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

Correlation

The correlation between NVDA and SPY is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

NVDA vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVIDIA Corporation (NVDA) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%100,000.00%200,000.00%300,000.00%400,000.00%NovemberDecember2025FebruaryMarchApril
282,958.51%
609.52%
NVDA
SPY

Key characteristics

Sharpe Ratio

NVDA:

0.56

SPY:

0.54

Sortino Ratio

NVDA:

1.14

SPY:

0.89

Omega Ratio

NVDA:

1.14

SPY:

1.13

Calmar Ratio

NVDA:

0.92

SPY:

0.58

Martin Ratio

NVDA:

2.42

SPY:

2.39

Ulcer Index

NVDA:

13.98%

SPY:

4.51%

Daily Std Dev

NVDA:

60.06%

SPY:

20.07%

Max Drawdown

NVDA:

-89.73%

SPY:

-55.19%

Current Drawdown

NVDA:

-28.77%

SPY:

-10.54%

Returns By Period

In the year-to-date period, NVDA achieves a -20.74% return, which is significantly lower than SPY's -6.44% return. Over the past 10 years, NVDA has outperformed SPY with an annualized return of 69.99%, while SPY has yielded a comparatively lower 11.95% annualized return.


NVDA

YTD

-20.74%

1M

-11.82%

6M

-24.19%

1Y

33.61%

5Y*

71.60%

10Y*

69.99%

SPY

YTD

-6.44%

1M

-5.00%

6M

-5.02%

1Y

9.54%

5Y*

15.80%

10Y*

11.95%

*Annualized

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Risk-Adjusted Performance

NVDA vs. SPY — 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 7474
Overall Rank
The Sharpe Ratio Rank of NVDA is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 7070
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 7676
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6565
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for NVDA, currently valued at 0.56, compared to the broader market-2.00-1.000.001.002.003.00
NVDA: 0.56
SPY: 0.54
The chart of Sortino ratio for NVDA, currently valued at 1.14, compared to the broader market-6.00-4.00-2.000.002.004.00
NVDA: 1.14
SPY: 0.89
The chart of Omega ratio for NVDA, currently valued at 1.14, compared to the broader market0.501.001.502.00
NVDA: 1.14
SPY: 1.13
The chart of Calmar ratio for NVDA, currently valued at 0.92, compared to the broader market0.001.002.003.004.005.00
NVDA: 0.92
SPY: 0.58
The chart of Martin ratio for NVDA, currently valued at 2.42, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
NVDA: 2.42
SPY: 2.39

The current NVDA Sharpe Ratio is 0.56, which is comparable to the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of NVDA and SPY, 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.56
0.54
NVDA
SPY

Dividends

NVDA vs. SPY - Dividend Comparison

NVDA's dividend yield for the trailing twelve months is around 0.03%, less than SPY's 1.31% 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%
SPY
SPDR S&P 500 ETF
1.31%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

NVDA vs. SPY - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.73%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NVDA and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.77%
-10.54%
NVDA
SPY

Volatility

NVDA vs. SPY - Volatility Comparison

NVIDIA Corporation (NVDA) has a higher volatility of 25.75% compared to SPDR S&P 500 ETF (SPY) at 15.13%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
25.75%
15.13%
NVDA
SPY