IMOM vs. NVDA

Last updated Apr 1, 2026

Compare and contrast key facts about Alpha Architect International Quantitative Momentum ETF (IMOM) and NVIDIA Corporation (NVDA).

IMOM is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the Alpha Architect Intern.Quan. Mome. (USD)(TR). It was launched on Dec 23, 2015.

Performance

IMOM vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect International Quantitative Momentum ETF (IMOM) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

IMOM vs. NVDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IMOM Alpha Architect International Quantitative Momentum ETF	4.48%	47.20%	5.22%	9.15%	-21.92%	-0.75%	28.39%	18.26%	-23.07%	34.83%
NVDA NVIDIA Corporation	-6.48%	38.92%	171.25%	239.02%	-50.26%	125.48%	122.30%	76.94%	-30.82%	81.99%

Returns By Period

In the year-to-date period, IMOM achieves a 4.48% return, which is significantly higher than NVDA's -6.48% return. Over the past 10 years, IMOM has underperformed NVDA with an annualized return of 7.19%, while NVDA has yielded a comparatively higher 69.61% annualized return.

IMOM

• 1D: 4.18%
• 1M: -11.99%
• YTD: 4.48%
• 6M: 11.43%
• 1Y: 44.75%
• 3Y*: 18.46%
• 5Y*: 6.53%
• 10Y*: 7.19%

NVDA

• 1D: 5.59%
• 1M: -1.57%
• YTD: -6.48%
• 6M: -6.52%
• 1Y: 60.95%
• 3Y*: 84.54%
• 5Y*: 66.14%
• 10Y*: 69.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IMOM vs. NVDA — Risk / Return Rank

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

IMOM

IMOM Risk / Return Rank: 90
IMOM Sharpe Ratio Rank: 91
IMOM Sortino Ratio Rank: 91
IMOM Omega Ratio Rank: 91
IMOM Calmar Ratio Rank: 88
IMOM Martin Ratio Rank: 91

NVDA

NVDA Risk / Return Rank: 83
NVDA Sharpe Ratio Rank: 85
NVDA Sortino Ratio Rank: 82
NVDA Omega Ratio Rank: 80
NVDA Calmar Ratio Rank: 86
NVDA Martin Ratio Rank: 85

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.

IMOM vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Momentum ETF (IMOM) 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.

	IMOM	NVDA	Difference
Sharpe ratio Return per unit of total volatility	2.01	1.48	+0.53
Sortino ratio Return per unit of downside risk	2.57	2.17	+0.39
Omega ratio Gain probability vs. loss probability	1.39	1.27	+0.12
Calmar ratio Return relative to maximum drawdown	2.72	2.92	-0.21
Martin ratio Return relative to average drawdown	11.73	7.39	+4.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMOM vs. NVDA - Sharpe Ratio Comparison

The current IMOM Sharpe Ratio is 2.01, which is higher than the NVDA Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of IMOM 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.

Sharpe Ratios by Period

	IMOM	NVDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.01	1.48	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	1.29	-0.96
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	1.40	-1.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.61	-0.27

Correlation

The correlation between IMOM and NVDA is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IMOM vs. NVDA - Dividend Comparison

IMOM's dividend yield for the trailing twelve months is around 2.42%, more than NVDA's 0.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMOM Alpha Architect International Quantitative Momentum ETF	2.42%	2.53%	4.52%	2.95%	6.06%	1.27%	0.59%	1.17%	0.78%	1.11%	0.54%	0.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

Drawdowns

IMOM vs. NVDA - Drawdown Comparison

The maximum IMOM drawdown since its inception was -45.74%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for IMOM and NVDA.

Drawdown Indicators

	IMOM	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-45.74%	-89.72%	+43.98%
Max Drawdown (1Y) Largest decline over 1 year	-15.61%	-20.21%	+4.60%
Max Drawdown (5Y) Largest decline over 5 years	-39.27%	-66.34%	+27.07%
Max Drawdown (10Y) Largest decline over 10 years	-45.74%	-66.34%	+20.60%
Current Drawdown Current decline from peak	-12.08%	-15.76%	+3.68%
Average Drawdown Average peak-to-trough decline	-14.37%	-36.40%	+22.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.61%	7.99%	-4.38%

Volatility

IMOM vs. NVDA - Volatility Comparison

Alpha Architect International Quantitative Momentum ETF (IMOM) and NVIDIA Corporation (NVDA) have volatilities of 10.61% and 10.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IMOM	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.61%	10.46%	+0.15%
Volatility (6M) Calculated over the trailing 6-month period	15.14%	25.91%	-10.77%
Volatility (1Y) Calculated over the trailing 1-year period	22.43%	41.44%	-19.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.93%	51.74%	-31.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.09%	49.85%	-29.76%