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

Correlation

The correlation between NVDS and YALL is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

NVDS vs. YALL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NVDS:

-0.70

YALL:

1.01

Sortino Ratio

NVDS:

-0.87

YALL:

1.62

Omega Ratio

NVDS:

0.90

YALL:

1.21

Calmar Ratio

NVDS:

-0.61

YALL:

1.13

Martin Ratio

NVDS:

-1.27

YALL:

4.10

Ulcer Index

NVDS:

47.45%

YALL:

5.43%

Daily Std Dev

NVDS:

87.46%

YALL:

21.48%

Max Drawdown

NVDS:

-99.63%

YALL:

-19.72%

Current Drawdown

NVDS:

-99.63%

YALL:

-2.31%

Returns By Period

In the year-to-date period, NVDS achieves a -15.85% return, which is significantly lower than YALL's 4.47% return.


NVDS

YTD

-15.85%

1M

-16.87%

6M

-7.08%

1Y

-60.74%

5Y*

N/A

10Y*

N/A

YALL

YTD

4.47%

1M

11.81%

6M

-0.46%

1Y

21.57%

5Y*

N/A

10Y*

N/A

*Annualized

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NVDS vs. YALL - Expense Ratio Comparison

NVDS has a 1.15% expense ratio, which is higher than YALL's 0.65% expense ratio.


Risk-Adjusted Performance

NVDS vs. YALL — 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 22
Overall Rank
The Sharpe Ratio Rank of NVDS is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDS is 22
Sortino Ratio Rank
The Omega Ratio Rank of NVDS is 22
Omega Ratio Rank
The Calmar Ratio Rank of NVDS is 11
Calmar Ratio Rank
The Martin Ratio Rank of NVDS is 22
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 8383
Overall Rank
The Sharpe Ratio Rank of YALL is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 8484
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 8383
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 8181
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. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 1.25X NVDA Bear Daily ETF (NVDS) and God Bless America ETF (YALL). 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 NVDS Sharpe Ratio is -0.70, which is lower than the YALL Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of NVDS and YALL, 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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Dividends

NVDS vs. YALL - Dividend Comparison

Neither NVDS nor YALL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NVDS vs. YALL - Drawdown Comparison

The maximum NVDS drawdown since its inception was -99.63%, which is greater than YALL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for NVDS and YALL. For additional features, visit the drawdowns tool.


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Volatility

NVDS vs. YALL - Volatility Comparison

Tradr 1.25X NVDA Bear Daily ETF (NVDS) has a higher volatility of 20.72% compared to God Bless America ETF (YALL) at 6.14%. This indicates that NVDS's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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