IMMR vs. NVDA

In the year-to-date period, IMMR achieves a 31.70% return, which is significantly lower than NVDA's 172.06% return. Over the past 10 years, IMMR has underperformed NVDA with an annualized return of 0.51%, while NVDA has yielded a comparatively higher 75.35% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) 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.

The current IMMR Sharpe Ratio is 0.74, which is lower than the NVDA Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of IMMR and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IMMR's dividend yield for the trailing twelve months is around 1.98%, more than NVDA's 0.02% yield.

The maximum IMMR drawdown since its inception was -98.66%, which is greater than NVDA's maximum drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for IMMR and NVDA. For additional features, visit the drawdowns tool.

Immersion Corporation (IMMR) has a higher volatility of 14.30% compared to NVIDIA Corporation (NVDA) at 10.07%. This indicates that IMMR'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.

This section allows you to compare key financial metrics between Immersion Corporation and NVIDIA Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.