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NVDX vs. SOL-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

NVDX vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long NVIDIA Daily Target ETF (NVDX) and Solana (SOL-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, NVDX achieves a 9.58% return, which is significantly higher than SOL-USD's -47.66% return.


NVDX

1D
-0.42%
1M
-8.62%
YTD
9.58%
6M
9.23%
1Y
60.92%
3Y*
5Y*
10Y*

SOL-USD

1D
-2.50%
1M
-32.46%
YTD
-47.66%
6M
-52.76%
1Y
-59.60%
3Y*
60.89%
5Y*
9.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDX vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023
NVDX
T-REX 2X Long NVIDIA Daily Target ETF
9.58%26.24%384.03%28.06%
SOL-USD
Solana
-47.66%-34.09%85.68%334.20%

Correlation

The correlation between NVDX and SOL-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2023

0.17

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Return for Risk

NVDX vs. SOL-USD — Risk / Return Rank

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

NVDX
NVDX Risk / Return Rank: 2929
Overall Rank
NVDX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NVDX Sortino Ratio Rank: 3232
Sortino Ratio Rank
NVDX Omega Ratio Rank: 3030
Omega Ratio Rank
NVDX Calmar Ratio Rank: 3232
Calmar Ratio Rank
NVDX Martin Ratio Rank: 2626
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 4242
Overall Rank
SOL-USD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4242
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4040
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.

NVDX vs. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long NVIDIA Daily Target ETF (NVDX) and Solana (SOL-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.


NVDXSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+2.77

Omega ratioGain probability vs. loss probability

1.18

0.88

+0.30

Calmar ratioReturn relative to maximum drawdown

1.40

-0.80

+2.20

Martin ratioReturn relative to average drawdown

3.14

-1.30

+4.43

NVDX vs. SOL-USD - Sharpe Ratio Comparison

The current NVDX Sharpe Ratio is 0.88, which is higher than the SOL-USD Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of NVDX and SOL-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


NVDXSOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

-0.83

+1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.85

+0.47

Drawdowns

NVDX vs. SOL-USD - Drawdown Comparison

The maximum NVDX drawdown since its inception was -68.19%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for NVDX and SOL-USD.


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Drawdown Indicators


NVDXSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-68.19%

-96.27%

+28.08%

Max Drawdown (1Y)

Largest decline over 1 year

-43.76%

-74.89%

+31.13%

Max Drawdown (3Y)

Largest decline over 3 years

-76.27%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

Current Drawdown

Current decline from peak

-23.68%

-75.14%

+51.46%

Average Drawdown

Average peak-to-trough decline

-20.27%

-51.38%

+31.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.47%

52.72%

-33.25%

Volatility

NVDX vs. SOL-USD - Volatility Comparison

T-REX 2X Long NVIDIA Daily Target ETF (NVDX) has a higher volatility of 25.98% compared to Solana (SOL-USD) at 16.21%. This indicates that NVDX's price experiences larger fluctuations and is considered to be riskier than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDXSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.98%

16.21%

+9.77%

Volatility (6M)

Calculated over the trailing 6-month period

52.60%

46.43%

+6.17%

Volatility (1Y)

Calculated over the trailing 1-year period

69.45%

60.21%

+9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.62%

82.48%

+13.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.62%

99.89%

-4.27%

Frequently Asked Questions


NVDX and SOL-USD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDX has higher volatility (25.98%) compared to SOL-USD (16.21%). In terms of maximum drawdown, NVDX dropped -68.19% vs SOL-USD's -96.27%.

NVDX currently has the higher Sharpe Ratio (0.88 vs -0.83), 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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