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NVDA vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDA vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVIDIA Corporation (NVDA) and iShares U.S. Technology ETF (IYW). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDA vs. IYW - 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%
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.

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Return for Risk

NVDA vs. IYW — 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

IYW
IYW Risk / Return Rank: 6464
Overall Rank
IYW Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 6464
Sortino Ratio Rank
IYW Omega Ratio Rank: 6868
Omega Ratio Rank
IYW Calmar Ratio Rank: 5757
Calmar Ratio Rank
IYW Martin Ratio Rank: 5454
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. 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.


NVDAIYWDifference
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

NVDA vs. IYW - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 1.35, which is lower than the IYW Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of NVDA and IYW, 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


NVDAIYWDifference

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.


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Drawdown Indicators


NVDAIYWDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-12.90%

-7.19%

-5.71%

Average Drawdown

Average peak-to-trough decline

-36.20%

-34.65%

-1.55%

Ulcer Index

Depth 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.


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Volatility by Period


NVDAIYWDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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