NVDA vs. TDTT
NVDA (NVIDIA Corporation) is a stock, while TDTT (FlexShares iBoxx 3-Year Target Duration TIPS Index Fund) is Inflation-Protected Bonds fund tracking the iBoxx 3-Year Target Duration TIPS. Over the past 10 years, NVDA returned 68.84%/yr vs 3.11%/yr for TDTT. At a 0.01 correlation, their price movements are largely independent.
Performance
NVDA vs. TDTT - Performance Comparison
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Returns By Period
In the year-to-date period, NVDA achieves a 15.15% return, which is significantly higher than TDTT's 1.81% return. Over the past 10 years, NVDA has outperformed TDTT with an annualized return of 68.84%, while TDTT has yielded a comparatively lower 3.11% annualized return.
NVDA
- 1D
- -3.62%
- 1M
- 8.20%
- YTD
- 15.15%
- 6M
- 19.59%
- 1Y
- 52.10%
- 3Y*
- 76.15%
- 5Y*
- 65.05%
- 10Y*
- 68.84%
TDTT
- 1D
- 0.00%
- 1M
- -0.06%
- YTD
- 1.81%
- 6M
- 1.77%
- 1Y
- 4.65%
- 3Y*
- 5.00%
- 5Y*
- 2.85%
- 10Y*
- 3.11%
NVDA vs. TDTT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 15.15% | 38.92% | 171.25% | 239.02% | -50.26% | 125.48% | 122.30% | 76.94% | -30.82% | 81.99% |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 1.81% | 6.67% | 3.96% | 4.40% | -4.58% | 5.49% | 6.84% | 5.74% | 0.25% | 0.43% |
Correlation
The correlation between NVDA and TDTT is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2011 | 0.01 |
The correlation between NVDA and TDTT shifts across timeframes, from -0.12 (1 year) to 0.03 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
NVDA vs. TDTT — Risk / Return Rank
NVDA
TDTT
NVDA vs. TDTT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT). 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.
| NVDA | TDTT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.51 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 5.17 | -2.58 |
| Martin ratioReturn relative to average drawdown | 6.36 | 16.59 | -10.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NVDA | TDTT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 2.54 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.27 | 0.78 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.39 | 0.92 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.69 | -0.07 |
Drawdowns
NVDA vs. TDTT - Drawdown Comparison
The maximum NVDA drawdown since its inception was -89.72%, which is greater than TDTT's maximum drawdown of -6.97%. Use the drawdown chart below to compare losses from any high point for NVDA and TDTT.
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Drawdown Indicators
| NVDA | TDTT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.72% | -6.97% | -82.75% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -0.90% | -19.31% |
Max Drawdown (3Y)Largest decline over 3 years | -36.88% | -1.53% | -35.35% |
Max Drawdown (5Y)Largest decline over 5 years | -66.34% | -6.97% | -59.37% |
Max Drawdown (10Y)Largest decline over 10 years | -66.34% | -6.97% | -59.37% |
Current DrawdownCurrent decline from peak | -8.90% | -0.14% | -8.76% |
Average DrawdownAverage peak-to-trough decline | -36.21% | -1.60% | -34.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.21% | 0.28% | +7.93% |
Volatility
NVDA vs. TDTT - Volatility Comparison
NVIDIA Corporation (NVDA) has a higher volatility of 12.53% compared to FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) at 0.46%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than TDTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVDA | TDTT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.53% | 0.46% | +12.07% |
Volatility (6M)Calculated over the trailing 6-month period | 25.54% | 1.21% | +24.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.22% | 1.85% | +32.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.69% | 3.67% | +48.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.80% | 3.38% | +46.42% |
Dividends
NVDA vs. TDTT - Dividend Comparison
NVDA's dividend yield for the trailing twelve months is around 0.02%, less than TDTT's 4.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 4.54% | 4.52% | 4.01% | 3.88% | 6.97% | 4.53% | 1.15% | 1.91% | 2.48% | 1.88% | 1.01% | 0.00% |
Frequently Asked Questions
NVDA and TDTT have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDA has higher volatility (12.53%) compared to TDTT (0.46%). In terms of maximum drawdown, NVDA dropped -89.72% vs TDTT's -6.97%.
TDTT currently has the higher Sharpe Ratio (2.54 vs 1.53), 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.
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