RYVYX vs. NVDA
Compare and contrast key facts about Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and NVIDIA Corporation (NVDA).
RYVYX is managed by Rydex Funds. It was launched on May 23, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYVYX or NVDA.
Key characteristics
| RYVYX | NVDA | |
|---|---|---|
| YTD Return | 41.95% | 196.42% |
| 1Y Return | 59.17% | 200.29% |
| 3Y Return (Ann) | 4.85% | 70.05% |
| 5Y Return (Ann) | 25.85% | 96.27% |
| 10Y Return (Ann) | 23.08% | 77.78% |
| Sharpe Ratio | 1.70 | 3.78 |
| Sortino Ratio | 2.20 | 3.85 |
| Omega Ratio | 1.30 | 1.50 |
| Calmar Ratio | 1.89 | 7.23 |
| Martin Ratio | 7.33 | 22.81 |
| Ulcer Index | 8.09% | 8.58% |
| Daily Std Dev | 34.82% | 51.74% |
| Max Drawdown | -98.21% | -89.73% |
| Current Drawdown | -2.17% | -1.42% |
Correlation
The correlation between RYVYX and NVDA is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RYVYX vs. NVDA - Performance Comparison
In the year-to-date period, RYVYX achieves a 41.95% return, which is significantly lower than NVDA's 196.42% return. Over the past 10 years, RYVYX has underperformed NVDA with an annualized return of 23.08%, while NVDA has yielded a comparatively higher 77.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RYVYX vs. NVDA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 2x Strategy Fund (RYVYX) 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.
Dividends
RYVYX vs. NVDA - Dividend Comparison
RYVYX has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYVYX Rydex NASDAQ-100 2x Strategy Fund | 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% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
Drawdowns
RYVYX vs. NVDA - Drawdown Comparison
The maximum RYVYX drawdown since its inception was -98.21%, which is greater than NVDA's maximum drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for RYVYX and NVDA. For additional features, visit the drawdowns tool.
Volatility
RYVYX vs. NVDA - Volatility Comparison
Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and NVIDIA Corporation (NVDA) have volatilities of 9.95% and 9.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.