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

Correlation

The correlation between PSN and NVDA is 0.28, 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.


-0.50.00.51.00.3

Performance

PSN vs. NVDA - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
20.15%
12.35%
PSN
NVDA

Key characteristics

Sharpe Ratio

PSN:

1.49

NVDA:

2.75

Sortino Ratio

PSN:

2.52

NVDA:

3.16

Omega Ratio

PSN:

1.36

NVDA:

1.39

Calmar Ratio

PSN:

2.29

NVDA:

5.39

Martin Ratio

PSN:

5.81

NVDA:

16.24

Ulcer Index

PSN:

7.94%

NVDA:

8.97%

Daily Std Dev

PSN:

30.95%

NVDA:

53.00%

Max Drawdown

PSN:

-43.79%

NVDA:

-89.73%

Current Drawdown

PSN:

-15.96%

NVDA:

-7.84%

Fundamentals

Market Cap

PSN:

$10.11B

NVDA:

$3.37T

EPS

PSN:

$0.70

NVDA:

$2.53

PE Ratio

PSN:

136.04

NVDA:

54.43

Total Revenue (TTM)

PSN:

$5.02B

NVDA:

$113.27B

Gross Profit (TTM)

PSN:

$1.04B

NVDA:

$85.93B

EBITDA (TTM)

PSN:

$196.58M

NVDA:

$74.87B

Returns By Period

In the year-to-date period, PSN achieves a 3.23% return, which is significantly higher than NVDA's 2.55% return.


PSN

YTD

3.23%

1M

-0.47%

6M

21.45%

1Y

44.16%

5Y*

17.44%

10Y*

N/A

NVDA

YTD

2.55%

1M

2.23%

6M

11.49%

1Y

131.53%

5Y*

86.22%

10Y*

75.80%

*Annualized

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Risk-Adjusted Performance

PSN vs. NVDA — Risk-Adjusted Performance Rank

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

PSN
The Risk-Adjusted Performance Rank of PSN is 8787
Overall Rank
The Sharpe Ratio Rank of PSN is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of PSN is 8787
Sortino Ratio Rank
The Omega Ratio Rank of PSN is 8888
Omega Ratio Rank
The Calmar Ratio Rank of PSN is 9292
Calmar Ratio Rank
The Martin Ratio Rank of PSN is 8383
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 9595
Overall Rank
The Sharpe Ratio Rank of NVDA is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 9393
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 9090
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 9898
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSN vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Parsons Corporation (PSN) 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 PSN, currently valued at 1.49, compared to the broader market-2.000.002.004.001.492.75
The chart of Sortino ratio for PSN, currently valued at 2.52, compared to the broader market-4.00-2.000.002.004.006.002.523.16
The chart of Omega ratio for PSN, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.39
The chart of Calmar ratio for PSN, currently valued at 2.29, compared to the broader market0.002.004.006.002.295.39
The chart of Martin ratio for PSN, currently valued at 5.81, compared to the broader market-10.000.0010.0020.0030.005.8116.24
PSN
NVDA

The current PSN Sharpe Ratio is 1.49, which is lower than the NVDA Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of PSN 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 Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
1.49
2.75
PSN
NVDA

Dividends

PSN vs. NVDA - Dividend Comparison

PSN has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.


TTM20242023202220212020201920182017201620152014
PSN
Parsons Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

Drawdowns

PSN vs. NVDA - Drawdown Comparison

The maximum PSN drawdown since its inception was -43.79%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for PSN and NVDA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.96%
-7.84%
PSN
NVDA

Volatility

PSN vs. NVDA - Volatility Comparison

The current volatility for Parsons Corporation (PSN) is 5.25%, while NVIDIA Corporation (NVDA) has a volatility of 12.78%. This indicates that PSN 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.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
5.25%
12.78%
PSN
NVDA

Financials

PSN vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between Parsons Corporation 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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