NEEGX vs. NVDA

In the year-to-date period, NEEGX achieves a 14.80% return, which is significantly lower than NVDA's 186.70% return. Over the past 10 years, NEEGX has underperformed NVDA with an annualized return of 3.42%, while NVDA has yielded a comparatively higher 76.34% 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 1.01, which is lower than the NVDA Sharpe Ratio of 3.68. 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 has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.

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.

The current volatility for Needham Growth Fund (NEEGX) is 9.22%, while NVIDIA Corporation (NVDA) has a volatility of 11.04%. This indicates that NEEGX 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.