LRGE vs. NVDA
Compare and contrast key facts about ClearBridge Large Cap Growth ESG ETF (LRGE) and NVIDIA Corporation (NVDA).
LRGE is an actively managed fund by Franklin Templeton. It was launched on May 22, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LRGE or NVDA.
Key characteristics
| LRGE | NVDA | |
|---|---|---|
| YTD Return | 25.83% | 190.26% |
| 1Y Return | 46.74% | 247.34% |
| 3Y Return (Ann) | 9.26% | 85.63% |
| 5Y Return (Ann) | 17.27% | 97.34% |
| Sharpe Ratio | 3.03 | 4.65 |
| Sortino Ratio | 3.98 | 4.31 |
| Omega Ratio | 1.54 | 1.56 |
| Calmar Ratio | 2.51 | 8.93 |
| Martin Ratio | 19.80 | 28.11 |
| Ulcer Index | 2.26% | 8.59% |
| Daily Std Dev | 14.74% | 51.95% |
| Max Drawdown | -37.03% | -89.73% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between LRGE and NVDA is 0.67, 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.
Performance
LRGE vs. NVDA - Performance Comparison
In the year-to-date period, LRGE achieves a 25.83% return, which is significantly lower than NVDA's 190.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LRGE vs. NVDA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth ESG ETF (LRGE) 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.
Dividends
LRGE vs. NVDA - Dividend Comparison
LRGE's dividend yield for the trailing twelve months is around 0.09%, more than NVDA's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LRGE ClearBridge Large Cap Growth ESG ETF | 0.09% | 0.11% | 2.01% | 1.20% | 0.37% | 0.37% | 2.14% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
Drawdowns
LRGE vs. NVDA - Drawdown Comparison
The maximum LRGE drawdown since its inception was -37.03%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for LRGE and NVDA. For additional features, visit the drawdowns tool.
Volatility
LRGE vs. NVDA - Volatility Comparison
The current volatility for ClearBridge Large Cap Growth ESG ETF (LRGE) is 3.32%, while NVIDIA Corporation (NVDA) has a volatility of 10.86%. This indicates that LRGE 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.