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NVDU vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

NVDU vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily NVDA Bull 2X Shares ETF (NVDU) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVDU achieves a 9.80% return, which is significantly higher than BTC-USD's -29.97% return.


NVDU

1D
-11.94%
1M
-4.03%
YTD
9.80%
6M
13.04%
1Y
72.28%
3Y*
5Y*
10Y*

BTC-USD

1D
-3.97%
1M
-24.76%
YTD
-29.97%
6M
-31.42%
1Y
-39.67%
3Y*
31.02%
5Y*
11.35%
10Y*
59.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDU vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023
NVDU
Direxion Daily NVDA Bull 2X Shares ETF
9.80%33.65%289.29%9.96%
BTC-USD
Bitcoin
-29.97%-6.27%120.76%61.24%

Correlation

The correlation between NVDU and BTC-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

0.18

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Return for Risk

NVDU vs. BTC-USD — Risk / Return Rank

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

NVDU
NVDU Risk / Return Rank: 3232
Overall Rank
NVDU Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
NVDU Sortino Ratio Rank: 3333
Sortino Ratio Rank
NVDU Omega Ratio Rank: 3131
Omega Ratio Rank
NVDU Calmar Ratio Rank: 3636
Calmar Ratio Rank
NVDU Martin Ratio Rank: 2828
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2222
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.

NVDU vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily NVDA Bull 2X Shares ETF (NVDU) and Bitcoin (BTC-USD). 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.


NVDUBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+2.99

Omega ratioGain probability vs. loss probability

1.20

0.87

+0.34

Calmar ratioReturn relative to maximum drawdown

1.72

-0.78

+2.50

Martin ratioReturn relative to average drawdown

3.91

-1.39

+5.30

NVDU vs. BTC-USD - Sharpe Ratio Comparison

The current NVDU Sharpe Ratio is 1.05, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of NVDU and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NVDUBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

-0.93

+1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

1.13

-0.06

Drawdowns

NVDU vs. BTC-USD - Drawdown Comparison

The maximum NVDU drawdown since its inception was -67.27%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for NVDU and BTC-USD.


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Drawdown Indicators


NVDUBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-67.27%

-85.30%

+18.03%

Max Drawdown (1Y)

Largest decline over 1 year

-42.27%

-50.87%

+8.60%

Max Drawdown (3Y)

Largest decline over 3 years

-50.87%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-25.22%

-50.87%

+25.65%

Average Drawdown

Average peak-to-trough decline

-18.84%

-42.29%

+23.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.56%

34.02%

-15.46%

Volatility

NVDU vs. BTC-USD - Volatility Comparison

Direxion Daily NVDA Bull 2X Shares ETF (NVDU) has a higher volatility of 26.09% compared to Bitcoin (BTC-USD) at 10.54%. This indicates that NVDU's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDUBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.09%

10.54%

+15.55%

Volatility (6M)

Calculated over the trailing 6-month period

52.21%

34.26%

+17.95%

Volatility (1Y)

Calculated over the trailing 1-year period

69.02%

35.65%

+33.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.26%

44.98%

+46.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.26%

56.70%

+34.56%

Frequently Asked Questions


NVDU and BTC-USD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDU has higher volatility (26.09%) compared to BTC-USD (10.54%). In terms of maximum drawdown, NVDU dropped -67.27% vs BTC-USD's -85.30%.

NVDU currently has the higher Sharpe Ratio (1.05 vs -0.93), 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.

Portfolio Optimizer

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