RYAIX vs. NVDA

In the year-to-date period, RYAIX achieves a 3.07% return, which is significantly higher than NVDA's -13.13% return. Over the past 10 years, RYAIX has underperformed NVDA with an annualized return of -17.17%, while NVDA has yielded a comparatively higher 72.36% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) 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 RYAIX Sharpe Ratio is -0.51, which is lower than the NVDA Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of RYAIX 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.

RYAIX's dividend yield for the trailing twelve months is around 5.50%, more than NVDA's 0.03% yield.

The maximum RYAIX drawdown since its inception was -97.97%, which is greater than NVDA's maximum drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for RYAIX and NVDA. For additional features, visit the drawdowns tool.

The current volatility for Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) is 8.12%, while NVIDIA Corporation (NVDA) has a volatility of 14.66%. This indicates that RYAIX 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.