NVDG.F vs. 0R2V.L

Last updated Apr 2, 2026

Compare and contrast key facts about NVIDIA Corporation CDR (NVDG.F) and Apple Inc. (0R2V.L).

Performance

NVDG.F vs. 0R2V.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in NVIDIA Corporation CDR (NVDG.F) and Apple Inc. (0R2V.L). The values are adjusted to include any dividend payments, if applicable.

NVDG.F vs. 0R2V.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
NVDG.F NVIDIA Corporation CDR	-4.24%	19.94%	175.23%	228.92%	-38.65%
0R2V.L Apple Inc.	-5.21%	-1.66%	36.08%	46.89%	-19.22%

Different Trading Currencies

NVDG.F is traded in EUR, while 0R2V.L is traded in USD. To make them comparable, the 0R2V.L 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 higher than 0R2V.L's -5.21% return.

NVDG.F

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

0R2V.L

• 1D: 0.70%
• 1M: -3.09%
• YTD: -5.21%
• 6M: 0.93%
• 1Y: 7.87%
• 3Y*: 14.12%
• 5Y*: 16.70%
• 10Y*: —

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

Return for Risk

NVDG.F vs. 0R2V.L — 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

0R2V.L

0R2V.L Risk / Return Rank: 56
0R2V.L Sharpe Ratio Rank: 59
0R2V.L Sortino Ratio Rank: 52
0R2V.L Omega Ratio Rank: 53
0R2V.L Calmar Ratio Rank: 56
0R2V.L Martin Ratio Rank: 60

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. 0R2V.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation CDR (NVDG.F) and Apple Inc. (0R2V.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.

	NVDG.F	0R2V.L	Difference
Sharpe ratio Return per unit of total volatility	1.14	0.27	+0.88
Sortino ratio Return per unit of downside risk	1.72	0.56	+1.16
Omega ratio Gain probability vs. loss probability	1.21	1.08	+0.13
Calmar ratio Return relative to maximum drawdown	2.61	0.29	+2.33
Martin ratio Return relative to average drawdown	5.87	0.65	+5.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVDG.F vs. 0R2V.L - Sharpe Ratio Comparison

The current NVDG.F Sharpe Ratio is 1.14, which is higher than the 0R2V.L Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of NVDG.F and 0R2V.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.

Sharpe Ratios by Period

	NVDG.F	0R2V.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	0.27	+0.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.75	+0.15

Correlation

The correlation between NVDG.F and 0R2V.L is 0.18, 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

NVDG.F vs. 0R2V.L - Dividend Comparison

NVDG.F's dividend yield for the trailing twelve months is around 0.02%, less than 0R2V.L's 0.41% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NVDG.F NVIDIA Corporation CDR	0.02%	0.02%	0.02%	0.03%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
0R2V.L Apple Inc.	0.41%	0.38%	0.40%	0.49%	0.71%	0.49%	0.59%	1.05%	1.79%	0.00%	0.00%	0.00%

Drawdowns

NVDG.F vs. 0R2V.L - Drawdown Comparison

The maximum NVDG.F drawdown since its inception was -60.32%, which is greater than 0R2V.L's maximum drawdown of -37.76%. Use the drawdown chart below to compare losses from any high point for NVDG.F and 0R2V.L.

Drawdown Indicators

	NVDG.F	0R2V.L	Difference
Max Drawdown Largest peak-to-trough decline	-60.32%	-38.25%	-22.07%
Max Drawdown (1Y) Largest decline over 1 year	-20.33%	-21.46%	+1.13%
Max Drawdown (5Y) Largest decline over 5 years	—	-32.60%	—
Current Drawdown Current decline from peak	-15.92%	-10.79%	-5.13%
Average Drawdown Average peak-to-trough decline	-16.88%	-9.45%	-7.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.05%	7.43%	+1.62%

Volatility

NVDG.F vs. 0R2V.L - Volatility Comparison

NVIDIA Corporation CDR (NVDG.F) has a higher volatility of 13.25% compared to Apple Inc. (0R2V.L) at 5.09%. This indicates that NVDG.F's price experiences larger fluctuations and is considered to be riskier than 0R2V.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NVDG.F	0R2V.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.25%	5.09%	+8.16%
Volatility (6M) Calculated over the trailing 6-month period	33.33%	16.80%	+16.53%
Volatility (1Y) Calculated over the trailing 1-year period	47.87%	29.77%	+18.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.74%	33.48%	+29.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.74%	34.39%	+28.35%

Financials