NVDA vs. ^RTSI
NVDA (NVIDIA Corporation) is a stock, while ^RTSI (RTS Index) is an index. Over the past 10 years, NVDA returned 67.95%/yr vs 2.17%/yr for ^RTSI. At a 0.14 correlation, their price movements are largely independent.
Performance
NVDA vs. ^RTSI - Performance Comparison
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Returns By Period
In the year-to-date period, NVDA achieves a 10.16% return, which is significantly higher than ^RTSI's 0.37% return. Over the past 10 years, NVDA has outperformed ^RTSI with an annualized return of 67.95%, while ^RTSI has yielded a comparatively lower 2.17% annualized return.
NVDA
- 1D
- 0.16%
- 1M
- -12.86%
- YTD
- 10.16%
- 6M
- 17.38%
- 1Y
- 44.72%
- 3Y*
- 71.13%
- 5Y*
- 63.13%
- 10Y*
- 67.95%
^RTSI
- 1D
- -1.70%
- 1M
- -3.38%
- YTD
- 0.37%
- 6M
- 3.31%
- 1Y
- 2.61%
- 3Y*
- 2.07%
- 5Y*
- -7.45%
- 10Y*
- 2.17%
NVDA vs. ^RTSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 10.16% | 38.92% | 171.25% | 239.02% | -50.26% | 125.48% | 122.30% | 76.94% | -30.82% | 81.99% |
^RTSI RTS Index | 0.37% | 24.73% | -17.56% | 11.63% | -39.18% | 15.01% | -10.42% | 44.93% | -7.42% | 0.18% |
Correlation
The correlation between NVDA and ^RTSI is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 1999 | 0.14 |
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Return for Risk
NVDA vs. ^RTSI — Risk / Return Rank
NVDA
^RTSI
NVDA vs. ^RTSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and RTS Index (^RTSI). 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.
| NVDA | ^RTSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.01 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | -0.07 | +2.14 |
| Martin ratioReturn relative to average drawdown | 4.94 | -0.15 | +5.09 |
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Drawdowns
NVDA vs. ^RTSI - Drawdown Comparison
The maximum NVDA drawdown since its inception was -89.72%, roughly equal to the maximum ^RTSI drawdown of -93.26%. Use the drawdown chart below to compare losses from any high point for NVDA and ^RTSI.
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Drawdown Indicators
| NVDA | ^RTSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.72% | -93.26% | +3.54% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -17.79% | -2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -36.88% | -40.03% | +3.15% |
Max Drawdown (5Y)Largest decline over 5 years | -66.34% | -62.14% | -4.20% |
Max Drawdown (10Y)Largest decline over 10 years | -66.34% | -62.14% | -4.20% |
Current DrawdownCurrent decline from peak | -12.86% | -55.05% | +42.19% |
Average DrawdownAverage peak-to-trough decline | -36.18% | -43.30% | +7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.46% | 8.17% | +0.29% |
Volatility
NVDA vs. ^RTSI - Volatility Comparison
NVIDIA Corporation (NVDA) has a higher volatility of 13.26% compared to RTS Index (^RTSI) at 5.98%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than ^RTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVDA | ^RTSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.26% | 5.98% | +7.28% |
Volatility (6M)Calculated over the trailing 6-month period | 26.67% | 12.81% | +13.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.00% | 21.07% | +13.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.76% | 36.06% | +15.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.84% | 31.01% | +18.83% |
Frequently Asked Questions
NVDA and ^RTSI have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDA has higher volatility (13.26%) compared to ^RTSI (5.98%). In terms of maximum drawdown, NVDA dropped -89.72% vs ^RTSI's -93.26%.
NVDA currently has the higher Sharpe Ratio (1.20 vs -0.06), 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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