TLTI vs. NVDA

Last updated Apr 1, 2026

Compare and contrast key facts about NEOS Enhanced Income 20+ Year Treasury Bond ETF (TLTI) and NVIDIA Corporation (NVDA).

TLTI is an actively managed fund by NEOS Investments. It was launched on Dec 11, 2024.

Performance

TLTI vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Enhanced Income 20+ Year Treasury Bond ETF (TLTI) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

TLTI vs. NVDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TLTI NEOS Enhanced Income 20+ Year Treasury Bond ETF	0.97%	4.31%	-4.61%
NVDA NVIDIA Corporation	-6.48%	38.92%	-3.60%

Returns By Period

In the year-to-date period, TLTI achieves a 0.97% return, which is significantly higher than NVDA's -6.48% return.

TLTI

• 1D: 0.43%
• 1M: -3.57%
• YTD: 0.97%
• 6M: 0.37%
• 1Y: 1.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVDA

• 1D: 5.59%
• 1M: -1.57%
• YTD: -6.48%
• 6M: -6.52%
• 1Y: 60.95%
• 3Y*: 84.54%
• 5Y*: 66.14%
• 10Y*: 69.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TLTI vs. NVDA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TLTI

TLTI Risk / Return Rank: 15
TLTI Sharpe Ratio Rank: 15
TLTI Sortino Ratio Rank: 14
TLTI Omega Ratio Rank: 13
TLTI Calmar Ratio Rank: 18
TLTI Martin Ratio Rank: 16

NVDA

NVDA Risk / Return Rank: 83
NVDA Sharpe Ratio Rank: 85
NVDA Sortino Ratio Rank: 82
NVDA Omega Ratio Rank: 80
NVDA Calmar Ratio Rank: 86
NVDA Martin Ratio Rank: 85

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TLTI vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Enhanced Income 20+ Year Treasury Bond ETF (TLTI) 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.

	TLTI	NVDA	Difference
Sharpe ratio Return per unit of total volatility	0.12	1.48	-1.36
Sortino ratio Return per unit of downside risk	0.24	2.17	-1.93
Omega ratio Gain probability vs. loss probability	1.03	1.27	-0.24
Calmar ratio Return relative to maximum drawdown	0.27	2.92	-2.66
Martin ratio Return relative to average drawdown	0.57	7.39	-6.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TLTI vs. NVDA - Sharpe Ratio Comparison

The current TLTI Sharpe Ratio is 0.12, which is lower than the NVDA Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of TLTI 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.

Sharpe Ratios by Period

	TLTI	NVDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.12	1.48	-1.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.29	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.61	-0.58

Correlation

The correlation between TLTI and NVDA is 0.02, 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.

Dividends

TLTI vs. NVDA - Dividend Comparison

TLTI's dividend yield for the trailing twelve months is around 6.25%, more than NVDA's 0.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TLTI NEOS Enhanced Income 20+ Year Treasury Bond ETF	6.25%	6.33%	0.57%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

Drawdowns

TLTI vs. NVDA - Drawdown Comparison

The maximum TLTI drawdown since its inception was -8.70%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for TLTI and NVDA.

Drawdown Indicators

	TLTI	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-8.70%	-89.72%	+81.02%
Max Drawdown (1Y) Largest decline over 1 year	-8.70%	-20.21%	+11.51%
Max Drawdown (5Y) Largest decline over 5 years	—	-66.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.34%	—
Current Drawdown Current decline from peak	-3.57%	-15.76%	+12.19%
Average Drawdown Average peak-to-trough decline	-3.45%	-36.40%	+32.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.03%	7.99%	-3.96%

Volatility

TLTI vs. NVDA - Volatility Comparison

The current volatility for NEOS Enhanced Income 20+ Year Treasury Bond ETF (TLTI) is 3.75%, while NVIDIA Corporation (NVDA) has a volatility of 10.46%. This indicates that TLTI 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.

Volatility by Period

	TLTI	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.75%	10.46%	-6.71%
Volatility (6M) Calculated over the trailing 6-month period	6.43%	25.91%	-19.48%
Volatility (1Y) Calculated over the trailing 1-year period	11.35%	41.44%	-30.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.51%	51.74%	-40.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.51%	49.85%	-38.34%