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NVD vs. COST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVD vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Short NVDA Daily ETF (NVD) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVD achieves a -23.92% return, which is significantly lower than COST's 9.57% return.


NVD

1D
3.23%
1M
15.01%
YTD
-23.92%
6M
-22.14%
1Y
-53.87%
3Y*
5Y*
10Y*

COST

1D
-1.96%
1M
-6.05%
YTD
9.57%
6M
8.38%
1Y
-3.95%
3Y*
23.28%
5Y*
20.31%
10Y*
21.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVD vs. COST - Yearly Performance Comparison


2026 (YTD)202520242023
NVD
GraniteShares 2x Short NVDA Daily ETF
-23.92%-73.27%-93.09%-15.28%
COST
Costco Wholesale Corporation
9.57%-5.39%39.62%24.74%

Correlation

The correlation between NVD and COST is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2023

-0.13

The correlation between NVD and COST shifts across timeframes, from -0.13 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

NVD vs. COST — Risk / Return Rank

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

NVD
NVD Risk / Return Rank: 33
Overall Rank
NVD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
NVD Sortino Ratio Rank: 44
Sortino Ratio Rank
NVD Omega Ratio Rank: 44
Omega Ratio Rank
NVD Calmar Ratio Rank: 22
Calmar Ratio Rank
NVD Martin Ratio Rank: 33
Martin Ratio Rank

COST
COST Risk / Return Rank: 3232
Overall Rank
COST Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
COST Sortino Ratio Rank: 2929
Sortino Ratio Rank
COST Omega Ratio Rank: 2929
Omega Ratio Rank
COST Calmar Ratio Rank: 3535
Calmar Ratio Rank
COST Martin Ratio Rank: 3333
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.

NVD vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Short NVDA Daily ETF (NVD) and Costco Wholesale Corporation (COST). 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.


NVDCOSTDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

0.89

0.98

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.28

-0.53

Martin ratioReturn relative to average drawdown

-1.33

-0.61

-0.73

NVD vs. COST - Sharpe Ratio Comparison

The current NVD Sharpe Ratio is -0.76, which is lower than the COST Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of NVD and COST, 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

NVD vs. COST - Drawdown Comparison

The maximum NVD drawdown since its inception was -99.26%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for NVD and COST.


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Drawdown Indicators


NVDCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-99.26%

-53.39%

-45.87%

Max Drawdown (1Y)

Largest decline over 1 year

-66.81%

-14.42%

-52.39%

Max Drawdown (3Y)

Largest decline over 3 years

-20.74%

Max Drawdown (5Y)

Largest decline over 5 years

-31.40%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

Current Drawdown

Current decline from peak

-98.98%

-13.90%

-85.08%

Average Drawdown

Average peak-to-trough decline

-81.90%

-13.36%

-68.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.42%

6.53%

+33.89%

Volatility

NVD vs. COST - Volatility Comparison

GraniteShares 2x Short NVDA Daily ETF (NVD) has a higher volatility of 26.63% compared to Costco Wholesale Corporation (COST) at 6.00%. This indicates that NVD's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.63%

6.00%

+20.63%

Volatility (6M)

Calculated over the trailing 6-month period

54.05%

14.61%

+39.44%

Volatility (1Y)

Calculated over the trailing 1-year period

71.16%

18.87%

+52.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.48%

22.75%

+69.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.48%

21.97%

+70.51%

Dividends

NVD vs. COST - Dividend Comparison

NVD's dividend yield for the trailing twelve months is around 15.54%, more than COST's 0.57% yield.


PositionTTM20252024202320222021202020192018201720162015
COST
Costco Wholesale Corporation
0.57%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%
NVD
GraniteShares 2x Short NVDA Daily ETF
15.54%11.83%8.68%15.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NVD and COST have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVD has higher volatility (26.63%) compared to COST (6.00%). In terms of maximum drawdown, NVD dropped -99.26% vs COST's -53.39%.

COST currently has the higher Sharpe Ratio (-0.21 vs -0.76), 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.

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