NVDG.F vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about NVIDIA Corporation CDR (NVDG.F) and S&P 500 Index (^GSPC).

Performance

NVDG.F vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in NVIDIA Corporation CDR (NVDG.F) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

NVDG.F vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
NVDG.F NVIDIA Corporation CDR	-4.24%	19.94%	175.23%	228.92%	-38.65%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-9.08%

Different Trading Currencies

NVDG.F is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, NVDG.F achieves a -4.24% return, which is significantly lower than ^GSPC's -2.47% return.

NVDG.F

• 1D: 5.53%
• 1M: -4.24%
• YTD: -4.24%
• 6M: -5.33%
• 1Y: 55.03%
• 3Y*: 74.45%
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

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

Return for Risk

NVDG.F vs. ^GSPC — Risk / Return Rank

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

NVDG.F

NVDG.F Risk / Return Rank: 76
NVDG.F Sharpe Ratio Rank: 77
NVDG.F Sortino Ratio Rank: 72
NVDG.F Omega Ratio Rank: 69
NVDG.F Calmar Ratio Rank: 82
NVDG.F Martin Ratio Rank: 79

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

NVDG.F vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation CDR (NVDG.F) and S&P 500 Index (^GSPC). 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.

	NVDG.F	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.14	0.43	+0.71
Sortino ratio Return per unit of downside risk	1.72	0.73	+0.99
Omega ratio Gain probability vs. loss probability	1.21	1.12	+0.10
Calmar ratio Return relative to maximum drawdown	2.61	0.66	+1.95
Martin ratio Return relative to average drawdown	5.87	2.77	+3.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVDG.F vs. ^GSPC - Sharpe Ratio Comparison

The current NVDG.F Sharpe Ratio is 1.14, which is higher than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of NVDG.F and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NVDG.F	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	0.43	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.45	+0.45

Correlation

The correlation between NVDG.F and ^GSPC is 0.24, 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.

Drawdowns

NVDG.F vs. ^GSPC - Drawdown Comparison

The maximum NVDG.F drawdown since its inception was -60.32%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for NVDG.F and ^GSPC.

Drawdown Indicators

	NVDG.F	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-60.32%	-56.78%	-3.54%
Max Drawdown (1Y) Largest decline over 1 year	-20.33%	-12.14%	-8.19%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-15.92%	-5.78%	-10.14%
Average Drawdown Average peak-to-trough decline	-16.88%	-10.75%	-6.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.05%	2.60%	+6.45%

Volatility

NVDG.F vs. ^GSPC - Volatility Comparison

NVIDIA Corporation CDR (NVDG.F) has a higher volatility of 13.25% compared to S&P 500 Index (^GSPC) at 4.42%. This indicates that NVDG.F's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NVDG.F	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.25%	4.42%	+8.83%
Volatility (6M) Calculated over the trailing 6-month period	33.33%	9.93%	+23.40%
Volatility (1Y) Calculated over the trailing 1-year period	47.87%	20.69%	+27.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.74%	16.81%	+45.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.74%	18.63%	+44.11%