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VUAA.L vs. NVDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUAA.L vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUAA.L achieves a 8.41% return, which is significantly lower than NVDA's 10.16% return.


VUAA.L

1D
2.02%
1M
-0.83%
YTD
8.41%
6M
9.69%
1Y
24.92%
3Y*
20.75%
5Y*
13.22%
10Y*

NVDA

1D
0.16%
1M
-12.86%
YTD
10.16%
6M
17.38%
1Y
44.72%
3Y*
71.13%
5Y*
63.13%
10Y*
67.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUAA.L vs. NVDA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VUAA.L
Vanguard S&P 500 UCITS ETF USD Accumulation
8.41%17.37%25.27%26.68%-18.63%29.34%20.33%14.82%
NVDA
NVIDIA Corporation
10.16%38.92%171.25%239.02%-50.26%125.48%122.30%48.93%

Correlation

The correlation between VUAA.L and NVDA is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (All Time)
Calculated using the full available price history since May 14, 2019

0.40

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Return for Risk

VUAA.L vs. NVDA — Risk / Return Rank

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

VUAA.L
VUAA.L Risk / Return Rank: 7474
Overall Rank
VUAA.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VUAA.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
VUAA.L Omega Ratio Rank: 7272
Omega Ratio Rank
VUAA.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
VUAA.L Martin Ratio Rank: 7676
Martin Ratio Rank

NVDA
NVDA Risk / Return Rank: 7575
Overall Rank
NVDA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7373
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7171
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7777
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7777
Martin Ratio Rank
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.

VUAA.L vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) 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.


VUAA.LNVDADifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.37

1.21

+0.15

Calmar ratioReturn relative to maximum drawdown

2.99

2.07

+0.92

Martin ratioReturn relative to average drawdown

12.46

4.94

+7.51

VUAA.L vs. NVDA - Sharpe Ratio Comparison

The current VUAA.L Sharpe Ratio is 2.04, which is higher than the NVDA Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of VUAA.L and NVDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VUAA.L vs. NVDA - Drawdown Comparison

The maximum VUAA.L drawdown since its inception was -34.05%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for VUAA.L and NVDA.


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Drawdown Indicators


VUAA.LNVDADifference

Max Drawdown

Largest peak-to-trough decline

-34.05%

-89.72%

+55.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

-20.21%

+12.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.39%

-36.88%

+18.49%

Max Drawdown (5Y)

Largest decline over 5 years

-24.36%

-66.34%

+41.98%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

Current Drawdown

Current decline from peak

-2.26%

-12.86%

+10.60%

Average Drawdown

Average peak-to-trough decline

-4.99%

-36.18%

+31.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

8.46%

-6.49%

Volatility

VUAA.L vs. NVDA - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) is 3.99%, while NVIDIA Corporation (NVDA) has a volatility of 13.26%. This indicates that VUAA.L 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


VUAA.LNVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

13.26%

-9.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

26.67%

-17.64%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

35.00%

-22.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

51.76%

-35.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

49.84%

-32.03%

Dividends

VUAA.L vs. NVDA - Dividend Comparison

VUAA.L has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.14%.


PositionTTM20252024202320222021202020192018201720162015
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%
VUAA.L
Vanguard S&P 500 UCITS ETF USD Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%1.63%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VUAA.L and NVDA have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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