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NVDA vs. SHLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDA vs. SHLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVIDIA Corporation (NVDA) and Global X Defense Tech ETF (SHLD). 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 9.13% return, which is significantly higher than SHLD's -7.05% return.


NVDA

1D
0.23%
1M
-3.52%
6M
9.29%
YTD
9.13%
1Y
18.06%
3Y*
66.27%
5Y*
60.07%
10Y*
65.23%
ALL TIME*
36.39%

SHLD

1D
-0.05%
1M
-3.33%
6M
-22.70%
YTD
-7.05%
1Y
-2.37%
3Y*
5Y*
10Y*
ALL TIME*
37.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDA vs. SHLD - Yearly Performance Comparison


2026 (YTD)202520242023
NVDA
NVIDIA Corporation
9.13%38.92%171.25%10.38%
SHLD
Global X Defense Tech ETF
-7.05%74.16%35.03%12.89%

Correlation

The correlation between NVDA and SHLD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.23

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Return for Risk

NVDA vs. SHLD — Risk / Return Rank

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

NVDA
NVDA Risk / Return Rank: 6161
Overall Rank
NVDA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 5858
Sortino Ratio Rank
NVDA Omega Ratio Rank: 5656
Omega Ratio Rank
NVDA Calmar Ratio Rank: 6565
Calmar Ratio Rank
NVDA Martin Ratio Rank: 6464
Martin Ratio Rank

SHLD
SHLD Risk / Return Rank: 99
Overall Rank
SHLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 99
Sortino Ratio Rank
SHLD Omega Ratio Rank: 99
Omega Ratio Rank
SHLD Calmar Ratio Rank: 99
Calmar Ratio Rank
SHLD Martin Ratio Rank: 99
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. SHLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and Global X Defense Tech ETF (SHLD). 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.


NVDASHLDDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.11

1.00

+0.10

Calmar ratioReturn relative to maximum drawdown

0.90

-0.09

+0.99

Martin ratioReturn relative to average drawdown

1.90

-0.23

+2.13

NVDA vs. SHLD - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 0.51, which is higher than the SHLD Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of NVDA and SHLD, 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. SHLD - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.72%, which is greater than SHLD's maximum drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for NVDA and SHLD.


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Drawdown Indicators


NVDASHLDDifference

Max Drawdown

Largest peak-to-trough decline

-89.72%

-25.40%

-64.32%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-25.40%

+5.19%

Max Drawdown (3Y)

Largest decline over 3 years

-36.88%

Max Drawdown (5Y)

Largest decline over 5 years

-66.34%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

Current Drawdown

Current decline from peak

-13.67%

-22.81%

+9.14%

Average Drawdown

Average peak-to-trough decline

-36.10%

-3.95%

-32.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.50%

10.49%

-0.99%

Volatility

NVDA vs. SHLD - Volatility Comparison

NVIDIA Corporation (NVDA) has a higher volatility of 10.95% compared to Global X Defense Tech ETF (SHLD) at 8.21%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDASHLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.95%

8.21%

+2.74%

Volatility (6M)

Calculated over the trailing 6-month period

27.74%

19.76%

+7.98%

Volatility (1Y)

Calculated over the trailing 1-year period

35.88%

25.13%

+10.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.81%

21.51%

+30.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.92%

21.51%

+28.41%

Dividends

NVDA vs. SHLD - Dividend Comparison

NVDA's dividend yield for the trailing twelve months is around 0.14%, less than SHLD's 0.71% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SHLD
Global X Defense Tech ETF
0.71%0.55%0.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NVDA and SHLD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDA has higher volatility (10.95%) compared to SHLD (8.21%). In terms of maximum drawdown, NVDA dropped -89.72% vs SHLD's -25.40%.

NVDA currently has the higher Sharpe Ratio (0.51 vs -0.10), 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 SHLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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