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NVDG vs. DRIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVDG vs. DRIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long NVDA Daily ETF (NVDG) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). The values are adjusted to include any dividend payments, if applicable.

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NVDG vs. DRIP - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NVDG achieves a -17.87% return, which is significantly higher than DRIP's -53.90% return.


NVDG

1D
11.02%
1M
-5.35%
YTD
-17.87%
6M
-22.83%
1Y
93.26%
3Y*
5Y*
10Y*

DRIP

1D
4.02%
1M
-30.07%
YTD
-53.90%
6M
-51.15%
1Y
-60.00%
3Y*
-31.92%
5Y*
-46.13%
10Y*
-47.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NVDG vs. DRIP - Expense Ratio Comparison

NVDG has a 0.75% expense ratio, which is lower than DRIP's 1.07% expense ratio.


Return for Risk

NVDG vs. DRIP — Risk / Return Rank

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

NVDG
NVDG Risk / Return Rank: 6868
Overall Rank
NVDG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
NVDG Sortino Ratio Rank: 7676
Sortino Ratio Rank
NVDG Omega Ratio Rank: 6666
Omega Ratio Rank
NVDG Calmar Ratio Rank: 7979
Calmar Ratio Rank
NVDG Martin Ratio Rank: 5353
Martin Ratio Rank

DRIP
DRIP Risk / Return Rank: 11
Overall Rank
DRIP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
DRIP Sortino Ratio Rank: 11
Sortino Ratio Rank
DRIP Omega Ratio Rank: 11
Omega Ratio Rank
DRIP Calmar Ratio Rank: 11
Calmar Ratio Rank
DRIP Martin Ratio Rank: 22
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 vs. DRIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long NVDA Daily ETF (NVDG) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). 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.


NVDGDRIPDifference

Sharpe ratio

Return per unit of total volatility

1.15

-0.90

+2.06

Sortino ratio

Return per unit of downside risk

1.91

-1.52

+3.42

Omega ratio

Gain probability vs. loss probability

1.24

0.83

+0.41

Calmar ratio

Return relative to maximum drawdown

2.11

-0.80

+2.91

Martin ratio

Return relative to average drawdown

5.07

-1.30

+6.38

NVDG vs. DRIP - Sharpe Ratio Comparison

The current NVDG Sharpe Ratio is 1.15, which is higher than the DRIP Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of NVDG and DRIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NVDGDRIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

-0.90

+2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

-0.43

+0.49

Correlation

The correlation between NVDG and DRIP is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

NVDG vs. DRIP - Dividend Comparison

NVDG's dividend yield for the trailing twelve months is around 14.38%, more than DRIP's 4.28% yield.


TTM20252024202320222021202020192018
NVDG
Leverage Shares 2X Long NVDA Daily ETF
14.38%11.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
4.28%2.86%4.38%5.09%0.00%0.00%0.01%0.96%0.58%

Drawdowns

NVDG vs. DRIP - Drawdown Comparison

The maximum NVDG drawdown since its inception was -66.19%, smaller than the maximum DRIP drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for NVDG and DRIP.


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Drawdown Indicators


NVDGDRIPDifference

Max Drawdown

Largest peak-to-trough decline

-66.19%

-99.95%

+33.76%

Max Drawdown (1Y)

Largest decline over 1 year

-42.72%

-76.02%

+33.30%

Max Drawdown (5Y)

Largest decline over 5 years

-96.75%

Max Drawdown (10Y)

Largest decline over 10 years

-99.92%

Current Drawdown

Current decline from peak

-36.40%

-99.94%

+63.54%

Average Drawdown

Average peak-to-trough decline

-24.00%

-90.30%

+66.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.77%

46.55%

-28.78%

Volatility

NVDG vs. DRIP - Volatility Comparison

Leverage Shares 2X Long NVDA Daily ETF (NVDG) has a higher volatility of 20.82% compared to Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) at 14.57%. This indicates that NVDG's price experiences larger fluctuations and is considered to be riskier than DRIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDGDRIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.82%

14.57%

+6.25%

Volatility (6M)

Calculated over the trailing 6-month period

51.08%

38.68%

+12.40%

Volatility (1Y)

Calculated over the trailing 1-year period

81.33%

66.53%

+14.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.52%

68.89%

+23.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.52%

97.12%

-4.60%