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NVDG.F vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDG.F vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in NVIDIA Corporation CDR (NVDG.F) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NVDG.F is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG 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 14.79% return, which is significantly higher than SCHG's 4.16% return.


NVDG.F

1D
-2.85%
1M
-5.92%
YTD
14.79%
6M
18.45%
1Y
50.93%
3Y*
63.96%
5Y*
10Y*

SCHG

1D
0.20%
1M
-1.39%
YTD
4.16%
6M
4.48%
1Y
18.91%
3Y*
19.86%
5Y*
15.37%
10Y*
18.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDG.F vs. SCHG - Yearly Performance Comparison


2026 (YTD)2025202420232022
NVDG.F
NVIDIA Corporation CDR
14.79%19.94%175.23%228.92%-38.65%
SCHG
Schwab U.S. Large-Cap Growth ETF
4.16%3.56%43.86%45.60%-17.68%

Correlation

The correlation between NVDG.F and SCHG is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2022

0.29

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Return for Risk

NVDG.F vs. SCHG — 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: 7171
Overall Rank
NVDG.F Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
NVDG.F Sortino Ratio Rank: 6767
Sortino Ratio Rank
NVDG.F Omega Ratio Rank: 6565
Omega Ratio Rank
NVDG.F Calmar Ratio Rank: 7777
Calmar Ratio Rank
NVDG.F Martin Ratio Rank: 7575
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 3333
Overall Rank
SCHG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3535
Sortino Ratio Rank
SCHG Omega Ratio Rank: 3636
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2727
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3030
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.

NVDG.F vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation CDR (NVDG.F) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NVDG.FSCHGDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

2.17

1.21

+0.96

Martin ratioReturn relative to average drawdown

4.70

3.49

+1.22

NVDG.F vs. SCHG - Sharpe Ratio Comparison

The current NVDG.F Sharpe Ratio is 1.03, which is comparable to the SCHG Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of NVDG.F and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NVDG.F vs. SCHG - Drawdown Comparison

The maximum NVDG.F drawdown since its inception was -60.32%, which is greater than SCHG's maximum drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for NVDG.F and SCHG.


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Drawdown Indicators


NVDG.FSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-60.32%

-31.88%

-28.44%

Max Drawdown (1Y)

Largest decline over 1 year

-20.33%

-15.64%

-4.69%

Max Drawdown (3Y)

Largest decline over 3 years

-41.10%

-28.18%

-12.92%

Max Drawdown (5Y)

Largest decline over 5 years

-30.34%

Max Drawdown (10Y)

Largest decline over 10 years

-31.88%

Current Drawdown

Current decline from peak

-10.45%

-4.79%

-5.66%

Average Drawdown

Average peak-to-trough decline

-16.45%

-5.23%

-11.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.40%

5.44%

+3.96%

Volatility

NVDG.F vs. SCHG - Volatility Comparison

NVIDIA Corporation CDR (NVDG.F) has a higher volatility of 12.58% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.39%. This indicates that NVDG.F's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDG.FSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.58%

4.39%

+8.19%

Volatility (6M)

Calculated over the trailing 6-month period

28.68%

11.58%

+17.10%

Volatility (1Y)

Calculated over the trailing 1-year period

43.21%

16.05%

+27.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.93%

22.01%

+39.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.93%

21.88%

+40.05%

Dividends

NVDG.F vs. SCHG - Dividend Comparison

NVDG.F's dividend yield for the trailing twelve months is around 0.12%, less than SCHG's 0.38% yield.


PositionTTM20252024202320222021202020192018201720162015
NVDG.F
NVIDIA Corporation CDR
0.11%0.02%0.02%0.03%0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.38%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Frequently Asked Questions


NVDG.F and SCHG have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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