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NVDS vs. SEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVDS vs. SEF - Performance Comparison

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

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NVDS vs. SEF - Yearly Performance Comparison


2026 (YTD)2025202420232022
NVDS
Tradr 1.25X NVDA Bear Daily ETF
5.72%-58.18%-80.03%-83.15%-14.84%
SEF
ProShares Short Financials
11.27%-9.82%-17.81%-8.81%-7.12%

Returns By Period

In the year-to-date period, NVDS achieves a 5.72% return, which is significantly lower than SEF's 11.27% return.


NVDS

1D
-8.30%
1M
0.93%
YTD
5.72%
6M
1.44%
1Y
-61.69%
3Y*
-66.79%
5Y*
10Y*

SEF

1D
-2.13%
1M
3.96%
YTD
11.27%
6M
10.38%
1Y
2.76%
3Y*
-10.01%
5Y*
-6.70%
10Y*
-11.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NVDS vs. SEF - Expense Ratio Comparison

NVDS has a 1.15% expense ratio, which is higher than SEF's 0.95% expense ratio.


Return for Risk

NVDS vs. SEF — Risk / Return Rank

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

NVDS
NVDS Risk / Return Rank: 11
Overall Rank
NVDS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
NVDS Sortino Ratio Rank: 11
Sortino Ratio Rank
NVDS Omega Ratio Rank: 11
Omega Ratio Rank
NVDS Calmar Ratio Rank: 11
Calmar Ratio Rank
NVDS Martin Ratio Rank: 44
Martin Ratio Rank

SEF
SEF Risk / Return Rank: 1515
Overall Rank
SEF Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SEF Sortino Ratio Rank: 1616
Sortino Ratio Rank
SEF Omega Ratio Rank: 1616
Omega Ratio Rank
SEF Calmar Ratio Rank: 1313
Calmar Ratio Rank
SEF Martin Ratio Rank: 1313
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.

NVDS vs. SEF - Risk-Adjusted Trends Comparison

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


NVDSSEFDifference

Sharpe ratio

Return per unit of total volatility

-1.01

0.14

-1.15

Sortino ratio

Return per unit of downside risk

-1.60

0.36

-1.96

Omega ratio

Gain probability vs. loss probability

0.80

1.05

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.83

0.08

-0.90

Martin ratio

Return relative to average drawdown

-0.98

0.11

-1.08

NVDS vs. SEF - Sharpe Ratio Comparison

The current NVDS Sharpe Ratio is -1.01, which is lower than the SEF Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of NVDS and SEF, 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


NVDSSEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.01

0.14

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.00

-0.49

-0.51

Correlation

The correlation between NVDS and SEF is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NVDS vs. SEF - Dividend Comparison

NVDS's dividend yield for the trailing twelve months is around 13.42%, more than SEF's 3.27% yield.


TTM20252024202320222021202020192018
NVDS
Tradr 1.25X NVDA Bear Daily ETF
13.42%14.19%14.11%14.69%5.72%0.00%0.00%0.00%0.00%
SEF
ProShares Short Financials
3.27%4.33%5.72%4.43%0.39%0.00%0.12%1.25%0.41%

Drawdowns

NVDS vs. SEF - Drawdown Comparison

The maximum NVDS drawdown since its inception was -99.20%, roughly equal to the maximum SEF drawdown of -96.51%. Use the drawdown chart below to compare losses from any high point for NVDS and SEF.


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Drawdown Indicators


NVDSSEFDifference

Max Drawdown

Largest peak-to-trough decline

-99.20%

-96.51%

-2.69%

Max Drawdown (1Y)

Largest decline over 1 year

-73.78%

-20.21%

-53.57%

Max Drawdown (5Y)

Largest decline over 5 years

-41.62%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

Current Drawdown

Current decline from peak

-99.03%

-96.00%

-3.03%

Average Drawdown

Average peak-to-trough decline

-82.65%

-82.58%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

62.48%

14.44%

+48.04%

Volatility

NVDS vs. SEF - Volatility Comparison

Tradr 1.25X NVDA Bear Daily ETF (NVDS) has a higher volatility of 15.74% compared to ProShares Short Financials (SEF) at 4.86%. This indicates that NVDS's price experiences larger fluctuations and is considered to be riskier than SEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDSSEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.74%

4.86%

+10.88%

Volatility (6M)

Calculated over the trailing 6-month period

38.94%

11.37%

+27.57%

Volatility (1Y)

Calculated over the trailing 1-year period

61.44%

19.28%

+42.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.41%

17.99%

+51.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.41%

20.55%

+48.86%