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NVDA vs. AIA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NVDA vs. AIA

Last updated Jun 13, 2026

NVDA (NVIDIA Corporation) is a stock, while AIA (iShares Asia 50 ETF) is Asia Pacific Equities fund tracking the S&P Asia 50. Over the past 10 years, NVDA returned 67.95%/yr vs 15.05%/yr for AIA. At a 0.50 correlation, their price movements are largely independent.

Performance

NVDA vs. AIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVIDIA Corporation (NVDA) and iShares Asia 50 ETF (AIA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVDA achieves a 10.16% return, which is significantly lower than AIA's 44.56% return. Over the past 10 years, NVDA has outperformed AIA with an annualized return of 67.95%, while AIA has yielded a comparatively lower 15.05% annualized return.

NVDA

1D
0.16%
1M
-8.83%
YTD
10.16%
6M
17.38%
1Y
44.72%
3Y*
71.13%
5Y*
63.13%
10Y*
67.95%

AIA

1D
0.54%
1M
6.70%
YTD
44.56%
6M
50.54%
1Y
83.79%
3Y*
34.57%
5Y*
11.52%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDA vs. AIA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
NVDA
NVIDIA Corporation		10.16%38.92%171.25%239.02%-50.26%125.48%122.30%76.94%-30.82%81.99%
AIA
iShares Asia 50 ETF		44.56%47.79%20.26%4.32%-24.08%-10.91%33.73%22.21%-14.22%45.00%

Correlation

The correlation between NVDA and AIA is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2007

0.50

The correlation between NVDA and AIA has been stable across timeframes, ranging from 0.48 to 0.50 - a consistent structural relationship.

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NVIDIA Corporation

iShares Asia 50 ETF

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Return for Risk

NVDA vs. AIA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NVDA
NVDA Risk / Return Rank: 7575
Overall Rank
NVDA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7373
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7171
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7777
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7777
Martin Ratio Rank
AIA
AIA Risk / Return Rank: 9191
Overall Rank
AIA Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AIA Sortino Ratio Rank: 8787
Sortino Ratio Rank
AIA Omega Ratio Rank: 8989
Omega Ratio Rank
AIA Calmar Ratio Rank: 9393
Calmar Ratio Rank
AIA Martin Ratio Rank: 9292
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.

NVDA vs. AIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and iShares Asia 50 ETF (AIA). 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.

NVDAAIADifference
Sharpe ratioReturn per unit of total volatility
1.20
2.89

-1.69

Sortino ratioReturn per unit of downside risk
1.75
3.41

-1.66

Omega ratioGain probability vs. loss probability

1.21

1.49

-0.28

Calmar ratioReturn relative to maximum drawdown

2.07

5.70

-3.63

Martin ratioReturn relative to average drawdown

4.94

19.76

-14.81

NVDA vs. AIA - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 1.20, which is lower than the AIA Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of NVDA and AIA, 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

NVDA vs. AIA - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.72%, which is greater than AIA's maximum drawdown of -60.89%. Use the drawdown chart below to compare losses from any high point for NVDA and AIA.

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Drawdown Indicators

NVDAAIADifference

Max Drawdown

Largest peak-to-trough decline

-89.72%

-60.89%

-28.83%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-14.15%

-6.06%

Max Drawdown (3Y)

Largest decline over 3 years

-36.88%

-21.64%

-15.24%

Max Drawdown (5Y)

Largest decline over 5 years

-66.34%

-50.11%

-16.23%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

-54.64%

-11.70%

Current Drawdown

Current decline from peak

-12.86%

-6.44%

-6.42%

Average Drawdown

Average peak-to-trough decline

-36.18%

-16.66%

-19.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.46%

4.08%

+4.38%

Volatility

NVDA vs. AIA - Volatility Comparison

The current volatility for NVIDIA Corporation (NVDA) is 13.26%, while iShares Asia 50 ETF (AIA) has a volatility of 14.34%. This indicates that NVDA experiences smaller price fluctuations and is considered to be less risky than AIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

NVDAAIADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.26%

14.34%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

26.67%

24.49%

+2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

35.00%

27.93%

+7.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.76%

25.96%

+25.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.84%

23.78%

+26.06%

Dividends

NVDA vs. AIA - Dividend Comparison

NVDA's dividend yield for the trailing twelve months is around 0.14%, less than AIA's 1.73% yield.

PositionTTM20252024202320222021202020192018201720162015
AIA
iShares Asia 50 ETF		1.73%2.50%2.78%2.07%2.59%1.54%1.11%2.24%2.49%1.45%2.29%2.88%
NVDA
NVIDIA Corporation		0.14%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%

Frequently Asked Questions

NVDA and AIA have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIA has higher volatility (14.34%) compared to NVDA (13.26%). In terms of maximum drawdown, NVDA dropped -89.72% vs AIA's -60.89%.

AIA currently has the higher Sharpe Ratio (2.89 vs 1.20), 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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