TLTI vs. NVDA
TLTI (NEOS Enhanced Income 20+ Year Treasury Bond ETF) is Derivative Income fund actively managed by NEOS Investments, while NVDA (NVIDIA Corporation) is a stock. Over the past year, TLTI returned 5.45% vs 38.94% for NVDA. At a 0.05 correlation, their price movements are largely independent.
Performance
TLTI vs. NVDA - Performance Comparison
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Returns By Period
In the year-to-date period, TLTI achieves a 1.81% return, which is significantly lower than NVDA's 7.39% return.
TLTI
- 1D
- 0.08%
- 1M
- 2.24%
- YTD
- 1.81%
- 6M
- 1.37%
- 1Y
- 5.45%
- 3Y*
- —
- 5Y*
- —
- 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%
TLTI vs. NVDA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TLTI NEOS Enhanced Income 20+ Year Treasury Bond ETF | 1.81% | 4.31% | -5.46% |
NVDA NVIDIA Corporation | 7.39% | 38.92% | -0.58% |
Correlation
The correlation between TLTI and NVDA is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2024 | 0.05 |
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Return for Risk
TLTI vs. NVDA — Risk / Return Rank
TLTI
NVDA
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.
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.
| TLTI | NVDA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.20 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.94 | -1.11 |
| Martin ratioReturn relative to average drawdown | 1.94 | 4.51 | -2.56 |
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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.
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Drawdown Indicators
| TLTI | NVDA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.70% | -89.72% | +81.02% |
Max Drawdown (1Y)Largest decline over 1 year | -6.60% | -20.21% | +13.61% |
Max Drawdown (3Y)Largest decline over 3 years | — | -36.88% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -66.34% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.34% | — |
Current DrawdownCurrent decline from peak | -2.77% | -15.04% | +12.27% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -36.16% | +32.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 8.66% | -5.85% |
Volatility
TLTI vs. NVDA - Volatility Comparison
The current volatility for NEOS Enhanced Income 20+ Year Treasury Bond ETF (TLTI) is 2.36%, while NVIDIA Corporation (NVDA) has a volatility of 13.29%. 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.
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Volatility by Period
| TLTI | NVDA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 13.29% | -10.93% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 26.92% | -20.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.26% | 35.50% | -26.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.10% | 51.84% | -40.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.10% | 49.87% | -38.77% |
Dividends
TLTI vs. NVDA - Dividend Comparison
TLTI's dividend yield for the trailing twelve months is around 6.77%, 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% |
TLTI NEOS Enhanced Income 20+ Year Treasury Bond ETF | 6.77% | 6.33% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TLTI and NVDA have a correlation of 0.03, 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 TLTI (2.36%). In terms of maximum drawdown, TLTI dropped -8.70% vs NVDA's -89.72%.
NVDA currently has the higher Sharpe Ratio (1.10 vs 0.59), 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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