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NVDA vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDA vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVIDIA Corporation (NVDA) and iShares 7-10 Year Treasury Bond ETF (IEF). 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 10.11% return, which is significantly higher than IEF's -1.06% return. Over the past 10 years, NVDA has outperformed IEF with an annualized return of 68.14%, while IEF has yielded a comparatively lower 0.60% annualized return.


NVDA

1D
-6.20%
1M
-1.20%
YTD
10.11%
6M
12.58%
1Y
46.72%
3Y*
74.54%
5Y*
63.58%
10Y*
68.14%

IEF

1D
-0.53%
1M
-1.12%
YTD
-1.06%
6M
-1.06%
1Y
3.19%
3Y*
2.32%
5Y*
-1.22%
10Y*
0.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDA vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NVDA
NVIDIA Corporation
10.11%38.92%171.25%239.02%-50.26%125.48%122.30%76.94%-30.82%81.99%
IEF
iShares 7-10 Year Treasury Bond ETF
-1.06%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%

Correlation

The correlation between NVDA and IEF is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

-0.00

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

0.01

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2002

-0.18

The correlation between NVDA and IEF shifts across timeframes, from -0.18 (all time) to 0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

NVDA vs. IEF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NVDA
NVDA Risk / Return Rank: 7676
Overall Rank
NVDA Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7373
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7070
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7777
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7878
Martin Ratio Rank

IEF
IEF Risk / Return Rank: 2020
Overall Rank
IEF Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2020
Sortino Ratio Rank
IEF Omega Ratio Rank: 1919
Omega Ratio Rank
IEF Calmar Ratio Rank: 1919
Calmar Ratio Rank
IEF Martin Ratio Rank: 2020
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. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.


NVDAIEFDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.23

1.12

+0.12

Calmar ratioReturn relative to maximum drawdown

2.32

0.79

+1.54

Martin ratioReturn relative to average drawdown

5.67

2.30

+3.36

NVDA vs. IEF - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 1.35, which is higher than the IEF Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of NVDA and IEF, 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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Sharpe Ratios by Period


NVDAIEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.68

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

-0.16

+1.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.37

0.09

+1.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.50

+0.13

Drawdowns

NVDA vs. IEF - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.72%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for NVDA and IEF.


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Drawdown Indicators


NVDAIEFDifference

Max Drawdown

Largest peak-to-trough decline

-89.72%

-23.93%

-65.79%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-4.07%

-16.14%

Max Drawdown (3Y)

Largest decline over 3 years

-36.88%

-7.74%

-29.14%

Max Drawdown (5Y)

Largest decline over 5 years

-66.34%

-21.40%

-44.94%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

-23.93%

-42.41%

Current Drawdown

Current decline from peak

-12.90%

-11.70%

-1.20%

Average Drawdown

Average peak-to-trough decline

-36.20%

-5.35%

-30.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.27%

1.39%

+6.88%

Volatility

NVDA vs. IEF - Volatility Comparison

NVIDIA Corporation (NVDA) has a higher volatility of 13.15% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.53%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDAIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.15%

1.53%

+11.62%

Volatility (6M)

Calculated over the trailing 6-month period

26.39%

3.38%

+23.01%

Volatility (1Y)

Calculated over the trailing 1-year period

34.76%

4.76%

+30.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.73%

7.71%

+44.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.84%

6.62%

+43.22%

Dividends

NVDA vs. IEF - Dividend Comparison

NVDA's dividend yield for the trailing twelve months is around 0.14%, less than IEF's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.92%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
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 IEF have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDA has higher volatility (13.15%) compared to IEF (1.53%). In terms of maximum drawdown, NVDA dropped -89.72% vs IEF's -23.93%.

NVDA currently has the higher Sharpe Ratio (1.35 vs 0.68), 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.

Portfolio Optimizer

Find the right allocation for NVDA and IEF

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