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IR vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IR and NVDA is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

IR vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ingersoll-Rand Plc (IR) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
356.35%
3,274.12%
IR
NVDA

Key characteristics

Sharpe Ratio

IR:

-0.45

NVDA:

0.56

Sortino Ratio

IR:

-0.42

NVDA:

1.14

Omega Ratio

IR:

0.94

NVDA:

1.14

Calmar Ratio

IR:

-0.40

NVDA:

0.92

Martin Ratio

IR:

-1.11

NVDA:

2.42

Ulcer Index

IR:

13.01%

NVDA:

13.98%

Daily Std Dev

IR:

32.41%

NVDA:

60.06%

Max Drawdown

IR:

-49.12%

NVDA:

-89.73%

Current Drawdown

IR:

-28.09%

NVDA:

-28.77%

Fundamentals

Market Cap

IR:

$29.57B

NVDA:

$2.51T

EPS

IR:

$2.06

NVDA:

$2.94

PE Ratio

IR:

35.62

NVDA:

34.94

PEG Ratio

IR:

1.04

NVDA:

1.45

PS Ratio

IR:

4.09

NVDA:

19.20

PB Ratio

IR:

2.86

NVDA:

31.59

Total Revenue (TTM)

IR:

$5.56B

NVDA:

$130.50B

Gross Profit (TTM)

IR:

$2.33B

NVDA:

$97.86B

EBITDA (TTM)

IR:

$1.49B

NVDA:

$86.14B

Returns By Period

In the year-to-date period, IR achieves a -16.25% return, which is significantly higher than NVDA's -20.74% return.


IR

YTD

-16.25%

1M

-8.05%

6M

-21.01%

1Y

-18.05%

5Y*

22.79%

10Y*

N/A

NVDA

YTD

-20.74%

1M

-11.82%

6M

-24.19%

1Y

33.61%

5Y*

71.60%

10Y*

69.99%

*Annualized

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Risk-Adjusted Performance

IR vs. NVDA — Risk-Adjusted Performance Rank

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

IR
The Risk-Adjusted Performance Rank of IR is 2626
Overall Rank
The Sharpe Ratio Rank of IR is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of IR is 2626
Sortino Ratio Rank
The Omega Ratio Rank of IR is 2626
Omega Ratio Rank
The Calmar Ratio Rank of IR is 2727
Calmar Ratio Rank
The Martin Ratio Rank of IR is 2424
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 7474
Overall Rank
The Sharpe Ratio Rank of NVDA is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 7070
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 7676
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.

IR vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingersoll-Rand Plc (IR) 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 chart of Sharpe ratio for IR, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.00
IR: -0.45
NVDA: 0.56
The chart of Sortino ratio for IR, currently valued at -0.42, compared to the broader market-6.00-4.00-2.000.002.004.00
IR: -0.42
NVDA: 1.14
The chart of Omega ratio for IR, currently valued at 0.94, compared to the broader market0.501.001.502.00
IR: 0.94
NVDA: 1.14
The chart of Calmar ratio for IR, currently valued at -0.40, compared to the broader market0.001.002.003.004.005.00
IR: -0.40
NVDA: 0.92
The chart of Martin ratio for IR, currently valued at -1.11, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
IR: -1.11
NVDA: 2.42

The current IR Sharpe Ratio is -0.45, which is lower than the NVDA Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of IR 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.45
0.56
IR
NVDA

Dividends

IR vs. NVDA - Dividend Comparison

IR's dividend yield for the trailing twelve months is around 0.11%, more than NVDA's 0.03% yield.


TTM20242023202220212020201920182017201620152014
IR
Ingersoll-Rand Plc
0.11%0.09%0.10%0.15%0.03%2.33%5.78%9.58%3.83%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

Drawdowns

IR vs. NVDA - Drawdown Comparison

The maximum IR drawdown since its inception was -49.12%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for IR and NVDA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.09%
-28.77%
IR
NVDA

Volatility

IR vs. NVDA - Volatility Comparison

The current volatility for Ingersoll-Rand Plc (IR) is 17.89%, while NVIDIA Corporation (NVDA) has a volatility of 25.75%. This indicates that IR 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
17.89%
25.75%
IR
NVDA

Financials

IR vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between Ingersoll-Rand Plc 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items