THPMX vs. NVDA

In the year-to-date period, THPMX achieves a -0.67% return, which is significantly lower than NVDA's 0.63% return. Over the past 10 years, THPMX has underperformed NVDA with an annualized return of 8.41%, while NVDA has yielded a comparatively higher 74.01% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Thompson MidCap Fund (THPMX) 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 THPMX Sharpe Ratio is 0.45, which is comparable to the NVDA Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of THPMX 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.

THPMX's dividend yield for the trailing twelve months is around 8.09%, more than NVDA's 0.02% yield.

The maximum THPMX drawdown since its inception was -55.87%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for THPMX and NVDA.

The current volatility for Thompson MidCap Fund (THPMX) is 5.46%, while NVIDIA Corporation (NVDA) has a volatility of 10.81%. This indicates that THPMX 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.