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IXI.L vs. NVDL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IXI.L and NVDL is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

IXI.L vs. NVDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IXICO plc (IXI.L) and GraniteShares 2x Long NVDA Daily ETF (NVDL). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
22.75%
-8.11%
IXI.L
NVDL

Key characteristics

Sharpe Ratio

IXI.L:

0.54

NVDL:

1.14

Sortino Ratio

IXI.L:

1.36

NVDL:

1.96

Omega Ratio

IXI.L:

1.30

NVDL:

1.25

Calmar Ratio

IXI.L:

0.31

NVDL:

2.51

Martin Ratio

IXI.L:

2.14

NVDL:

5.74

Ulcer Index

IXI.L:

13.90%

NVDL:

22.47%

Daily Std Dev

IXI.L:

55.40%

NVDL:

113.28%

Max Drawdown

IXI.L:

-94.80%

NVDL:

-51.40%

Current Drawdown

IXI.L:

-90.32%

NVDL:

-24.15%

Returns By Period

In the year-to-date period, IXI.L achieves a 2.13% return, which is significantly higher than NVDL's -2.61% return.


IXI.L

YTD

2.13%

1M

0.00%

6M

26.32%

1Y

29.73%

5Y*

-30.61%

10Y*

-10.02%

NVDL

YTD

-2.61%

1M

-5.72%

6M

-8.11%

1Y

126.92%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IXI.L vs. NVDL — Risk-Adjusted Performance Rank

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

IXI.L
The Risk-Adjusted Performance Rank of IXI.L is 6767
Overall Rank
The Sharpe Ratio Rank of IXI.L is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of IXI.L is 6666
Sortino Ratio Rank
The Omega Ratio Rank of IXI.L is 8282
Omega Ratio Rank
The Calmar Ratio Rank of IXI.L is 5959
Calmar Ratio Rank
The Martin Ratio Rank of IXI.L is 6666
Martin Ratio Rank

NVDL
The Risk-Adjusted Performance Rank of NVDL is 5555
Overall Rank
The Sharpe Ratio Rank of NVDL is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDL is 5353
Sortino Ratio Rank
The Omega Ratio Rank of NVDL is 5454
Omega Ratio Rank
The Calmar Ratio Rank of NVDL is 7272
Calmar Ratio Rank
The Martin Ratio Rank of NVDL is 5252
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.

IXI.L vs. NVDL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IXICO plc (IXI.L) and GraniteShares 2x Long NVDA Daily ETF (NVDL). 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.


Sharpe ratio
The chart of Sharpe ratio for IXI.L, currently valued at 0.52, compared to the broader market-2.000.002.004.000.520.91
The chart of Sortino ratio for IXI.L, currently valued at 1.33, compared to the broader market-6.00-4.00-2.000.002.004.006.001.331.72
The chart of Omega ratio for IXI.L, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.22
The chart of Calmar ratio for IXI.L, currently valued at 0.38, compared to the broader market0.002.004.006.000.381.91
The chart of Martin ratio for IXI.L, currently valued at 2.56, compared to the broader market-10.000.0010.0020.0030.002.564.32
IXI.L
NVDL

The current IXI.L Sharpe Ratio is 0.54, which is lower than the NVDL Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of IXI.L and NVDL, 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 Ratio0.002.004.006.00SeptemberOctoberNovemberDecember2025February
0.52
0.91
IXI.L
NVDL

Dividends

IXI.L vs. NVDL - Dividend Comparison

Neither IXI.L nor NVDL has paid dividends to shareholders.


TTM20242023
IXI.L
IXICO plc
0.00%0.00%0.00%
NVDL
GraniteShares 2x Long NVDA Daily ETF
0.00%0.00%11.29%

Drawdowns

IXI.L vs. NVDL - Drawdown Comparison

The maximum IXI.L drawdown since its inception was -94.80%, which is greater than NVDL's maximum drawdown of -51.40%. Use the drawdown chart below to compare losses from any high point for IXI.L and NVDL. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-55.94%
-24.15%
IXI.L
NVDL

Volatility

IXI.L vs. NVDL - Volatility Comparison

The current volatility for IXICO plc (IXI.L) is 8.29%, while GraniteShares 2x Long NVDA Daily ETF (NVDL) has a volatility of 51.19%. This indicates that IXI.L experiences smaller price fluctuations and is considered to be less risky than NVDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
8.29%
51.19%
IXI.L
NVDL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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