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HBAR-USD vs. NVDA
Performance
Return for Risk
Drawdowns
Volatility

Performance

HBAR-USD vs. NVDA - Performance Comparison

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

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Returns By Period

In the year-to-date period, HBAR-USD achieves a -26.14% return, which is significantly lower than NVDA's 10.16% return.


HBAR-USD

1D
0.30%
1M
-17.44%
YTD
-26.14%
6M
-36.26%
1Y
-50.71%
3Y*
20.01%
5Y*
-16.92%
10Y*

NVDA

1D
0.16%
1M
-12.86%
YTD
10.16%
6M
17.38%
1Y
44.72%
3Y*
71.13%
5Y*
63.13%
10Y*
67.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBAR-USD vs. NVDA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HBAR-USD
HederaHashgraph
-26.14%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%
NVDA
NVIDIA Corporation
10.16%38.92%171.25%239.02%-50.26%125.48%122.30%30.67%

Correlation

The correlation between HBAR-USD and NVDA is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2019

0.20

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Return for Risk

HBAR-USD vs. NVDA — Risk / Return Rank

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

HBAR-USD
HBAR-USD Risk / Return Rank: 6161
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5858
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6565
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6969
Martin Ratio Rank

NVDA
NVDA Risk / Return Rank: 7575
Overall Rank
NVDA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7373
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7171
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7777
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7777
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.

HBAR-USD vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-USD) 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.

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.


HBAR-USDNVDADifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.55

Omega ratioGain probability vs. loss probability

0.93

1.21

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.69

2.07

-2.76

Martin ratioReturn relative to average drawdown

-0.98

4.94

-5.92

HBAR-USD vs. NVDA - Sharpe Ratio Comparison

The current HBAR-USD Sharpe Ratio is -0.65, which is lower than the NVDA Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of HBAR-USD and NVDA, 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

HBAR-USD vs. NVDA - Drawdown Comparison

The maximum HBAR-USD drawdown since its inception was -97.58%, which is greater than NVDA's maximum drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and NVDA.


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Drawdown Indicators


HBAR-USDNVDADifference

Max Drawdown

Largest peak-to-trough decline

-97.58%

-89.72%

-7.86%

Max Drawdown (1Y)

Largest decline over 1 year

-73.39%

-20.21%

-53.18%

Max Drawdown (3Y)

Largest decline over 3 years

-79.29%

-36.88%

-42.41%

Max Drawdown (5Y)

Largest decline over 5 years

-92.79%

-66.34%

-26.45%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

Current Drawdown

Current decline from peak

-84.50%

-12.86%

-71.64%

Average Drawdown

Average peak-to-trough decline

-74.51%

-36.18%

-38.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.80%

8.46%

+43.34%

Volatility

HBAR-USD vs. NVDA - Volatility Comparison

HederaHashgraph (HBAR-USD) has a higher volatility of 16.33% compared to NVIDIA Corporation (NVDA) at 13.26%. This indicates that HBAR-USD'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.


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Volatility by Period


HBAR-USDNVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.33%

13.26%

+3.07%

Volatility (6M)

Calculated over the trailing 6-month period

43.30%

26.67%

+16.63%

Volatility (1Y)

Calculated over the trailing 1-year period

65.06%

35.00%

+30.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.17%

51.76%

+33.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.57%

49.84%

+58.73%

Frequently Asked Questions


HBAR-USD and NVDA have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBAR-USD has higher volatility (16.33%) compared to NVDA (13.26%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs NVDA's -89.72%.

NVDA currently has the higher Sharpe Ratio (1.20 vs -0.65), 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 HBAR-USD and NVDA

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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