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PATH vs. NVDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PATH vs. NVDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UiPath Inc. (PATH) and YieldMax NVDA Option Income Strategy ETF (NVDY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PATH achieves a -28.80% return, which is significantly lower than NVDY's 14.49% return.


PATH

1D
0.00%
1M
9.07%
YTD
-28.80%
6M
-36.85%
1Y
-10.57%
3Y*
-15.58%
5Y*
-31.21%
10Y*

NVDY

1D
1.27%
1M
7.84%
YTD
14.49%
6M
17.01%
1Y
47.85%
3Y*
55.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PATH vs. NVDY - Yearly Performance Comparison


2026 (YTD)202520242023
PATH
UiPath Inc.
-28.80%28.95%-48.83%70.02%
NVDY
YieldMax NVDA Option Income Strategy ETF
14.49%27.38%114.23%42.02%

Correlation

The correlation between PATH and NVDY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (All Time)
Calculated using the full available price history since May 12, 2023

0.24

The correlation between PATH and NVDY shifts across timeframes, from 0.11 (1 year) to 0.25 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PATH vs. NVDY — Risk / Return Rank

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

PATH
PATH Risk / Return Rank: 3535
Overall Rank
PATH Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PATH Sortino Ratio Rank: 3636
Sortino Ratio Rank
PATH Omega Ratio Rank: 3535
Omega Ratio Rank
PATH Calmar Ratio Rank: 3535
Calmar Ratio Rank
PATH Martin Ratio Rank: 3535
Martin Ratio Rank

NVDY
NVDY Risk / Return Rank: 5656
Overall Rank
NVDY Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
NVDY Sortino Ratio Rank: 4848
Sortino Ratio Rank
NVDY Omega Ratio Rank: 4848
Omega Ratio Rank
NVDY Calmar Ratio Rank: 7676
Calmar Ratio Rank
NVDY Martin Ratio Rank: 5454
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.

PATH vs. NVDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UiPath Inc. (PATH) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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.


PATHNVDYDifference
Sharpe ratioReturn per unit of total volatility

-1.93

Sortino ratioReturn per unit of downside risk

-2.13

Omega ratioGain probability vs. loss probability

1.02

1.29

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.21

3.75

-3.96

Martin ratioReturn relative to average drawdown

-0.38

9.22

-9.59

PATH vs. NVDY - Sharpe Ratio Comparison

The current PATH Sharpe Ratio is -0.17, which is lower than the NVDY Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of PATH and NVDY, 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


PATHNVDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.17

1.76

-1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.46

1.65

-2.11

Drawdowns

PATH vs. NVDY - Drawdown Comparison

The maximum PATH drawdown since its inception was -88.98%, which is greater than NVDY's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for PATH and NVDY.


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Drawdown Indicators


PATHNVDYDifference

Max Drawdown

Largest peak-to-trough decline

-88.98%

-34.08%

-54.90%

Max Drawdown (1Y)

Largest decline over 1 year

-51.37%

-12.81%

-38.56%

Max Drawdown (3Y)

Largest decline over 3 years

-65.10%

-34.08%

-31.02%

Max Drawdown (5Y)

Largest decline over 5 years

-87.66%

Current Drawdown

Current decline from peak

-86.29%

-5.47%

-80.82%

Average Drawdown

Average peak-to-trough decline

-73.73%

-6.15%

-67.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.92%

5.21%

+22.71%

Volatility

PATH vs. NVDY - Volatility Comparison

UiPath Inc. (PATH) has a higher volatility of 19.85% compared to YieldMax NVDA Option Income Strategy ETF (NVDY) at 9.43%. This indicates that PATH's price experiences larger fluctuations and is considered to be riskier than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PATHNVDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.85%

9.43%

+10.42%

Volatility (6M)

Calculated over the trailing 6-month period

48.46%

20.71%

+27.75%

Volatility (1Y)

Calculated over the trailing 1-year period

63.43%

27.33%

+36.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.65%

38.22%

+25.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.27%

38.22%

+26.05%

Dividends

PATH vs. NVDY - Dividend Comparison

PATH has not paid dividends to shareholders, while NVDY's dividend yield for the trailing twelve months is around 62.14%.


PositionTTM202520242023
NVDY
YieldMax NVDA Option Income Strategy ETF
62.14%83.10%83.65%22.32%
PATH
UiPath Inc.
0.00%0.00%0.00%0.00%

Frequently Asked Questions


PATH and NVDY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PATH has higher volatility (19.85%) compared to NVDY (9.43%). In terms of maximum drawdown, PATH dropped -88.98% vs NVDY's -34.08%.

NVDY currently has the higher Sharpe Ratio (1.76 vs -0.17), 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.

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