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RYAIX vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYAIX and NVDA is -0.65. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.6

Performance

RYAIX vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

0.00%100,000.00%200,000.00%300,000.00%400,000.00%JulyAugustSeptemberOctoberNovemberDecember
-88.82%
358,144.68%
RYAIX
NVDA

Key characteristics

Sharpe Ratio

RYAIX:

-1.21

NVDA:

3.44

Sortino Ratio

RYAIX:

-1.75

NVDA:

3.64

Omega Ratio

RYAIX:

0.80

NVDA:

1.46

Calmar Ratio

RYAIX:

-0.23

NVDA:

6.66

Martin Ratio

RYAIX:

-1.76

NVDA:

20.59

Ulcer Index

RYAIX:

12.82%

NVDA:

8.74%

Daily Std Dev

RYAIX:

18.69%

NVDA:

52.29%

Max Drawdown

RYAIX:

-98.44%

NVDA:

-89.73%

Current Drawdown

RYAIX:

-98.29%

NVDA:

-9.52%

Returns By Period

In the year-to-date period, RYAIX achieves a -21.50% return, which is significantly lower than NVDA's 172.06% return. Over the past 10 years, RYAIX has underperformed NVDA with an annualized return of -17.96%, while NVDA has yielded a comparatively higher 75.35% annualized return.


RYAIX

YTD

-21.50%

1M

-7.93%

6M

-10.82%

1Y

-21.63%

5Y*

-20.34%

10Y*

-17.96%

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

RYAIX vs. NVDA - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for RYAIX, currently valued at -1.21, compared to the broader market-1.000.001.002.003.004.00-1.213.44
The chart of Sortino ratio for RYAIX, currently valued at -1.75, compared to the broader market-2.000.002.004.006.008.0010.00-1.753.64
The chart of Omega ratio for RYAIX, currently valued at 0.80, compared to the broader market0.501.001.502.002.503.003.500.801.46
The chart of Calmar ratio for RYAIX, currently valued at -0.23, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.236.66
The chart of Martin ratio for RYAIX, currently valued at -1.76, compared to the broader market0.0020.0040.0060.00-1.7620.59
RYAIX
NVDA

The current RYAIX Sharpe Ratio is -1.21, which is lower than the NVDA Sharpe Ratio of 3.44. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-1.21
3.44
RYAIX
NVDA

Dividends

RYAIX vs. NVDA - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
0.00%4.80%0.00%0.00%0.09%0.72%0.00%0.00%0.00%0.00%0.00%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

RYAIX vs. NVDA - Drawdown Comparison

The maximum RYAIX drawdown since its inception was -98.44%, 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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.29%
-9.52%
RYAIX
NVDA

Volatility

RYAIX vs. NVDA - Volatility Comparison

The current volatility for Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) is 7.20%, while NVIDIA Corporation (NVDA) has a volatility of 10.07%. 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
7.20%
10.07%
RYAIX
NVDA
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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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