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

Correlation

The correlation between SHYF and NVDA is 0.22, 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.


-0.50.00.51.00.2

Performance

SHYF vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Shyft Group, Inc. (SHYF) 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
572.19%
358,144.68%
SHYF
NVDA

Key characteristics

Sharpe Ratio

SHYF:

-0.11

NVDA:

3.44

Sortino Ratio

SHYF:

0.25

NVDA:

3.64

Omega Ratio

SHYF:

1.03

NVDA:

1.46

Calmar Ratio

SHYF:

-0.07

NVDA:

6.66

Martin Ratio

SHYF:

-0.37

NVDA:

20.59

Ulcer Index

SHYF:

16.33%

NVDA:

8.74%

Daily Std Dev

SHYF:

55.81%

NVDA:

52.29%

Max Drawdown

SHYF:

-94.35%

NVDA:

-89.73%

Current Drawdown

SHYF:

-78.16%

NVDA:

-9.52%

Fundamentals

Market Cap

SHYF:

$432.56M

NVDA:

$3.19T

EPS

SHYF:

-$0.10

NVDA:

$2.53

Total Revenue (TTM)

SHYF:

$787.08M

NVDA:

$113.27B

Gross Profit (TTM)

SHYF:

$142.17M

NVDA:

$85.93B

EBITDA (TTM)

SHYF:

$19.13M

NVDA:

$74.87B

Returns By Period

In the year-to-date period, SHYF achieves a -4.81% return, which is significantly lower than NVDA's 172.06% return. Over the past 10 years, SHYF has underperformed NVDA with an annualized return of 8.94%, while NVDA has yielded a comparatively higher 75.35% annualized return.


SHYF

YTD

-4.81%

1M

-13.78%

6M

-1.92%

1Y

-7.68%

5Y*

-8.34%

10Y*

8.94%

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

SHYF vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Shyft Group, Inc. (SHYF) 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 SHYF, currently valued at -0.11, compared to the broader market-4.00-2.000.002.00-0.113.44
The chart of Sortino ratio for SHYF, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.000.253.64
The chart of Omega ratio for SHYF, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.46
The chart of Calmar ratio for SHYF, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.076.66
The chart of Martin ratio for SHYF, currently valued at -0.37, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.3720.59
SHYF
NVDA

The current SHYF Sharpe Ratio is -0.11, which is lower than the NVDA Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of SHYF 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
-0.11
3.44
SHYF
NVDA

Dividends

SHYF vs. NVDA - Dividend Comparison

SHYF's dividend yield for the trailing twelve months is around 1.75%, more than NVDA's 0.02% yield.


TTM20232022202120202019201820172016201520142013
SHYF
The Shyft Group, Inc.
1.75%1.64%0.80%0.20%0.35%0.55%1.38%0.63%1.08%3.22%1.90%1.49%
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

SHYF vs. NVDA - Drawdown Comparison

The maximum SHYF drawdown since its inception was -94.35%, which is greater than NVDA's maximum drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for SHYF and NVDA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-78.16%
-9.52%
SHYF
NVDA

Volatility

SHYF vs. NVDA - Volatility Comparison

The Shyft Group, Inc. (SHYF) has a higher volatility of 18.94% compared to NVIDIA Corporation (NVDA) at 10.07%. This indicates that SHYF's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.94%
10.07%
SHYF
NVDA

Financials

SHYF vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between The Shyft Group, Inc. 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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