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INTL vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INTL and NVDA is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

INTL vs. NVDA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

INTL:

0.63

NVDA:

0.46

Sortino Ratio

INTL:

0.98

NVDA:

1.31

Omega Ratio

INTL:

1.14

NVDA:

1.17

Calmar Ratio

INTL:

0.77

NVDA:

1.16

Martin Ratio

INTL:

2.79

NVDA:

2.84

Ulcer Index

INTL:

3.99%

NVDA:

15.06%

Daily Std Dev

INTL:

17.90%

NVDA:

59.32%

Max Drawdown

INTL:

-14.48%

NVDA:

-89.72%

Current Drawdown

INTL:

0.00%

NVDA:

-9.31%

Returns By Period

In the year-to-date period, INTL achieves a 13.34% return, which is significantly higher than NVDA's 0.91% return.


INTL

YTD

13.34%

1M

5.84%

6M

13.13%

1Y

11.20%

3Y*

N/A

5Y*

N/A

10Y*

N/A

NVDA

YTD

0.91%

1M

22.06%

6M

-1.02%

1Y

27.31%

3Y*

93.23%

5Y*

74.16%

10Y*

73.90%

*Annualized

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Main International ETF

NVIDIA Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

INTL vs. NVDA — Risk-Adjusted Performance Rank

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

INTL
The Risk-Adjusted Performance Rank of INTL is 6565
Overall Rank
The Sharpe Ratio Rank of INTL is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of INTL is 6262
Sortino Ratio Rank
The Omega Ratio Rank of INTL is 6262
Omega Ratio Rank
The Calmar Ratio Rank of INTL is 7474
Calmar Ratio Rank
The Martin Ratio Rank of INTL is 7070
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 7676
Overall Rank
The Sharpe Ratio Rank of NVDA is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 7474
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 7171
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 8686
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

INTL vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Main International ETF (INTL) 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 INTL Sharpe Ratio is 0.63, which is higher than the NVDA Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of INTL 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

INTL vs. NVDA - Dividend Comparison

INTL's dividend yield for the trailing twelve months is around 2.39%, more than NVDA's 0.03% yield.


TTM20242023202220212020201920182017201620152014
INTL
Main International ETF
2.39%2.71%2.86%1.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

Drawdowns

INTL vs. NVDA - Drawdown Comparison

The maximum INTL drawdown since its inception was -14.48%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for INTL and NVDA.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

INTL vs. NVDA - Volatility Comparison

The current volatility for Main International ETF (INTL) is 2.74%, while NVIDIA Corporation (NVDA) has a volatility of 10.23%. This indicates that INTL 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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