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NVDU vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NVDU and NVDA is 0.65, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

NVDU vs. NVDA - Performance Comparison

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

100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
116.71%
134.08%
NVDU
NVDA

Key characteristics

Sharpe Ratio

NVDU:

0.09

NVDA:

0.56

Sortino Ratio

NVDU:

0.99

NVDA:

1.14

Omega Ratio

NVDU:

1.12

NVDA:

1.14

Calmar Ratio

NVDU:

0.15

NVDA:

0.92

Martin Ratio

NVDU:

0.34

NVDA:

2.42

Ulcer Index

NVDU:

30.41%

NVDA:

13.98%

Daily Std Dev

NVDU:

119.32%

NVDA:

60.06%

Max Drawdown

NVDU:

-67.27%

NVDA:

-89.73%

Current Drawdown

NVDU:

-60.40%

NVDA:

-28.77%

Returns By Period

In the year-to-date period, NVDU achieves a -49.37% return, which is significantly lower than NVDA's -20.74% return.


NVDU

YTD

-49.37%

1M

-27.76%

6M

-55.94%

1Y

10.42%

5Y*

N/A

10Y*

N/A

NVDA

YTD

-20.74%

1M

-11.82%

6M

-24.19%

1Y

33.61%

5Y*

71.60%

10Y*

69.99%

*Annualized

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Risk-Adjusted Performance

NVDU vs. NVDA — Risk-Adjusted Performance Rank

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

NVDU
The Risk-Adjusted Performance Rank of NVDU is 4545
Overall Rank
The Sharpe Ratio Rank of NVDU is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDU is 6767
Sortino Ratio Rank
The Omega Ratio Rank of NVDU is 6262
Omega Ratio Rank
The Calmar Ratio Rank of NVDU is 3737
Calmar Ratio Rank
The Martin Ratio Rank of NVDU is 3030
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 7474
Overall Rank
The Sharpe Ratio Rank of NVDA is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 7070
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 7676
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.

NVDU vs. NVDA - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for NVDU, currently valued at 0.09, compared to the broader market-1.000.001.002.003.004.00
NVDU: 0.09
NVDA: 0.56
The chart of Sortino ratio for NVDU, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.00
NVDU: 0.99
NVDA: 1.14
The chart of Omega ratio for NVDU, currently valued at 1.12, compared to the broader market0.501.001.502.00
NVDU: 1.12
NVDA: 1.14
The chart of Calmar ratio for NVDU, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.00
NVDU: 0.15
NVDA: 0.92
The chart of Martin ratio for NVDU, currently valued at 0.34, compared to the broader market0.0020.0040.0060.00
NVDU: 0.34
NVDA: 2.42

The current NVDU Sharpe Ratio is 0.09, which is lower than the NVDA Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of NVDU and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.09
0.56
NVDU
NVDA

Dividends

NVDU vs. NVDA - Dividend Comparison

NVDU's dividend yield for the trailing twelve months is around 33.84%, more than NVDA's 0.03% yield.


TTM20242023202220212020201920182017201620152014
NVDU
Direxion Daily NVDA Bull 2X Shares ETF
33.84%16.85%0.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

Drawdowns

NVDU vs. NVDA - Drawdown Comparison

The maximum NVDU drawdown since its inception was -67.27%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for NVDU and NVDA. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-60.40%
-28.77%
NVDU
NVDA

Volatility

NVDU vs. NVDA - Volatility Comparison

Direxion Daily NVDA Bull 2X Shares ETF (NVDU) has a higher volatility of 49.60% compared to NVIDIA Corporation (NVDA) at 25.75%. This indicates that NVDU'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.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
49.60%
25.75%
NVDU
NVDA