NVDS vs. NVDA

Last updated Jul 14, 2026

NVDS (Tradr 1.25X NVDA Bear Daily ETF) is Inverse Equities fund tracking the NVIDIA Corporation (-125%), while NVDA (NVIDIA Corporation) is a stock. Over the past 3 years, NVDS returned -61.55%/yr vs 64.91%/yr for NVDA. At a correlation of -1.00, they often move in opposite directions.

Performance

NVDS vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 1.25X NVDA Bear Daily ETF (NVDS) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NVDS achieves a -21.24% return, which is significantly lower than NVDA's 9.26% return.

NVDS

• 1D: 5.35%
• 1M: -0.21%
• 6M: -22.24%
• YTD: -21.24%
• 1Y: -38.07%
• 3Y*: -61.55%
• 5Y*: —
• 10Y*: —

NVDA

• 1D: -3.52%
• 1M: -0.81%
• 6M: 10.19%
• YTD: 9.26%
• 1Y: 23.58%
• 3Y*: 64.91%
• 5Y*: 59.41%
• 10Y*: 65.86%

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

NVDS vs. NVDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
NVDS Tradr 1.25X NVDA Bear Daily ETF	-21.24%	-58.18%	-80.03%	-83.15%	-16.72%
NVDA NVIDIA Corporation	9.26%	38.92%	171.25%	239.02%	-3.57%

Correlation

The correlation between NVDS and NVDA is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-1.00
Correlation (3Y) Calculated over the trailing 3-year period	-1.00
Correlation (All Time) Calculated using the full available price history since Jul 14, 2022	-1.00

The correlation between NVDS and NVDA has been stable across timeframes, ranging from -1.00 to -1.00 - a consistent structural relationship.

Return for Risk

NVDS vs. NVDA — Risk / Return Rank

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

NVDS

NVDS Risk / Return Rank: 3
NVDS Sharpe Ratio Rank: 4
NVDS Sortino Ratio Rank: 4
NVDS Omega Ratio Rank: 4
NVDS Calmar Ratio Rank: 3
NVDS Martin Ratio Rank: 1

NVDA

NVDA Risk / Return Rank: 65
NVDA Sharpe Ratio Rank: 67
NVDA Sortino Ratio Rank: 63
NVDA Omega Ratio Rank: 60
NVDA Calmar Ratio Rank: 69
NVDA Martin Ratio Rank: 68

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.

NVDS vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 1.25X NVDA Bear Daily ETF (NVDS) 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.

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.

	NVDS	NVDA	Difference
Sharpe ratio: Return per unit of total volatility	-0.71	0.66	-1.38
Sortino ratio: Return per unit of downside risk	-0.86	1.14	-2.00
Omega ratio: Gain probability vs. loss probability	0.90	1.13	-0.23
Calmar ratio: Return relative to maximum drawdown	-0.78	1.17	-1.95
Martin ratio: Return relative to average drawdown	-1.51	2.53	-4.03

NVDS vs. NVDA - Sharpe Ratio Comparison

The current NVDS Sharpe Ratio is -0.71, which is lower than the NVDA Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of NVDS and NVDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NVDS vs. NVDA - Drawdown Comparison

The maximum NVDS drawdown since its inception was -99.40%, which is greater than NVDA's maximum drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for NVDS and NVDA.

Drawdown Indicators

	NVDS	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-99.40%	-89.72%	-9.68%
Max Drawdown (1Y) Largest decline over 1 year	-48.88%	-20.21%	-28.67%
Max Drawdown (3Y) Largest decline over 3 years	-95.83%	-36.88%	-58.95%
Max Drawdown (5Y) Largest decline over 5 years	—	-66.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.34%	—
Current Drawdown Current decline from peak	-99.28%	-13.56%	-85.72%
Average Drawdown Average peak-to-trough decline	-83.79%	-36.12%	-47.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.28%	9.35%	+15.93%

Volatility

NVDS vs. NVDA - Volatility Comparison

Tradr 1.25X NVDA Bear Daily ETF (NVDS) has a higher volatility of 16.55% compared to NVIDIA Corporation (NVDA) at 10.82%. This indicates that NVDS'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.

Volatility by Period

	NVDS	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.55%	10.82%	+5.73%
Volatility (6M) Calculated over the trailing 6-month period	41.40%	27.37%	+14.03%
Volatility (1Y) Calculated over the trailing 1-year period	53.61%	35.74%	+17.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	68.71%	51.87%	+16.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.71%	49.90%	+18.81%

Dividends

NVDS vs. NVDA - Dividend Comparison

NVDS's dividend yield for the trailing twelve months is around 18.02%, more than NVDA's 0.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
NVDS Tradr 1.25X NVDA Bear Daily ETF	18.02%	14.19%	14.11%	14.69%	5.72%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NVDS and NVDA in my portfolio?

NVDS and NVDA have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NVDS or NVDA?

NVDS has higher volatility (16.55%) compared to NVDA (10.82%). In terms of maximum drawdown, NVDS dropped -99.40% vs NVDA's -89.72%.

Which has better risk-adjusted returns?

NVDA currently has the higher Sharpe Ratio (0.66 vs -0.71), 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.