ICP-USD vs. NVDA
ICP-USD (Internet Computer) is a cryptocurrency, while NVDA (NVIDIA Corporation) is a stock. Over the past 5 years, ICP-USD returned -51.86%/yr vs 65.68%/yr for NVDA. At a 0.20 correlation, their price movements are largely independent.
Performance
ICP-USD vs. NVDA - Performance Comparison
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Returns By Period
In the year-to-date period, ICP-USD achieves a -4.55% return, which is significantly lower than NVDA's 17.39% return.
ICP-USD
- 1D
- -12.71%
- 1M
- 2.19%
- YTD
- -4.55%
- 6M
- -25.69%
- 1Y
- -47.96%
- 3Y*
- -14.57%
- 5Y*
- -51.86%
- 10Y*
- —
NVDA
- 1D
- 1.94%
- 1M
- 11.41%
- YTD
- 17.39%
- 6M
- 19.38%
- 1Y
- 54.29%
- 3Y*
- 77.51%
- 5Y*
- 65.68%
- 10Y*
- 69.25%
ICP-USD vs. NVDA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICP-USD Internet Computer | -4.55% | -71.20% | -25.93% | 237.58% | -83.87% | -94.28% |
NVDA NVIDIA Corporation | 17.39% | 38.92% | 171.25% | 239.02% | -50.26% | 98.66% |
Correlation
The correlation between ICP-USD and NVDA is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 10, 2021 | 0.20 |
The correlation between ICP-USD and NVDA shifts across timeframes, from 0.09 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ICP-USD vs. NVDA — Risk / Return Rank
ICP-USD
NVDA
ICP-USD vs. NVDA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Internet Computer (ICP-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.
| ICP-USD | NVDA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.27 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 2.70 | -3.32 |
| Martin ratioReturn relative to average drawdown | -0.90 | 6.62 | -7.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ICP-USD | NVDA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 1.60 | -2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.48 | 1.28 | -1.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.57 | 0.63 | -1.19 |
Drawdowns
ICP-USD vs. NVDA - Drawdown Comparison
The maximum ICP-USD drawdown since its inception was -99.51%, which is greater than NVDA's maximum drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for ICP-USD and NVDA.
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Drawdown Indicators
| ICP-USD | NVDA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.51% | -89.72% | -9.79% |
Max Drawdown (1Y)Largest decline over 1 year | -76.70% | -20.21% | -56.49% |
Max Drawdown (3Y)Largest decline over 3 years | -89.03% | -36.88% | -52.15% |
Max Drawdown (5Y)Largest decline over 5 years | -98.00% | -66.34% | -31.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.34% | — |
Current DrawdownCurrent decline from peak | -99.37% | -7.14% | -92.23% |
Average DrawdownAverage peak-to-trough decline | -96.62% | -36.20% | -60.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 61.62% | 8.23% | +53.39% |
Volatility
ICP-USD vs. NVDA - Volatility Comparison
Internet Computer (ICP-USD) has a higher volatility of 36.22% compared to NVIDIA Corporation (NVDA) at 12.53%. This indicates that ICP-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
| ICP-USD | NVDA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.22% | 12.53% | +23.69% |
Volatility (6M)Calculated over the trailing 6-month period | 68.50% | 25.59% | +42.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.87% | 34.16% | +56.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.71% | 51.67% | +38.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.81% | 49.80% | +43.01% |
Frequently Asked Questions
ICP-USD and NVDA have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICP-USD has higher volatility (36.22%) compared to NVDA (12.53%). In terms of maximum drawdown, ICP-USD dropped -99.51% vs NVDA's -89.72%.
NVDA currently has the higher Sharpe Ratio (1.60 vs -0.44), 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.
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