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MKR-USD vs. NVDA
Performance
Return for Risk
Drawdowns
Volatility

Performance

MKR-USD vs. NVDA - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with MKR-USD having a 11.68% return and NVDA slightly higher at 12.01%.


MKR-USD

1D
-4.85%
1M
-11.08%
YTD
11.68%
6M
-3.94%
1Y
-14.20%
3Y*
27.35%
5Y*
-8.28%
10Y*

NVDA

1D
-0.97%
1M
-2.99%
YTD
12.01%
6M
13.73%
1Y
45.24%
3Y*
70.46%
5Y*
61.50%
10Y*
68.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MKR-USD vs. NVDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MKR-USD
Maker
11.68%-9.60%-12.34%233.05%-78.16%298.17%34.86%-4.43%-53.44%3,893.64%
NVDA
NVIDIA Corporation
12.01%38.92%171.25%239.02%-50.26%125.48%122.30%76.94%-30.82%18.21%

Correlation

The correlation between MKR-USD and NVDA is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2017

0.14

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Return for Risk

MKR-USD vs. NVDA — Risk / Return Rank

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

MKR-USD
MKR-USD Risk / Return Rank: 7979
Overall Rank
MKR-USD Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MKR-USD Sortino Ratio Rank: 8080
Sortino Ratio Rank
MKR-USD Omega Ratio Rank: 7979
Omega Ratio Rank
MKR-USD Calmar Ratio Rank: 8080
Calmar Ratio Rank
MKR-USD Martin Ratio Rank: 7979
Martin Ratio Rank

NVDA
NVDA Risk / Return Rank: 7676
Overall Rank
NVDA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7474
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7171
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7878
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7878
Martin Ratio Rank
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.

MKR-USD vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Maker (MKR-USD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MKR-USDNVDADifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.02

1.22

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.26

2.25

-2.51

Martin ratioReturn relative to average drawdown

-0.47

5.27

-5.74

MKR-USD vs. NVDA - Sharpe Ratio Comparison

The current MKR-USD Sharpe Ratio is -0.20, which is lower than the NVDA Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of MKR-USD and NVDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MKR-USD vs. NVDA - Drawdown Comparison

The maximum MKR-USD drawdown since its inception was -91.59%, roughly equal to the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for MKR-USD and NVDA.


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Drawdown Indicators


MKR-USDNVDADifference

Max Drawdown

Largest peak-to-trough decline

-91.59%

-89.72%

-1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-57.25%

-20.21%

-37.04%

Max Drawdown (3Y)

Largest decline over 3 years

-77.22%

-36.88%

-40.34%

Max Drawdown (5Y)

Largest decline over 5 years

-87.00%

-66.34%

-20.66%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

Current Drawdown

Current decline from peak

-74.94%

-11.39%

-63.55%

Average Drawdown

Average peak-to-trough decline

-66.22%

-36.16%

-30.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.05%

8.61%

+7.44%

Volatility

MKR-USD vs. NVDA - Volatility Comparison

Maker (MKR-USD) has a higher volatility of 25.24% compared to NVIDIA Corporation (NVDA) at 12.78%. This indicates that MKR-USD's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MKR-USDNVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

25.24%

12.78%

+12.46%

Volatility (6M)

Calculated over the trailing 6-month period

49.10%

26.61%

+22.49%

Volatility (1Y)

Calculated over the trailing 1-year period

62.78%

35.31%

+27.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.07%

51.80%

+21.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

321.67%

49.89%

+271.78%

Frequently Asked Questions


MKR-USD and NVDA have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MKR-USD has higher volatility (25.24%) compared to NVDA (12.78%). In terms of maximum drawdown, MKR-USD dropped -91.59% vs NVDA's -89.72%.

NVDA currently has the higher Sharpe Ratio (1.29 vs -0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MKR-USD and NVDA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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