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NVDA vs. NVDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NVDA and NVDY is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

NVDA vs. NVDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVIDIA Corporation (NVDA) and YieldMax NVDA Option Income Strategy ETF (NVDY). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%OctoberNovemberDecember2025FebruaryMarch
283.98%
149.03%
NVDA
NVDY

Key characteristics

Sharpe Ratio

NVDA:

0.33

NVDY:

0.23

Sortino Ratio

NVDA:

0.82

NVDY:

0.60

Omega Ratio

NVDA:

1.10

NVDY:

1.08

Calmar Ratio

NVDA:

0.65

NVDY:

0.41

Martin Ratio

NVDA:

1.60

NVDY:

1.08

Ulcer Index

NVDA:

11.60%

NVDY:

9.83%

Daily Std Dev

NVDA:

56.36%

NVDY:

46.62%

Max Drawdown

NVDA:

-89.73%

NVDY:

-26.11%

Current Drawdown

NVDA:

-26.60%

NVDY:

-24.15%

Returns By Period

The year-to-date returns for both investments are quite close, with NVDA having a -18.33% return and NVDY slightly higher at -18.15%.


NVDA

YTD

-18.33%

1M

-12.20%

6M

-9.65%

1Y

21.41%

5Y*

76.01%

10Y*

71.48%

NVDY

YTD

-18.15%

1M

-10.42%

6M

-9.07%

1Y

13.05%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NVDA vs. NVDY — Risk-Adjusted Performance Rank

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

NVDA
The Risk-Adjusted Performance Rank of NVDA is 6666
Overall Rank
The Sharpe Ratio Rank of NVDA is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 6060
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 5959
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 7777
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 6969
Martin Ratio Rank

NVDY
The Risk-Adjusted Performance Rank of NVDY is 3737
Overall Rank
The Sharpe Ratio Rank of NVDY is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDY is 3737
Sortino Ratio Rank
The Omega Ratio Rank of NVDY is 4040
Omega Ratio Rank
The Calmar Ratio Rank of NVDY is 4444
Calmar Ratio Rank
The Martin Ratio Rank of NVDY is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NVDA vs. NVDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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.


Sharpe ratio
The chart of Sharpe ratio for NVDA, currently valued at 0.33, compared to the broader market-2.00-1.000.001.002.003.000.330.23
The chart of Sortino ratio for NVDA, currently valued at 0.82, compared to the broader market-6.00-4.00-2.000.002.004.000.820.60
The chart of Omega ratio for NVDA, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.08
The chart of Calmar ratio for NVDA, currently valued at 0.65, compared to the broader market0.001.002.003.004.005.000.650.41
The chart of Martin ratio for NVDA, currently valued at 1.60, compared to the broader market-5.000.005.0010.0015.0020.001.601.08
NVDA
NVDY

The current NVDA Sharpe Ratio is 0.33, which is higher than the NVDY Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of NVDA and NVDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00OctoberNovemberDecember2025FebruaryMarch
0.33
0.23
NVDA
NVDY

Dividends

NVDA vs. NVDY - Dividend Comparison

NVDA's dividend yield for the trailing twelve months is around 0.03%, less than NVDY's 121.89% yield.


TTM20242023202220212020201920182017201620152014
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
NVDY
YieldMax NVDA Option Income Strategy ETF
121.89%83.65%22.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NVDA vs. NVDY - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.73%, which is greater than NVDY's maximum drawdown of -26.11%. Use the drawdown chart below to compare losses from any high point for NVDA and NVDY. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-26.60%
-24.15%
NVDA
NVDY

Volatility

NVDA vs. NVDY - Volatility Comparison

NVIDIA Corporation (NVDA) has a higher volatility of 17.84% compared to YieldMax NVDA Option Income Strategy ETF (NVDY) at 15.26%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%OctoberNovemberDecember2025FebruaryMarch
17.84%
15.26%
NVDA
NVDY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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