XDAT vs. NVDA
Compare and contrast key facts about Franklin Exponential Data ETF (XDAT) and NVIDIA Corporation (NVDA).
XDAT is an actively managed fund by Franklin Templeton. It was launched on Jan 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDAT or NVDA.
Key characteristics
| XDAT | NVDA | |
|---|---|---|
| YTD Return | 18.11% | 198.17% |
| 1Y Return | 37.77% | 214.54% |
| 3Y Return (Ann) | -5.95% | 69.20% |
| Sharpe Ratio | 1.93 | 4.20 |
| Sortino Ratio | 2.53 | 4.08 |
| Omega Ratio | 1.34 | 1.53 |
| Calmar Ratio | 0.93 | 8.03 |
| Martin Ratio | 4.95 | 25.31 |
| Ulcer Index | 7.47% | 8.58% |
| Daily Std Dev | 19.15% | 51.73% |
| Max Drawdown | -54.87% | -89.73% |
| Current Drawdown | -16.77% | -0.84% |
Correlation
The correlation between XDAT and NVDA is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XDAT vs. NVDA - Performance Comparison
In the year-to-date period, XDAT achieves a 18.11% return, which is significantly lower than NVDA's 198.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
XDAT vs. NVDA - Dividend Comparison
XDAT has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDAT Franklin Exponential Data ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
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.
Volatility
XDAT vs. NVDA - Volatility Comparison
The current volatility for Franklin Exponential Data ETF (XDAT) is 4.86%, while NVIDIA Corporation (NVDA) has a volatility of 11.26%. 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.