NVDA vs. SWVXX

Last updated Aug 1, 2026

NVDA (NVIDIA Corporation) is a stock, while SWVXX (Schwab Prime Advantage Money Fund Investor Shares) is Money Market fund actively managed by Charles Schwab. Over the past 5 years, NVDA returned 59.52%/yr vs 3.06%/yr for SWVXX. Their -0.04 correlation means they have often moved in opposite directions in the past.

Performance

NVDA vs. SWVXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVIDIA Corporation (NVDA) and Schwab Prime Advantage Money Fund Investor Shares (SWVXX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NVDA achieves a 7.77% return, which is significantly higher than SWVXX's 1.74% return.

NVDA

• 1D: 2.93%
• 1M: 1.60%
• 6M: 5.16%
• YTD: 7.77%
• 1Y: 13.01%
• 3Y*: 62.93%
• 5Y*: 59.52%
• 10Y*: 64.62%
• ALL TIME*: 36.28%

SWVXX

• 1D: 0.00%
• 1M: 0.00%
• 6M: 1.43%
• YTD: 1.74%
• 1Y: 3.44%
• 3Y*: 4.27%
• 5Y*: 3.06%
• 10Y*: —
• ALL TIME*: 2.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
NVDA NVIDIA Corporation	$25.46B	$26.13B	$31.85B
SWVXX Schwab Prime Advantage Money Fund Investor Shares	$0.00	$0.00	$0.00

NVDA vs. SWVXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
NVDA NVIDIA Corporation	7.77%	38.92%	171.25%	239.02%	-50.26%	88.49%
SWVXX Schwab Prime Advantage Money Fund Investor Shares	1.74%	4.15%	5.16%	4.33%	0.00%	0.00%

Correlation

The correlation between NVDA and SWVXX is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.07
Correlation (3Y) Balances recent behavior with more history.	-0.08
Correlation (5Y) Shows whether the relationship held over a longer period.	-0.04
Correlation (All Time) Calculated using the full available price history since May 25, 2021	-0.04

Return for Risk

NVDA vs. SWVXX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NVDA

NVDA Risk / Return Rank: 56
NVDA Sharpe Ratio Rank: 58
NVDA Sortino Ratio Rank: 53
NVDA Omega Ratio Rank: 51
NVDA Calmar Ratio Rank: 60
NVDA Martin Ratio Rank: 59

SWVXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NVDA vs. SWVXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and Schwab Prime Advantage Money Fund Investor Shares (SWVXX). 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.

	NVDA	SWVXX	Difference
Sharpe ratio: Return per unit of total volatility	0.36	3.71	-3.35
Sortino ratio: Return per unit of downside risk	0.76	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.65	—	—
Martin ratio: Return relative to average drawdown	1.32	—	—

NVDA vs. SWVXX - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 0.36, which is lower than the SWVXX Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of NVDA and SWVXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NVDA vs. SWVXX - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.72%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for NVDA and SWVXX.

Drawdown Indicators

	NVDA	SWVXX	Difference
Max Drawdown Largest peak-to-trough decline	-89.72%	0.00%	-89.72%
Max Drawdown (1Y) Largest decline over 1 year	-20.21%	0.00%	-20.21%
Max Drawdown (3Y) Largest decline over 3 years	-36.88%	0.00%	-36.88%
Max Drawdown (5Y) Largest decline over 5 years	-66.34%	0.00%	-66.34%
Max Drawdown (10Y) Largest decline over 10 years	-66.34%	—	—
Current Drawdown Current decline from peak	-14.74%	0.00%	-14.74%
Average Drawdown Average peak-to-trough decline	-36.07%	0.00%	-36.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.90%	0.00%	+9.90%

Volatility

NVDA vs. SWVXX - Volatility Comparison

NVIDIA Corporation (NVDA) has a higher volatility of 12.04% compared to Schwab Prime Advantage Money Fund Investor Shares (SWVXX) at 0.00%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NVDA	SWVXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.04%	0.00%	+12.04%
Volatility (6M) Calculated over the trailing 6-month period	28.30%	0.69%	+27.61%
Volatility (1Y) Calculated over the trailing 1-year period	36.41%	1.09%	+35.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.87%	1.06%	+50.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.95%	1.04%	+48.91%

Dividends

NVDA vs. SWVXX - Dividend Comparison

NVDA's dividend yield for the trailing twelve months is around 0.14%, less than SWVXX's 3.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SWVXX Schwab Prime Advantage Money Fund Investor Shares	3.38%	4.06%	5.02%	4.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NVDA and SWVXX in my portfolio?

NVDA and SWVXX have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NVDA or SWVXX?

NVDA has higher volatility (12.04%) compared to SWVXX (0.00%). In terms of maximum drawdown, NVDA dropped -89.72% vs SWVXX's 0.00%.

Which has better risk-adjusted returns?

SWVXX currently has the higher Sharpe Ratio (3.71 vs 0.36), 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.