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NVDA vs. CSPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NVDA vs. CSPX.L

Last updated Jun 12, 2026

NVDA (NVIDIA Corporation) is a stock, while CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, NVDA returned 67.95%/yr vs 14.88%/yr for CSPX.L. At a 0.33 correlation, their price movements are largely independent.

Performance

NVDA vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVIDIA Corporation (NVDA) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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 9.98% return, which is significantly higher than CSPX.L's 6.25% return. Over the past 10 years, NVDA has outperformed CSPX.L with an annualized return of 67.95%, while CSPX.L has yielded a comparatively lower 14.88% annualized return.

NVDA

1D
2.22%
1M
-7.10%
YTD
9.98%
6M
13.37%
1Y
43.63%
3Y*
73.24%
5Y*
63.08%
10Y*
67.95%

CSPX.L

1D
-0.41%
1M
-0.68%
YTD
6.25%
6M
6.74%
1Y
21.69%
3Y*
20.45%
5Y*
12.78%
10Y*
14.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDA vs. CSPX.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
NVDA
NVIDIA Corporation		9.98%38.92%171.25%239.02%-50.26%125.48%122.30%76.94%-30.82%81.99%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		6.25%17.45%25.25%26.74%-18.72%29.35%17.62%30.55%-5.46%21.60%

Correlation

The correlation between NVDA and CSPX.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.44

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

0.39

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

0.43

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

0.38

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.33

The correlation between NVDA and CSPX.L shifts across timeframes, from 0.33 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.

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NVIDIA Corporation

iShares Core S&P 500 UCITS ETF USD (Acc)

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Often compared with CSPX.L:
CSPX.L vs. VOOCSPX.L vs. VUAA.LCSPX.L vs. SPYCSPX.L vs. CSPX.ASCSPX.L vs. CSP1.LCSPX.L vs. VWRL.ASCSPX.L vs. IVV

Return for Risk

NVDA vs. CSPX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NVDA
NVDA Risk / Return Rank: 7777
Overall Rank
NVDA Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7575
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7272
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7979
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7878
Martin Ratio Rank
CSPX.L
CSPX.L Risk / Return Rank: 6969
Overall Rank
CSPX.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 6666
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 7272
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. CSPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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.

NVDACSPX.LDifference
Sharpe ratioReturn per unit of total volatility
1.25
1.82

-0.57

Sortino ratioReturn per unit of downside risk
1.81
2.69

-0.88

Omega ratioGain probability vs. loss probability

1.22

1.33

-0.11

Calmar ratioReturn relative to maximum drawdown

2.17

2.64

-0.47

Martin ratioReturn relative to average drawdown

5.19

11.05

-5.86

NVDA vs. CSPX.L - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 1.25, which is lower than the CSPX.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of NVDA and CSPX.L, 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. CSPX.L - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.72%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for NVDA and CSPX.L.

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Drawdown Indicators

NVDACSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-89.72%

-33.90%

-55.82%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-8.17%

-12.04%

Max Drawdown (3Y)

Largest decline over 3 years

-36.88%

-18.50%

-18.38%

Max Drawdown (5Y)

Largest decline over 5 years

-66.34%

-24.39%

-41.95%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

-33.90%

-32.44%

Current Drawdown

Current decline from peak

-12.99%

-4.20%

-8.79%

Average Drawdown

Average peak-to-trough decline

-36.18%

-3.72%

-32.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.42%

1.96%

+6.46%

Volatility

NVDA vs. CSPX.L - Volatility Comparison

NVIDIA Corporation (NVDA) has a higher volatility of 13.52% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.56%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

NVDACSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.52%

3.56%

+9.96%

Volatility (6M)

Calculated over the trailing 6-month period

26.68%

8.82%

+17.86%

Volatility (1Y)

Calculated over the trailing 1-year period

35.01%

11.90%

+23.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.78%

16.01%

+35.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.85%

16.21%

+33.64%

Dividends

NVDA vs. CSPX.L - Dividend Comparison

NVDA's dividend yield for the trailing twelve months is around 0.14%, while CSPX.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		0.00%0.00%0.00%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 CSPX.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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