PortfoliosLab logoPortfoliosLab logo
NVDL vs. MSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDL vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long NVDA Daily ETF (NVDL) and Strategy Inc (MSTR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NVDL achieves a 16.15% return, which is significantly higher than MSTR's -13.70% return.


NVDL

1D
7.05%
1M
-12.95%
YTD
16.15%
6M
28.66%
1Y
78.08%
3Y*
99.48%
5Y*
10Y*

MSTR

1D
5.78%
1M
-26.08%
YTD
-13.70%
6M
-19.09%
1Y
-65.75%
3Y*
64.73%
5Y*
16.17%
10Y*
22.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDL vs. MSTR - Yearly Performance Comparison


2026 (YTD)2025202420232022
NVDL
GraniteShares 2x Long NVDA Daily ETF
16.15%32.57%344.58%432.18%-28.71%
MSTR
Strategy Inc
-13.70%-47.53%358.54%346.15%-27.83%

Correlation

The correlation between NVDL and MSTR is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.34

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2022

0.35

Compare stocks, funds, or ETFs

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


Return for Risk

NVDL vs. MSTR — Risk / Return Rank

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

NVDL
NVDL Risk / Return Rank: 3535
Overall Rank
NVDL Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
NVDL Sortino Ratio Rank: 3636
Sortino Ratio Rank
NVDL Omega Ratio Rank: 3434
Omega Ratio Rank
NVDL Calmar Ratio Rank: 4141
Calmar Ratio Rank
NVDL Martin Ratio Rank: 3232
Martin Ratio Rank

MSTR
MSTR Risk / Return Rank: 88
Overall Rank
MSTR Sharpe Ratio Rank: 77
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 55
Sortino Ratio Rank
MSTR Omega Ratio Rank: 88
Omega Ratio Rank
MSTR Calmar Ratio Rank: 99
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1414
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.

NVDL vs. MSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long NVDA Daily ETF (NVDL) and Strategy Inc (MSTR). 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.


NVDLMSTRDifference
Sharpe ratioReturn per unit of total volatility

+2.05

Sortino ratioReturn per unit of downside risk

+3.37

Omega ratioGain probability vs. loss probability

1.21

0.83

+0.38

Calmar ratioReturn relative to maximum drawdown

1.86

-0.86

+2.72

Martin ratioReturn relative to average drawdown

4.15

-1.24

+5.39

NVDL vs. MSTR - Sharpe Ratio Comparison

The current NVDL Sharpe Ratio is 1.12, which is higher than the MSTR Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of NVDL and MSTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

NVDL vs. MSTR - Drawdown Comparison

The maximum NVDL drawdown since its inception was -67.55%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for NVDL and MSTR.


Loading charts...

Drawdown Indicators


NVDLMSTRDifference

Max Drawdown

Largest peak-to-trough decline

-67.55%

-99.86%

+32.31%

Max Drawdown (1Y)

Largest decline over 1 year

-42.23%

-76.53%

+34.30%

Max Drawdown (3Y)

Largest decline over 3 years

-67.55%

-77.42%

+9.87%

Max Drawdown (5Y)

Largest decline over 5 years

-84.11%

Max Drawdown (10Y)

Largest decline over 10 years

-89.27%

Current Drawdown

Current decline from peak

-20.79%

-72.32%

+51.53%

Average Drawdown

Average peak-to-trough decline

-17.02%

-86.45%

+69.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.88%

53.20%

-34.32%

Volatility

NVDL vs. MSTR - Volatility Comparison

GraniteShares 2x Long NVDA Daily ETF (NVDL) has a higher volatility of 25.91% compared to Strategy Inc (MSTR) at 21.84%. This indicates that NVDL's price experiences larger fluctuations and is considered to be riskier than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NVDLMSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.91%

21.84%

+4.07%

Volatility (6M)

Calculated over the trailing 6-month period

53.48%

57.65%

-4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

70.01%

71.53%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.45%

90.56%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.45%

73.85%

+16.60%

Dividends

NVDL vs. MSTR - Dividend Comparison

Neither NVDL nor MSTR has paid dividends to shareholders.


PositionTTM202520242023
MSTR
Strategy Inc
0.00%0.00%0.00%0.00%
NVDL
GraniteShares 2x Long NVDA Daily ETF
0.00%0.00%0.00%11.29%

Frequently Asked Questions


NVDL and MSTR have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDL has higher volatility (25.91%) compared to MSTR (21.84%). In terms of maximum drawdown, NVDL dropped -67.55% vs MSTR's -99.86%.

NVDL currently has the higher Sharpe Ratio (1.12 vs -0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NVDL and MSTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer