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NVDS vs. NVDL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NVDS and NVDL is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

NVDS vs. NVDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 1.25X NVDA Bear Daily ETF (NVDS) and GraniteShares 2x Long NVDA Daily ETF (NVDL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

NVDS:

39.23%

NVDL:

55.58%

Max Drawdown

NVDS:

-5.04%

NVDL:

-1.41%

Current Drawdown

NVDS:

-3.88%

NVDL:

-1.41%

Returns By Period


NVDS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

NVDL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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NVDS vs. NVDL - Expense Ratio Comparison

Both NVDS and NVDL have an expense ratio of 1.15%.


Risk-Adjusted Performance

NVDS vs. NVDL — Risk-Adjusted Performance Rank

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

NVDS
The Risk-Adjusted Performance Rank of NVDS is 33
Overall Rank
The Sharpe Ratio Rank of NVDS is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDS is 33
Sortino Ratio Rank
The Omega Ratio Rank of NVDS is 44
Omega Ratio Rank
The Calmar Ratio Rank of NVDS is 11
Calmar Ratio Rank
The Martin Ratio Rank of NVDS is 33
Martin Ratio Rank

NVDL
The Risk-Adjusted Performance Rank of NVDL is 3434
Overall Rank
The Sharpe Ratio Rank of NVDL is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDL is 6060
Sortino Ratio Rank
The Omega Ratio Rank of NVDL is 5454
Omega Ratio Rank
The Calmar Ratio Rank of NVDL is 1919
Calmar Ratio Rank
The Martin Ratio Rank of NVDL is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NVDS vs. NVDL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 1.25X NVDA Bear Daily ETF (NVDS) and GraniteShares 2x Long NVDA Daily ETF (NVDL). 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.



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Dividends

NVDS vs. NVDL - Dividend Comparison

Neither NVDS nor NVDL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NVDS vs. NVDL - Drawdown Comparison

The maximum NVDS drawdown since its inception was -5.04%, which is greater than NVDL's maximum drawdown of -1.41%. Use the drawdown chart below to compare losses from any high point for NVDS and NVDL. For additional features, visit the drawdowns tool.


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Volatility

NVDS vs. NVDL - Volatility Comparison


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