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OC vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OC and NVDA is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

OC vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Owens Corning (OC) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%JulyAugustSeptemberOctoberNovemberDecember
623.35%
27,289.18%
OC
NVDA

Key characteristics

Sharpe Ratio

OC:

0.55

NVDA:

3.44

Sortino Ratio

OC:

0.93

NVDA:

3.64

Omega Ratio

OC:

1.12

NVDA:

1.46

Calmar Ratio

OC:

0.84

NVDA:

6.66

Martin Ratio

OC:

2.55

NVDA:

20.59

Ulcer Index

OC:

6.50%

NVDA:

8.74%

Daily Std Dev

OC:

30.10%

NVDA:

52.29%

Max Drawdown

OC:

-85.22%

NVDA:

-89.73%

Current Drawdown

OC:

-19.64%

NVDA:

-9.52%

Fundamentals

Market Cap

OC:

$15.72B

NVDA:

$3.19T

EPS

OC:

$11.78

NVDA:

$2.53

PE Ratio

OC:

15.55

NVDA:

51.54

PEG Ratio

OC:

0.82

NVDA:

0.81

Total Revenue (TTM)

OC:

$10.44B

NVDA:

$113.27B

Gross Profit (TTM)

OC:

$3.10B

NVDA:

$85.93B

EBITDA (TTM)

OC:

$2.22B

NVDA:

$74.87B

Returns By Period

In the year-to-date period, OC achieves a 15.99% return, which is significantly lower than NVDA's 172.06% return. Over the past 10 years, OC has underperformed NVDA with an annualized return of 18.77%, while NVDA has yielded a comparatively higher 75.35% annualized return.


OC

YTD

15.99%

1M

-12.73%

6M

-4.03%

1Y

16.21%

5Y*

23.05%

10Y*

18.77%

NVDA

YTD

172.06%

1M

-7.66%

6M

6.44%

1Y

175.01%

5Y*

86.75%

10Y*

75.35%

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Risk-Adjusted Performance

OC vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Owens Corning (OC) 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.


Sharpe ratio
The chart of Sharpe ratio for OC, currently valued at 0.55, compared to the broader market-4.00-2.000.002.000.553.44
The chart of Sortino ratio for OC, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.933.64
The chart of Omega ratio for OC, currently valued at 1.11, compared to the broader market0.501.001.502.001.121.46
The chart of Calmar ratio for OC, currently valued at 0.84, compared to the broader market0.002.004.006.000.846.66
The chart of Martin ratio for OC, currently valued at 2.55, compared to the broader market-5.000.005.0010.0015.0020.0025.002.5520.59
OC
NVDA

The current OC Sharpe Ratio is 0.55, which is lower than the NVDA Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of OC 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.55
3.44
OC
NVDA

Dividends

OC vs. NVDA - Dividend Comparison

OC's dividend yield for the trailing twelve months is around 1.42%, more than NVDA's 0.02% yield.


TTM20232022202120202019201820172016201520142013
OC
Owens Corning
1.42%1.40%1.64%1.15%1.27%1.35%1.43%0.88%1.44%1.45%1.79%0.00%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

Drawdowns

OC vs. NVDA - Drawdown Comparison

The maximum OC drawdown since its inception was -85.22%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for OC and NVDA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.64%
-9.52%
OC
NVDA

Volatility

OC vs. NVDA - Volatility Comparison

The current volatility for Owens Corning (OC) is 9.15%, while NVIDIA Corporation (NVDA) has a volatility of 10.07%. This indicates that OC experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
9.15%
10.07%
OC
NVDA

Financials

OC vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between Owens Corning and NVIDIA Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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