omega ratioGain probability vs. loss probability

0.79

1.17

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.90

1.25

-2.16

Martin ratioReturn relative to average drawdown

-1.44

2.75

-4.19

GSHD vs. NVDL - Sharpe Ratio Comparison

The current GSHD Sharpe Ratio is -1.07, which is lower than the NVDL Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of GSHD and NVDL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GSHD vs. NVDL - Drawdown Comparison

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.


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Drawdown Indicators


GSHDNVDLDifference

Max Drawdown

Largest peak-to-trough decline

-83.41%

-67.55%

-15.86%

Max Drawdown (1Y)

Largest decline over 1 year

-67.42%

-42.23%

-25.19%

Max Drawdown (3Y)

Largest decline over 3 years

-72.25%

-67.55%

-4.70%

Max Drawdown (5Y)

Largest decline over 5 years

-83.41%

Current Drawdown

Current decline from peak

-76.13%

-30.16%

-45.97%

Average Drawdown

Average peak-to-trough decline

-39.19%

-17.07%

-22.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.09%

19.22%

+22.87%

Volatility

GSHD vs. NVDL - Volatility Comparison

The current volatility for Goosehead Insurance, Inc (GSHD) is 21.94%, while GraniteShares 2x Long NVDA Daily ETF (NVDL) has a volatility of 26.32%. 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.


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Volatility by Period


GSHDNVDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.94%

26.32%

-4.38%

Volatility (6M)

Calculated over the trailing 6-month period

47.19%

53.60%

-6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

56.80%

70.66%

-13.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.68%

90.42%

-31.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.60%

90.42%

-29.82%

Dividends

GSHD vs. NVDL - Dividend Comparison

Neither GSHD nor NVDL has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
GSHD
Goosehead Insurance, Inc
0.00%8.02%0.00%0.00%0.00%1.25%1.26%0.97%
NVDL
GraniteShares 2x Long NVDA Daily ETF
0.00%0.00%0.00%11.29%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GSHD and NVDL have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDL has higher volatility (26.32%) compared to GSHD (21.94%). In terms of maximum drawdown, GSHD dropped -83.41% vs NVDL's -67.55%.

NVDL currently has the higher Sharpe Ratio (0.75 vs -1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GSHD and NVDL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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