IBDP vs. NVDA
Compare and contrast key facts about iShares iBonds Dec 2024 Term Corporate ETF (IBDP) and NVIDIA Corporation (NVDA).
IBDP is a passively managed fund by iShares that tracks the performance of the Bloomberg December 2024 Maturity Corporate Index. It was launched on Mar 11, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBDP or NVDA.
Key characteristics
| IBDP | NVDA | |
|---|---|---|
| YTD Return | 4.60% | 199.51% |
| 1Y Return | 5.78% | 205.09% |
| 3Y Return (Ann) | 1.83% | 70.07% |
| 5Y Return (Ann) | 2.36% | 95.71% |
| Sharpe Ratio | 10.94 | 4.00 |
| Sortino Ratio | 28.25 | 3.97 |
| Omega Ratio | 6.99 | 1.51 |
| Calmar Ratio | 5.37 | 7.65 |
| Martin Ratio | 388.50 | 24.12 |
| Ulcer Index | 0.01% | 8.58% |
| Daily Std Dev | 0.53% | 51.74% |
| Max Drawdown | -17.06% | -89.73% |
| Current Drawdown | 0.00% | -0.40% |
Correlation
The correlation between IBDP and NVDA is 0.01, 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.
Performance
IBDP vs. NVDA - Performance Comparison
In the year-to-date period, IBDP achieves a 4.60% return, which is significantly lower than NVDA's 199.51% 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
IBDP vs. NVDA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2024 Term Corporate ETF (IBDP) 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
IBDP vs. NVDA - Dividend Comparison
IBDP's dividend yield for the trailing twelve months is around 4.08%, more than NVDA's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBDP iShares iBonds Dec 2024 Term Corporate ETF | 4.08% | 3.01% | 2.06% | 1.86% | 2.51% | 3.15% | 3.34% | 3.15% | 3.23% | 2.53% | 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
IBDP vs. NVDA - Drawdown Comparison
The maximum IBDP drawdown since its inception was -17.06%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for IBDP and NVDA. For additional features, visit the drawdowns tool.
Volatility
IBDP vs. NVDA - Volatility Comparison
The current volatility for iShares iBonds Dec 2024 Term Corporate ETF (IBDP) is 0.09%, while NVIDIA Corporation (NVDA) has a volatility of 11.39%. This indicates that IBDP 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.