PRTBX vs. NVDA

In the year-to-date period, PRTBX achieves a 1.80% return, which is significantly higher than NVDA's 0.63% return. Over the past 10 years, PRTBX has underperformed NVDA with an annualized return of 0.90%, while NVDA has yielded a comparatively higher 74.01% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Short-Term Treasury Portfolio (PRTBX) 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 PRTBX Sharpe Ratio is 4.69, which is higher than the NVDA Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of PRTBX 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.

PRTBX's dividend yield for the trailing twelve months is around 2.64%, more than NVDA's 0.02% yield.

The maximum PRTBX drawdown since its inception was -5.12%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for PRTBX and NVDA.

The current volatility for Permanent Portfolio Short-Term Treasury Portfolio (PRTBX) is 0.32%, while NVIDIA Corporation (NVDA) has a volatility of 10.81%. This indicates that PRTBX 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.