NVDA.NEO vs. MSFT.TO

Last updated Apr 1, 2026

Compare and contrast key facts about NVIDIA Corporation CDR (NVDA.NEO) and Microsoft CDR (CAD Hedged) (MSFT.TO).

Performance

NVDA.NEO vs. MSFT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in NVIDIA Corporation CDR (NVDA.NEO) and Microsoft CDR (CAD Hedged) (MSFT.TO). The values are adjusted to include any dividend payments, if applicable.

NVDA.NEO vs. MSFT.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
NVDA.NEO NVIDIA Corporation CDR	-7.08%	34.83%	167.17%	233.75%	-46.70%
MSFT.TO Microsoft CDR (CAD Hedged)	-23.67%	12.65%	11.26%	56.34%	-20.41%

Returns By Period

In the year-to-date period, NVDA.NEO achieves a -7.08% return, which is significantly higher than MSFT.TO's -23.67% return.

NVDA.NEO

• 1D: 5.39%
• 1M: -1.89%
• YTD: -7.08%
• 6M: -7.66%
• 1Y: 57.33%
• 3Y*: 80.67%
• 5Y*: —
• 10Y*: —

MSFT.TO

• 1D: 3.07%
• 1M: -6.19%
• YTD: -23.67%
• 6M: -29.13%
• 1Y: -2.97%
• 3Y*: 7.54%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

NVDA.NEO vs. MSFT.TO — Risk / Return Rank

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

NVDA.NEO

NVDA.NEO Risk / Return Rank: 82
NVDA.NEO Sharpe Ratio Rank: 84
NVDA.NEO Sortino Ratio Rank: 81
NVDA.NEO Omega Ratio Rank: 79
NVDA.NEO Calmar Ratio Rank: 83
NVDA.NEO Martin Ratio Rank: 83

MSFT.TO

MSFT.TO Risk / Return Rank: 35
MSFT.TO Sharpe Ratio Rank: 37
MSFT.TO Sortino Ratio Rank: 31
MSFT.TO Omega Ratio Rank: 31
MSFT.TO Calmar Ratio Rank: 39
MSFT.TO Martin Ratio Rank: 38

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.

NVDA.NEO vs. MSFT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation CDR (NVDA.NEO) and Microsoft CDR (CAD Hedged) (MSFT.TO). 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.

	NVDA.NEO	MSFT.TO	Difference
Sharpe ratio Return per unit of total volatility	1.45	-0.11	+1.56
Sortino ratio Return per unit of downside risk	2.14	0.03	+2.12
Omega ratio Gain probability vs. loss probability	1.27	1.00	+0.27
Calmar ratio Return relative to maximum drawdown	2.61	-0.12	+2.73
Martin ratio Return relative to average drawdown	6.56	-0.31	+6.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVDA.NEO vs. MSFT.TO - Sharpe Ratio Comparison

The current NVDA.NEO Sharpe Ratio is 1.45, which is higher than the MSFT.TO Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of NVDA.NEO and MSFT.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NVDA.NEO	MSFT.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.45	-0.11	+1.56
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	0.18	+0.91

Correlation

The correlation between NVDA.NEO and MSFT.TO is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

NVDA.NEO vs. MSFT.TO - Dividend Comparison

NVDA.NEO's dividend yield for the trailing twelve months is around 0.03%, less than MSFT.TO's 0.95% yield.

	TTM	2025	2024	2023	2022	2021
NVDA.NEO NVIDIA Corporation CDR	0.03%	0.03%	0.03%	0.04%	0.11%	0.00%
MSFT.TO Microsoft CDR (CAD Hedged)	0.95%	0.71%	0.73%	0.75%	1.07%	0.18%

Drawdowns

NVDA.NEO vs. MSFT.TO - Drawdown Comparison

The maximum NVDA.NEO drawdown since its inception was -61.15%, which is greater than MSFT.TO's maximum drawdown of -37.95%. Use the drawdown chart below to compare losses from any high point for NVDA.NEO and MSFT.TO.

Drawdown Indicators

	NVDA.NEO	MSFT.TO	Difference
Max Drawdown Largest peak-to-trough decline	-61.15%	-37.95%	-23.20%
Max Drawdown (1Y) Largest decline over 1 year	-21.04%	-34.43%	+13.39%
Current Drawdown Current decline from peak	-16.79%	-32.18%	+15.39%
Average Drawdown Average peak-to-trough decline	-15.99%	-11.89%	-4.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.38%	12.81%	-4.43%

Volatility

NVDA.NEO vs. MSFT.TO - Volatility Comparison

NVIDIA Corporation CDR (NVDA.NEO) has a higher volatility of 10.07% compared to Microsoft CDR (CAD Hedged) (MSFT.TO) at 6.62%. This indicates that NVDA.NEO's price experiences larger fluctuations and is considered to be riskier than MSFT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NVDA.NEO	MSFT.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.07%	6.62%	+3.45%
Volatility (6M) Calculated over the trailing 6-month period	24.86%	19.23%	+5.63%
Volatility (1Y) Calculated over the trailing 1-year period	39.85%	26.66%	+13.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.62%	27.03%	+24.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.62%	27.03%	+24.59%

Financials