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NVD vs. QCOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVD vs. QCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Short NVDA Daily ETF (NVD) and QUALCOMM Incorporated (QCOM). 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 -32.59% return, which is significantly lower than QCOM's 31.04% return.


NVD

1D
1.47%
1M
2.34%
YTD
-32.59%
6M
-34.75%
1Y
-64.74%
3Y*
5Y*
10Y*

QCOM

1D
-1.86%
1M
-6.48%
YTD
31.04%
6M
28.66%
1Y
49.73%
3Y*
27.81%
5Y*
12.77%
10Y*
18.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVD vs. QCOM - Yearly Performance Comparison


2026 (YTD)202520242023
NVD
GraniteShares 2x Short NVDA Daily ETF
-32.59%-73.27%-93.09%-15.28%
QCOM
QUALCOMM Incorporated
31.04%13.84%8.31%32.44%

Correlation

The correlation between NVD and QCOM is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.23

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

-0.44

Over the past year, the inverse relationship between NVD and QCOM has weakened: their correlation has moved from -0.44 to -0.23, meaning they move in opposite directions less often than they have historically.

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Return for Risk

NVD vs. QCOM — Risk / Return Rank

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

NVD
NVD Risk / Return Rank: 11
Overall Rank
NVD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
NVD Sortino Ratio Rank: 11
Sortino Ratio Rank
NVD Omega Ratio Rank: 22
Omega Ratio Rank
NVD Calmar Ratio Rank: 11
Calmar Ratio Rank
NVD Martin Ratio Rank: 11
Martin Ratio Rank

QCOM
QCOM Risk / Return Rank: 7171
Overall Rank
QCOM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
QCOM Sortino Ratio Rank: 7070
Sortino Ratio Rank
QCOM Omega Ratio Rank: 7373
Omega Ratio Rank
QCOM Calmar Ratio Rank: 7070
Calmar Ratio Rank
QCOM Martin Ratio Rank: 6969
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. QCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Short NVDA Daily ETF (NVD) and QUALCOMM Incorporated (QCOM). 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.


NVDQCOMDifference
Sharpe ratioReturn per unit of total volatility

-1.94

Sortino ratioReturn per unit of downside risk

-3.17

Omega ratioGain probability vs. loss probability

0.83

1.24

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.91

1.51

-2.42

Martin ratioReturn relative to average drawdown

-1.38

3.33

-4.71

NVD vs. QCOM - Sharpe Ratio Comparison

The current NVD Sharpe Ratio is -0.92, which is lower than the QCOM Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of NVD and QCOM, 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. QCOM - Drawdown Comparison

The maximum NVD drawdown since its inception was -99.26%, which is greater than QCOM's maximum drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for NVD and QCOM.


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Drawdown Indicators


NVDQCOMDifference

Max Drawdown

Largest peak-to-trough decline

-99.26%

-86.75%

-12.51%

Max Drawdown (1Y)

Largest decline over 1 year

-70.96%

-33.13%

-37.83%

Max Drawdown (3Y)

Largest decline over 3 years

-44.23%

Max Drawdown (5Y)

Largest decline over 5 years

-44.29%

Max Drawdown (10Y)

Largest decline over 10 years

-44.29%

Current Drawdown

Current decline from peak

-99.09%

-11.27%

-87.82%

Average Drawdown

Average peak-to-trough decline

-81.83%

-32.86%

-48.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.12%

14.99%

+32.13%

Volatility

NVD vs. QCOM - Volatility Comparison

The current volatility for GraniteShares 2x Short NVDA Daily ETF (NVD) is 25.75%, while QUALCOMM Incorporated (QCOM) has a volatility of 27.18%. This indicates that NVD experiences smaller price fluctuations and is considered to be less risky than QCOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDQCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.75%

27.18%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

54.01%

42.81%

+11.20%

Volatility (1Y)

Calculated over the trailing 1-year period

70.84%

49.16%

+21.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.50%

41.35%

+51.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.50%

39.38%

+53.12%

Dividends

NVD vs. QCOM - Dividend Comparison

NVD's dividend yield for the trailing twelve months is around 17.54%, more than QCOM's 1.62% yield.


PositionTTM20252024202320222021202020192018201720162015
NVD
GraniteShares 2x Short NVDA Daily ETF
17.54%11.83%8.68%15.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QCOM
QUALCOMM Incorporated
1.62%2.06%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%

Frequently Asked Questions


NVD and QCOM have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCOM has higher volatility (27.18%) compared to NVD (25.75%). In terms of maximum drawdown, NVD dropped -99.26% vs QCOM's -86.75%.

QCOM currently has the higher Sharpe Ratio (1.02 vs -0.92), 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

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