NVDU vs. NVDA

In the year-to-date period, NVDU achieves a -20.03% return, which is significantly lower than NVDA's 0.41% return.

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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 current NVDU Sharpe Ratio is 0.22, which is lower than the NVDA Sharpe Ratio of 0.72. 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.

NVDU's dividend yield for the trailing twelve months is around 21.42%, more than NVDA's 0.02% yield.

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.

Direxion Daily NVDA Bull 2X Shares ETF (NVDU) has a higher volatility of 30.35% compared to NVIDIA Corporation (NVDA) at 15.03%. 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.