NVDA vs. VFH

Last updated Jun 9, 2026

NVDA (NVIDIA Corporation) is a stock, while VFH (Vanguard Financials ETF) is Financials Equities fund tracking the MSCI US Investable Market Financials 25/50 Index. Over the past 10 years, NVDA returned 68.47%/yr vs 12.59%/yr for VFH. At a 0.41 correlation, their price movements are largely independent.

Performance

NVDA vs. VFH - Performance Comparison

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

Returns By Period

In the year-to-date period, NVDA achieves a 12.01% return, which is significantly higher than VFH's -4.26% return. Over the past 10 years, NVDA has outperformed VFH with an annualized return of 68.47%, while VFH has yielded a comparatively lower 12.59% annualized return.

NVDA

• 1D: 1.73%
• 1M: -2.94%
• YTD: 12.01%
• 6M: 12.58%
• 1Y: 47.43%
• 3Y*: 75.35%
• 5Y*: 64.54%
• 10Y*: 68.47%

VFH

• 1D: -0.53%
• 1M: 1.01%
• YTD: -4.26%
• 6M: -1.64%
• 1Y: 4.15%
• 3Y*: 18.86%
• 5Y*: 8.65%
• 10Y*: 12.59%

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

NVDA vs. VFH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NVDA NVIDIA Corporation	12.01%	38.92%	171.25%	239.02%	-50.26%	125.48%	122.30%	76.94%	-30.82%	81.99%
VFH Vanguard Financials ETF	-4.26%	14.91%	30.44%	14.17%	-12.31%	35.22%	-1.96%	31.57%	-13.52%	19.99%

Correlation

The correlation between NVDA and VFH is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004	0.41

Over the past year, the correlation between NVDA and VFH has dropped to 0.15 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

Return for Risk

NVDA vs. VFH — Risk / Return Rank

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

NVDA

NVDA Risk / Return Rank: 77
NVDA Sharpe Ratio Rank: 80
NVDA Sortino Ratio Rank: 75
NVDA Omega Ratio Rank: 73
NVDA Calmar Ratio Rank: 79
NVDA Martin Ratio Rank: 79

VFH

VFH Risk / Return Rank: 13
VFH Sharpe Ratio Rank: 14
VFH Sortino Ratio Rank: 13
VFH Omega Ratio Rank: 13
VFH Calmar Ratio Rank: 13
VFH Martin Ratio Rank: 13

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. VFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and Vanguard Financials ETF (VFH). 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	VFH	Difference
Sharpe ratio: Return per unit of total volatility	1.37	0.28	+1.09
Sortino ratio: Return per unit of downside risk	1.94	0.48	+1.47
Omega ratio: Gain probability vs. loss probability	1.24	1.06	+0.18
Calmar ratio: Return relative to maximum drawdown	2.36	0.28	+2.07
Martin ratio: Return relative to average drawdown	5.73	0.74	+4.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVDA vs. VFH - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 1.37, which is higher than the VFH Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of NVDA and VFH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NVDA	VFH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.37	0.28	+1.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.25	0.45	+0.80
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.38	0.56	+0.82
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.24	+0.38

Drawdowns

NVDA vs. VFH - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.72%, which is greater than VFH's maximum drawdown of -78.61%. Use the drawdown chart below to compare losses from any high point for NVDA and VFH.

Drawdown Indicators

	NVDA	VFH	Difference
Max Drawdown Largest peak-to-trough decline	-89.72%	-78.61%	-11.11%
Max Drawdown (1Y) Largest decline over 1 year	-20.21%	-14.75%	-5.46%
Max Drawdown (3Y) Largest decline over 3 years	-36.88%	-17.30%	-19.58%
Max Drawdown (5Y) Largest decline over 5 years	-66.34%	-25.66%	-40.68%
Max Drawdown (10Y) Largest decline over 10 years	-66.34%	-44.42%	-21.92%
Current Drawdown Current decline from peak	-11.39%	-7.17%	-4.22%
Average Drawdown Average peak-to-trough decline	-36.20%	-18.53%	-17.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.30%	5.60%	+2.70%

Volatility

NVDA vs. VFH - Volatility Comparison

NVIDIA Corporation (NVDA) has a higher volatility of 13.14% compared to Vanguard Financials ETF (VFH) at 4.28%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than VFH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NVDA	VFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.14%	4.28%	+8.86%
Volatility (6M) Calculated over the trailing 6-month period	26.37%	11.34%	+15.03%
Volatility (1Y) Calculated over the trailing 1-year period	34.81%	14.98%	+19.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.75%	19.34%	+32.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.85%	22.56%	+27.29%

Dividends

NVDA vs. VFH - Dividend Comparison

NVDA's dividend yield for the trailing twelve months is around 0.14%, less than VFH's 1.53% 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%
VFH Vanguard Financials ETF	1.53%	1.55%	1.75%	2.08%	2.31%	1.87%	2.21%	2.17%	2.30%	1.53%	1.63%	2.00%

Frequently Asked Questions

Can I hold both NVDA and VFH in my portfolio?

NVDA and VFH have a correlation of 0.15, 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 VFH?

NVDA has higher volatility (13.14%) compared to VFH (4.28%). In terms of maximum drawdown, NVDA dropped -89.72% vs VFH's -78.61%.

Which has better risk-adjusted returns?

NVDA currently has the higher Sharpe Ratio (1.37 vs 0.28), 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.