THNQ vs. NVDA
THNQ (ROBO Global Artificial Intelligence ETF) is Technology Equities fund tracking the ROBO Global Artificial Intelligence Index, while NVDA (NVIDIA Corporation) is a stock. Over the past 5 years, THNQ returned 15.08%/yr vs 59.90%/yr for NVDA. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
THNQ vs. NVDA - Performance Comparison
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Returns By Period
In the year-to-date period, THNQ achieves a 36.10% return, which is significantly higher than NVDA's 7.39% return.
THNQ
- 1D
- -3.25%
- 1M
- 2.00%
- YTD
- 36.10%
- 6M
- 33.52%
- 1Y
- 66.41%
- 3Y*
- 35.10%
- 5Y*
- 15.08%
- 10Y*
- —
NVDA
- 1D
- -4.13%
- 1M
- -6.99%
- YTD
- 7.39%
- 6M
- 5.85%
- 1Y
- 38.94%
- 3Y*
- 68.08%
- 5Y*
- 59.90%
- 10Y*
- 67.94%
THNQ vs. NVDA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
THNQ ROBO Global Artificial Intelligence ETF | 36.10% | 29.83% | 18.82% | 56.81% | -39.84% | 9.10% | 60.92% |
NVDA NVIDIA Corporation | 7.39% | 38.92% | 171.25% | 239.02% | -50.26% | 125.48% | 67.28% |
Correlation
The correlation between THNQ and NVDA is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since May 11, 2020 | 0.69 |
The correlation between THNQ and NVDA shifts across timeframes, from 0.53 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
THNQ vs. NVDA — Risk / Return Rank
THNQ
NVDA
THNQ vs. NVDA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ROBO Global Artificial Intelligence ETF (THNQ) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| THNQ | NVDA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.20 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 1.94 | +1.69 |
| Martin ratioReturn relative to average drawdown | 11.47 | 4.51 | +6.96 |
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Drawdowns
THNQ vs. NVDA - Drawdown Comparison
The maximum THNQ drawdown since its inception was -50.56%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for THNQ and NVDA.
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Drawdown Indicators
| THNQ | NVDA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.56% | -89.72% | +39.16% |
Max Drawdown (1Y)Largest decline over 1 year | -18.39% | -20.21% | +1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -29.88% | -36.88% | +7.00% |
Max Drawdown (5Y)Largest decline over 5 years | -50.56% | -66.34% | +15.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.34% | — |
Current DrawdownCurrent decline from peak | -7.60% | -15.04% | +7.44% |
Average DrawdownAverage peak-to-trough decline | -15.00% | -36.16% | +21.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 8.66% | -2.85% |
Volatility
THNQ vs. NVDA - Volatility Comparison
ROBO Global Artificial Intelligence ETF (THNQ) and NVIDIA Corporation (NVDA) have volatilities of 13.15% and 13.29%, 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.
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Volatility by Period
| THNQ | NVDA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.15% | 13.29% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 23.09% | 26.92% | -3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.49% | 35.50% | -7.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.48% | 51.84% | -22.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 49.87% | -20.98% |
Dividends
THNQ vs. NVDA - Dividend Comparison
THNQ's dividend yield for the trailing twelve months is around 0.15%, more than NVDA's 0.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.14% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
THNQ ROBO Global Artificial Intelligence ETF | 0.15% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
THNQ and NVDA have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDA has higher volatility (13.29%) compared to THNQ (13.15%). In terms of maximum drawdown, THNQ dropped -50.56% vs NVDA's -89.72%.
THNQ currently has the higher Sharpe Ratio (2.34 vs 1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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