NVDA vs. BABO
NVDA (NVIDIA Corporation) is a stock, while BABO (YieldMax BABA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, NVDA returned 44.72% vs -1.50% for BABO. At a 0.25 correlation, their price movements are largely independent.
Performance
NVDA vs. BABO - 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 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*
- —
NVDA vs. BABO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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
NVDA
BABO
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.
| NVDA | BABO | Difference | |
|---|---|---|---|
| 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 |
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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
| NVDA | BABO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -12.86% | -33.33% | +20.47% |
Average DrawdownAverage peak-to-trough decline | -36.18% | -13.90% | -22.28% |
Ulcer IndexDepth 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
| NVDA | BABO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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