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XDAT vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XDAT and NVDA is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

XDAT vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Exponential Data ETF (XDAT) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
-6.27%
708.33%
XDAT
NVDA

Key characteristics

Sharpe Ratio

XDAT:

0.34

NVDA:

0.56

Sortino Ratio

XDAT:

0.66

NVDA:

1.14

Omega Ratio

XDAT:

1.09

NVDA:

1.14

Calmar Ratio

XDAT:

0.27

NVDA:

0.92

Martin Ratio

XDAT:

1.08

NVDA:

2.42

Ulcer Index

XDAT:

8.52%

NVDA:

13.98%

Daily Std Dev

XDAT:

27.06%

NVDA:

60.06%

Max Drawdown

XDAT:

-54.87%

NVDA:

-89.73%

Current Drawdown

XDAT:

-24.72%

NVDA:

-28.77%

Returns By Period

In the year-to-date period, XDAT achieves a -8.33% return, which is significantly higher than NVDA's -20.74% return.


XDAT

YTD

-8.33%

1M

-3.86%

6M

-4.63%

1Y

6.28%

5Y*

N/A

10Y*

N/A

NVDA

YTD

-20.74%

1M

-11.82%

6M

-24.19%

1Y

33.61%

5Y*

71.60%

10Y*

69.99%

*Annualized

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Risk-Adjusted Performance

XDAT vs. NVDA — Risk-Adjusted Performance Rank

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

XDAT
The Risk-Adjusted Performance Rank of XDAT is 4747
Overall Rank
The Sharpe Ratio Rank of XDAT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of XDAT is 5050
Sortino Ratio Rank
The Omega Ratio Rank of XDAT is 4949
Omega Ratio Rank
The Calmar Ratio Rank of XDAT is 4545
Calmar Ratio Rank
The Martin Ratio Rank of XDAT is 4444
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 7474
Overall Rank
The Sharpe Ratio Rank of NVDA is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 7070
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XDAT vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) 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 chart of Sharpe ratio for XDAT, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.00
XDAT: 0.34
NVDA: 0.56
The chart of Sortino ratio for XDAT, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.00
XDAT: 0.66
NVDA: 1.14
The chart of Omega ratio for XDAT, currently valued at 1.09, compared to the broader market0.501.001.502.00
XDAT: 1.09
NVDA: 1.14
The chart of Calmar ratio for XDAT, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.0012.00
XDAT: 0.27
NVDA: 0.92
The chart of Martin ratio for XDAT, currently valued at 1.08, compared to the broader market0.0020.0040.0060.00
XDAT: 1.08
NVDA: 2.42

The current XDAT Sharpe Ratio is 0.34, which is lower than the NVDA Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of XDAT 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.34
0.56
XDAT
NVDA

Dividends

XDAT vs. NVDA - Dividend Comparison

XDAT's dividend yield for the trailing twelve months is around 0.14%, more than NVDA's 0.03% yield.


TTM20242023202220212020201920182017201620152014
XDAT
Franklin Exponential Data ETF
0.14%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

Drawdowns

XDAT vs. NVDA - Drawdown Comparison

The maximum XDAT drawdown since its inception was -54.87%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for XDAT and NVDA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.72%
-28.77%
XDAT
NVDA

Volatility

XDAT vs. NVDA - Volatility Comparison

The current volatility for Franklin Exponential Data ETF (XDAT) is 17.51%, while NVIDIA Corporation (NVDA) has a volatility of 25.75%. This indicates that XDAT 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
17.51%
25.75%
XDAT
NVDA