PortfoliosLab logoPortfoliosLab logo
NVDD.L vs. JEGA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVDD.L vs. JEGA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.L) and JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NVDD.L vs. JEGA.L - Yearly Performance Comparison


Different Trading Currencies

NVDD.L is traded in GBp, while JEGA.L is traded in USD. To make them comparable, the JEGA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, NVDD.L achieves a -14.11% return, which is significantly lower than JEGA.L's 2.58% return.


NVDD.L

1D
-1.18%
1M
-2.42%
YTD
-14.11%
6M
-18.25%
1Y
-5.72%
3Y*
5Y*
10Y*

JEGA.L

1D
1.04%
1M
-2.75%
YTD
2.58%
6M
4.52%
1Y
1.52%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NVDD.L vs. JEGA.L - Expense Ratio Comparison

NVDD.L has a 0.55% expense ratio, which is higher than JEGA.L's 0.35% expense ratio.


Return for Risk

NVDD.L vs. JEGA.L — Risk / Return Rank

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

NVDD.L
NVDD.L Risk / Return Rank: 1111
Overall Rank
NVDD.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NVDD.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
NVDD.L Omega Ratio Rank: 1414
Omega Ratio Rank
NVDD.L Calmar Ratio Rank: 99
Calmar Ratio Rank
NVDD.L Martin Ratio Rank: 1010
Martin Ratio Rank

JEGA.L
JEGA.L Risk / Return Rank: 2222
Overall Rank
JEGA.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
JEGA.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
JEGA.L Omega Ratio Rank: 2121
Omega Ratio Rank
JEGA.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
JEGA.L Martin Ratio Rank: 2525
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.

NVDD.L vs. JEGA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.L) and JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L). 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.


NVDD.LJEGA.LDifference

Sharpe ratio

Return per unit of total volatility

-0.10

0.14

-0.25

Sortino ratio

Return per unit of downside risk

0.24

0.26

-0.02

Omega ratio

Gain probability vs. loss probability

1.04

1.03

0.00

Calmar ratio

Return relative to maximum drawdown

-0.16

0.40

-0.56

Martin ratio

Return relative to average drawdown

-0.29

0.89

-1.18

NVDD.L vs. JEGA.L - Sharpe Ratio Comparison

The current NVDD.L Sharpe Ratio is -0.10, which is lower than the JEGA.L Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of NVDD.L and JEGA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NVDD.LJEGA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

0.14

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

0.75

-1.14

Correlation

The correlation between NVDD.L and JEGA.L is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NVDD.L vs. JEGA.L - Dividend Comparison

Neither NVDD.L nor JEGA.L has paid dividends to shareholders.


Drawdowns

NVDD.L vs. JEGA.L - Drawdown Comparison

The maximum NVDD.L drawdown since its inception was -44.37%, which is greater than JEGA.L's maximum drawdown of -8.11%. Use the drawdown chart below to compare losses from any high point for NVDD.L and JEGA.L.


Loading graphics...

Drawdown Indicators


NVDD.LJEGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.37%

-7.93%

-36.44%

Max Drawdown (1Y)

Largest decline over 1 year

-41.58%

-7.92%

-33.66%

Current Drawdown

Current decline from peak

-40.96%

-4.46%

-36.50%

Average Drawdown

Average peak-to-trough decline

-21.99%

-1.21%

-20.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.65%

1.99%

+20.66%

Volatility

NVDD.L vs. JEGA.L - Volatility Comparison

IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.L) has a higher volatility of 6.75% compared to JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L) at 4.14%. This indicates that NVDD.L's price experiences larger fluctuations and is considered to be riskier than JEGA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NVDD.LJEGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

4.14%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

47.15%

6.77%

+40.38%

Volatility (1Y)

Calculated over the trailing 1-year period

54.49%

10.77%

+43.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.75%

9.71%

+41.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.75%

9.71%

+41.04%