NVDQ vs. NVDA

In the year-to-date period, NVDQ achieves a -42.62% return, which is significantly lower than NVDA's 0.84% return.

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This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Inverse NVIDIA Daily Target ETF (NVDQ) and NVIDIA Corporation (NVDA). 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.

The current NVDQ Sharpe Ratio is -0.69, which is lower than the NVDA Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of NVDQ and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NVDQ's dividend yield for the trailing twelve months is around 7.98%, more than NVDA's 0.03% yield.

The maximum NVDQ drawdown since its inception was -97.71%, which is greater than NVDA's maximum drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for NVDQ and NVDA. For additional features, visit the drawdowns tool.

T-Rex 2X Inverse NVIDIA Daily Target ETF (NVDQ) has a higher volatility of 25.92% compared to NVIDIA Corporation (NVDA) at 12.50%. This indicates that NVDQ's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.