NEEGX vs. NVDA

In the year-to-date period, NEEGX achieves a -17.49% return, which is significantly lower than NVDA's -13.13% return. Over the past 10 years, NEEGX has underperformed NVDA with an annualized return of 0.63%, while NVDA has yielded a comparatively higher 72.66% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Needham Growth Fund (NEEGX) 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 NEEGX Sharpe Ratio is -0.87, which is lower than the NVDA Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of NEEGX 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.

NEEGX's dividend yield for the trailing twelve months is around 4.75%, more than NVDA's 0.03% yield.

The maximum NEEGX drawdown since its inception was -60.83%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for NEEGX and NVDA. For additional features, visit the drawdowns tool.