NVDA vs. IYW
NVDA (NVIDIA Corporation) is a stock, while IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index. Over the past 10 years, NVDA returned 68.14%/yr vs 25.22%/yr for IYW. A 0.70 correlation means they provide meaningful diversification when combined.
Performance
NVDA vs. IYW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NVDA achieves a 10.11% return, which is significantly lower than IYW's 20.86% return. Over the past 10 years, NVDA has outperformed IYW with an annualized return of 68.14%, while IYW has yielded a comparatively lower 25.22% 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%
IYW
- 1D
- -5.92%
- 1M
- 3.93%
- YTD
- 20.86%
- 6M
- 18.95%
- 1Y
- 49.32%
- 3Y*
- 32.37%
- 5Y*
- 21.27%
- 10Y*
- 25.22%
NVDA vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 10.11% | 38.92% | 171.25% | 239.02% | -50.26% | 125.48% | 122.30% | 76.94% | -30.82% | 81.99% |
IYW iShares U.S. Technology ETF | 20.86% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 47.45% | 46.64% | -0.93% | 36.60% |
Correlation
The correlation between NVDA and IYW is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since May 22, 2000 | 0.70 |
The correlation between NVDA and IYW shifts across timeframes, from 0.70 (all time) to 0.82 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NVDA vs. IYW — Risk / Return Rank
NVDA
IYW
NVDA vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and iShares U.S. Technology ETF (IYW). 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.
| NVDA | IYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.40 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.78 | -0.46 |
| Martin ratioReturn relative to average drawdown | 5.67 | 9.08 | -3.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| NVDA | IYW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 2.36 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | 0.82 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.37 | 1.01 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.34 | +0.28 |
Drawdowns
NVDA vs. IYW - Drawdown Comparison
The maximum NVDA drawdown since its inception was -89.72%, which is greater than IYW's maximum drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for NVDA and IYW.
Loading charts...
Drawdown Indicators
| NVDA | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.72% | -81.90% | -7.82% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -17.81% | -2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -36.88% | -26.47% | -10.41% |
Max Drawdown (5Y)Largest decline over 5 years | -66.34% | -39.44% | -26.90% |
Max Drawdown (10Y)Largest decline over 10 years | -66.34% | -39.44% | -26.90% |
Current DrawdownCurrent decline from peak | -12.90% | -7.19% | -5.71% |
Average DrawdownAverage peak-to-trough decline | -36.20% | -34.65% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.27% | 5.45% | +2.82% |
Volatility
NVDA vs. IYW - Volatility Comparison
NVIDIA Corporation (NVDA) has a higher volatility of 13.15% compared to iShares U.S. Technology ETF (IYW) at 8.75%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NVDA | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.15% | 8.75% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 26.39% | 17.04% | +9.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.76% | 20.98% | +13.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.73% | 25.99% | +25.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.84% | 25.16% | +24.68% |
Dividends
NVDA vs. IYW - Dividend Comparison
NVDA's dividend yield for the trailing twelve months is around 0.14%, more than IYW's 0.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 0.11% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
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 IYW have a correlation of 0.71, 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 IYW (8.75%). In terms of maximum drawdown, NVDA dropped -89.72% vs IYW's -81.90%.
IYW currently has the higher Sharpe Ratio (2.36 vs 1.35), 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.
Find the right allocation for NVDA and IYW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer