TLSA vs. NVDA

In the year-to-date period, TLSA achieves a 98.22% return, which is significantly higher than NVDA's 3.66% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Tiziana Life Sciences PLC (TLSA) 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 TLSA Sharpe Ratio is 0.42, which is comparable to the NVDA Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of TLSA 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.

TLSA has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.

The maximum TLSA drawdown since its inception was -93.98%, roughly equal to the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for TLSA and NVDA.

Tiziana Life Sciences PLC (TLSA) has a higher volatility of 36.41% compared to NVIDIA Corporation (NVDA) at 10.06%. This indicates that TLSA'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.

This section allows you to compare key financial metrics between Tiziana Life Sciences PLC 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.