SPXX vs. NVDA

In the year-to-date period, SPXX achieves a 0.59% return, which is significantly lower than NVDA's 0.84% return. Over the past 10 years, SPXX has underperformed NVDA with an annualized return of 9.46%, while NVDA has yielded a comparatively higher 75.04% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) 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 SPXX Sharpe Ratio is 1.06, which is higher than the NVDA Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SPXX 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.

SPXX's dividend yield for the trailing twelve months is around 7.22%, more than NVDA's 0.02% yield.

The maximum SPXX drawdown since its inception was -52.39%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for SPXX and NVDA. For additional features, visit the drawdowns tool.

The current volatility for Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) is 5.69%, while NVIDIA Corporation (NVDA) has a volatility of 12.50%. This indicates that SPXX 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.