NVDA vs. CEMB
NVDA (NVIDIA Corporation) is a stock, while CEMB (iShares J.P. Morgan EM Corporate Bond ETF) is Corporate Bonds fund tracking the JP Morgan CEMBI Broad Diversified. Over the past 10 years, NVDA returned 67.95%/yr vs 3.55%/yr for CEMB. At a 0.16 correlation, their price movements are largely independent.
Performance
NVDA vs. CEMB - 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 CEMB's 1.54% return. Over the past 10 years, NVDA has outperformed CEMB with an annualized return of 67.95%, while CEMB has yielded a comparatively lower 3.55% 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%
CEMB
- 1D
- 0.04%
- 1M
- 0.30%
- YTD
- 1.54%
- 6M
- 1.92%
- 1Y
- 6.95%
- 3Y*
- 7.15%
- 5Y*
- 1.92%
- 10Y*
- 3.55%
NVDA vs. CEMB - 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% |
CEMB iShares J.P. Morgan EM Corporate Bond ETF | 1.54% | 8.86% | 5.81% | 8.37% | -12.58% | -0.59% | 6.77% | 13.90% | -2.57% | 7.11% |
Correlation
The correlation between NVDA and CEMB is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2012 | 0.16 |
The correlation between NVDA and CEMB shifts across timeframes, from 0.16 (all time) to 0.28 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
NVDA vs. CEMB — Risk / Return Rank
NVDA
CEMB
NVDA vs. CEMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and iShares J.P. Morgan EM Corporate Bond ETF (CEMB). 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 | CEMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 2.31 | -0.24 |
| Martin ratioReturn relative to average drawdown | 4.94 | 9.95 | -5.01 |
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Drawdowns
NVDA vs. CEMB - Drawdown Comparison
The maximum NVDA drawdown since its inception was -89.72%, which is greater than CEMB's maximum drawdown of -20.84%. Use the drawdown chart below to compare losses from any high point for NVDA and CEMB.
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Drawdown Indicators
| NVDA | CEMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.72% | -20.84% | -68.88% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -2.88% | -17.33% |
Max Drawdown (3Y)Largest decline over 3 years | -36.88% | -3.85% | -33.03% |
Max Drawdown (5Y)Largest decline over 5 years | -66.34% | -20.48% | -45.86% |
Max Drawdown (10Y)Largest decline over 10 years | -66.34% | -20.84% | -45.50% |
Current DrawdownCurrent decline from peak | -12.86% | -0.20% | -12.66% |
Average DrawdownAverage peak-to-trough decline | -36.18% | -3.65% | -32.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.46% | 0.67% | +7.79% |
Volatility
NVDA vs. CEMB - Volatility Comparison
NVIDIA Corporation (NVDA) has a higher volatility of 13.26% compared to iShares J.P. Morgan EM Corporate Bond ETF (CEMB) at 1.20%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than CEMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVDA | CEMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.26% | 1.20% | +12.06% |
Volatility (6M)Calculated over the trailing 6-month period | 26.67% | 2.50% | +24.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.00% | 3.11% | +31.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.76% | 5.64% | +46.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.84% | 6.29% | +43.55% |
Dividends
NVDA vs. CEMB - Dividend Comparison
NVDA's dividend yield for the trailing twelve months is around 0.14%, less than CEMB's 5.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMB iShares J.P. Morgan EM Corporate Bond ETF | 5.13% | 5.14% | 5.11% | 4.77% | 4.29% | 3.51% | 3.86% | 4.19% | 4.66% | 4.06% | 4.26% | 4.76% |
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 CEMB have a correlation of 0.23, 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 CEMB (1.20%). In terms of maximum drawdown, NVDA dropped -89.72% vs CEMB's -20.84%.
CEMB currently has the higher Sharpe Ratio (2.14 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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