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IJR vs. NVDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJR vs. NVDA

Last updated Jun 14, 2026

IJR (iShares Core S&P Small-Cap ETF) is Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index, while NVDA (NVIDIA Corporation) is a stock. Over the past 10 years, IJR returned 11.16%/yr vs 67.95%/yr for NVDA. At a 0.50 correlation, their price movements are largely independent.

Performance

IJR vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Small-Cap ETF (IJR) 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, IJR achieves a 19.73% return, which is significantly higher than NVDA's 10.16% return. Over the past 10 years, IJR has underperformed NVDA with an annualized return of 11.16%, while NVDA has yielded a comparatively higher 67.95% annualized return.

IJR

1D
0.97%
1M
5.53%
YTD
19.73%
6M
16.47%
1Y
37.01%
3Y*
14.75%
5Y*
6.25%
10Y*
11.16%

NVDA

1D
0.16%
1M
-8.83%
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)

IJR vs. NVDA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJR
iShares Core S&P Small-Cap ETF		19.73%5.89%8.63%16.06%-16.20%26.58%11.28%22.82%-8.51%13.15%
NVDA
NVIDIA Corporation		10.16%38.92%171.25%239.02%-50.26%125.48%122.30%76.94%-30.82%81.99%

Correlation

The correlation between IJR and NVDA is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.26

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

0.29

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

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since May 26, 2000

0.50

Over the past year, the correlation between IJR and NVDA has dropped to 0.26 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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iShares Core S&P Small-Cap ETF

NVIDIA Corporation

Often compared with IJR:
IJR vs. IWMIJR vs. VBIJR vs. AVUVIJR vs. IJSIJR vs. IJHIJR vs. SCHAIJR vs. VBR
Often compared with NVDA:
NVDA vs. AMDNVDA vs. AAPLNVDA vs. AVGONVDA vs. TSMNVDA vs. SPYNVDA vs. AMZNNVDA vs. QQQ

Return for Risk

IJR vs. NVDA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJR
IJR Risk / Return Rank: 7474
Overall Rank
IJR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 7272
Sortino Ratio Rank
IJR Omega Ratio Rank: 6464
Omega Ratio Rank
IJR Calmar Ratio Rank: 8484
Calmar Ratio Rank
IJR Martin Ratio Rank: 7979
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.

IJR vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) 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.

IJRNVDADifference
Sharpe ratioReturn per unit of total volatility
1.94
1.20

+0.75

Sortino ratioReturn per unit of downside risk
2.80
1.75

+1.05

Omega ratioGain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratioReturn relative to maximum drawdown

3.97

2.07

+1.90

Martin ratioReturn relative to average drawdown

13.35

4.94

+8.41

IJR vs. NVDA - Sharpe Ratio Comparison

The current IJR Sharpe Ratio is 1.94, which is higher than the NVDA Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of IJR 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

IJR vs. NVDA - Drawdown Comparison

The maximum IJR drawdown since its inception was -58.15%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for IJR and NVDA.

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Drawdown Indicators

IJRNVDADifference

Max Drawdown

Largest peak-to-trough decline

-58.15%

-89.72%

+31.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-20.21%

+11.53%

Max Drawdown (3Y)

Largest decline over 3 years

-28.02%

-36.88%

+8.86%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-66.34%

+38.32%

Max Drawdown (10Y)

Largest decline over 10 years

-44.36%

-66.34%

+21.98%

Current Drawdown

Current decline from peak

0.00%

-12.86%

+12.86%

Average Drawdown

Average peak-to-trough decline

-9.27%

-36.18%

+26.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

8.46%

-5.87%

Volatility

IJR vs. NVDA - Volatility Comparison

The current volatility for iShares Core S&P Small-Cap ETF (IJR) is 5.18%, while NVIDIA Corporation (NVDA) has a volatility of 13.26%. This indicates that IJR 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.

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Volatility by Period

IJRNVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

13.26%

-8.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.97%

26.67%

-14.70%

Volatility (1Y)

Calculated over the trailing 1-year period

17.76%

35.00%

-17.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.43%

51.76%

-30.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

49.84%

-26.92%

Dividends

IJR vs. NVDA - Dividend Comparison

IJR's dividend yield for the trailing twelve months is around 1.11%, more than NVDA's 0.14% yield.

PositionTTM20252024202320222021202020192018201720162015
IJR
iShares Core S&P Small-Cap ETF		1.11%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%
NVDA
NVIDIA Corporation		0.14%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%

Frequently Asked Questions

IJR and NVDA have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDA has higher volatility (13.26%) compared to IJR (5.18%). In terms of maximum drawdown, IJR dropped -58.15% vs NVDA's -89.72%.

IJR currently has the higher Sharpe Ratio (1.94 vs 1.20), 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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