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NVDA vs. BABO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDA vs. BABO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVIDIA Corporation (NVDA) and YieldMax BABA Option Income Strategy ETF (BABO). 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 higher than BABO's -20.64% 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%

BABO

1D
-0.37%
1M
-16.79%
YTD
-20.64%
6M
-24.20%
1Y
-1.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDA vs. BABO - Yearly Performance Comparison


2026 (YTD)20252024
NVDA
NVIDIA Corporation
10.16%38.92%35.79%
BABO
YieldMax BABA Option Income Strategy ETF
-20.64%46.84%0.65%

Correlation

The correlation between NVDA and BABO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2024

0.25

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Return for Risk

NVDA vs. BABO — 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

BABO
BABO Risk / Return Rank: 88
Overall Rank
BABO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BABO Sortino Ratio Rank: 99
Sortino Ratio Rank
BABO Omega Ratio Rank: 99
Omega Ratio Rank
BABO Calmar Ratio Rank: 88
Calmar Ratio Rank
BABO Martin Ratio Rank: 88
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. BABO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and YieldMax BABA Option Income Strategy ETF (BABO). 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.


NVDABABODifference
Sharpe ratioReturn per unit of total volatility

+1.32

Sortino ratioReturn per unit of downside risk

+1.68

Omega ratioGain probability vs. loss probability

1.21

1.01

+0.20

Calmar ratioReturn relative to maximum drawdown

2.07

-0.13

+2.20

Martin ratioReturn relative to average drawdown

4.94

-0.28

+5.23

NVDA vs. BABO - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 1.20, which is higher than the BABO Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of NVDA and BABO, 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. BABO - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.72%, which is greater than BABO's maximum drawdown of -33.33%. Use the drawdown chart below to compare losses from any high point for NVDA and BABO.


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Drawdown Indicators


NVDABABODifference

Max Drawdown

Largest peak-to-trough decline

-89.72%

-33.33%

-56.39%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-33.33%

+13.12%

Max Drawdown (3Y)

Largest decline over 3 years

-36.88%

Max Drawdown (5Y)

Largest decline over 5 years

-66.34%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

Current Drawdown

Current decline from peak

-12.86%

-33.33%

+20.47%

Average Drawdown

Average peak-to-trough decline

-36.18%

-13.90%

-22.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.46%

15.34%

-6.88%

Volatility

NVDA vs. BABO - Volatility Comparison

NVIDIA Corporation (NVDA) has a higher volatility of 13.26% compared to YieldMax BABA Option Income Strategy ETF (BABO) at 8.72%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than BABO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDABABODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.26%

8.72%

+4.54%

Volatility (6M)

Calculated over the trailing 6-month period

26.67%

24.44%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

35.00%

35.33%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.76%

36.67%

+15.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.84%

36.67%

+13.17%

Dividends

NVDA vs. BABO - Dividend Comparison

NVDA's dividend yield for the trailing twelve months is around 0.14%, less than BABO's 98.48% yield.


PositionTTM20252024202320222021202020192018201720162015
BABO
YieldMax BABA Option Income Strategy ETF
98.48%85.50%20.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 BABO have a correlation of 0.30, 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 BABO (8.72%). In terms of maximum drawdown, NVDA dropped -89.72% vs BABO's -33.33%.

NVDA currently has the higher Sharpe Ratio (1.20 vs -0.12), 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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