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

Correlation

The correlation between SPH and NVDA is 0.12, 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.


-0.50.00.51.00.1

Performance

SPH vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Suburban Propane Partners, L.P. (SPH) 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
721.06%
358,144.68%
SPH
NVDA

Key characteristics

Sharpe Ratio

SPH:

0.08

NVDA:

3.44

Sortino Ratio

SPH:

0.35

NVDA:

3.64

Omega Ratio

SPH:

1.04

NVDA:

1.46

Calmar Ratio

SPH:

0.14

NVDA:

6.66

Martin Ratio

SPH:

0.26

NVDA:

20.59

Ulcer Index

SPH:

10.44%

NVDA:

8.74%

Daily Std Dev

SPH:

32.75%

NVDA:

52.29%

Max Drawdown

SPH:

-60.59%

NVDA:

-89.73%

Current Drawdown

SPH:

-15.25%

NVDA:

-9.52%

Fundamentals

Market Cap

SPH:

$1.15B

NVDA:

$3.19T

EPS

SPH:

$1.14

NVDA:

$2.53

PE Ratio

SPH:

15.59

NVDA:

51.54

PEG Ratio

SPH:

1.24

NVDA:

0.81

Total Revenue (TTM)

SPH:

$1.33B

NVDA:

$113.27B

Gross Profit (TTM)

SPH:

$524.97M

NVDA:

$85.93B

EBITDA (TTM)

SPH:

$216.47M

NVDA:

$74.87B

Returns By Period

In the year-to-date period, SPH achieves a 4.68% return, which is significantly lower than NVDA's 172.06% return. Over the past 10 years, SPH has underperformed NVDA with an annualized return of 0.40%, while NVDA has yielded a comparatively higher 75.35% annualized return.


SPH

YTD

4.68%

1M

-4.46%

6M

-2.85%

1Y

-4.02%

5Y*

3.56%

10Y*

0.40%

NVDA

YTD

172.06%

1M

-7.66%

6M

6.44%

1Y

175.01%

5Y*

86.75%

10Y*

75.35%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SPH vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Suburban Propane Partners, L.P. (SPH) 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 SPH, currently valued at 0.08, compared to the broader market-4.00-2.000.002.000.083.44
The chart of Sortino ratio for SPH, currently valued at 0.35, compared to the broader market-4.00-2.000.002.004.000.353.64
The chart of Omega ratio for SPH, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.46
The chart of Calmar ratio for SPH, currently valued at 0.14, compared to the broader market0.002.004.006.000.146.66
The chart of Martin ratio for SPH, currently valued at 0.26, compared to the broader market-5.000.005.0010.0015.0020.0025.000.2620.59
SPH
NVDA

The current SPH Sharpe Ratio is 0.08, which is lower than the NVDA Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of SPH 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.08
3.44
SPH
NVDA

Dividends

SPH vs. NVDA - Dividend Comparison

SPH's dividend yield for the trailing twelve months is around 7.50%, more than NVDA's 0.02% yield.


TTM20232022202120202019201820172016201520142013
SPH
Suburban Propane Partners, L.P.
7.50%7.32%8.56%8.53%12.11%10.98%12.45%13.48%11.82%14.55%8.10%7.46%
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

SPH vs. NVDA - Drawdown Comparison

The maximum SPH drawdown since its inception was -60.59%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for SPH and NVDA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.25%
-9.52%
SPH
NVDA

Volatility

SPH vs. NVDA - Volatility Comparison

The current volatility for Suburban Propane Partners, L.P. (SPH) is 7.96%, while NVIDIA Corporation (NVDA) has a volatility of 10.07%. This indicates that SPH 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
7.96%
10.07%
SPH
NVDA

Financials

SPH vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between Suburban Propane Partners, L.P. 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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