ZECP vs. NVDA

Last updated Jun 24, 2026

ZECP (Zacks Earnings Consistent Portfolio ETF) is Large Cap Blend Equities fund actively managed by Zacks, while NVDA (NVIDIA Corporation) is a stock. Over the past 3 years, ZECP returned 15.60%/yr vs 68.08%/yr for NVDA. A 0.51 correlation means they provide meaningful diversification when combined.

Performance

ZECP vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Earnings Consistent Portfolio ETF (ZECP) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ZECP achieves a 6.65% return, which is significantly lower than NVDA's 7.39% return.

ZECP

• 1D: -0.12%
• 1M: 0.05%
• YTD: 6.65%
• 6M: 5.71%
• 1Y: 19.89%
• 3Y*: 15.60%
• 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%

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

ZECP vs. NVDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ZECP Zacks Earnings Consistent Portfolio ETF	6.65%	15.03%	17.32%	13.88%	-13.41%	7.62%
NVDA NVIDIA Corporation	7.39%	38.92%	171.25%	239.02%	-50.26%	33.98%

Correlation

The correlation between ZECP and NVDA is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (All Time) Calculated using the full available price history since Aug 24, 2021	0.51

Over the past year, the correlation between ZECP and NVDA has dropped to 0.27 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

Return for Risk

ZECP vs. NVDA — Risk / Return Rank

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

ZECP

ZECP Risk / Return Rank: 60
ZECP Sharpe Ratio Rank: 60
ZECP Sortino Ratio Rank: 65
ZECP Omega Ratio Rank: 56
ZECP Calmar Ratio Rank: 52
ZECP Martin Ratio Rank: 65

NVDA

NVDA Risk / Return Rank: 72
NVDA Sharpe Ratio Rank: 75
NVDA Sortino Ratio Rank: 69
NVDA Omega Ratio Rank: 66
NVDA Calmar Ratio Rank: 75
NVDA Martin Ratio Rank: 74

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.

ZECP vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Earnings Consistent Portfolio ETF (ZECP) 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.

	ZECP	NVDA	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.10	+0.76
Sortino ratio: Return per unit of downside risk	2.75	1.65	+1.10
Omega ratio: Gain probability vs. loss probability	1.33	1.20	+0.13
Calmar ratio: Return relative to maximum drawdown	2.40	1.94	+0.47
Martin ratio: Return relative to average drawdown	10.91	4.51	+6.40

ZECP vs. NVDA - Sharpe Ratio Comparison

The current ZECP Sharpe Ratio is 1.86, which is higher than the NVDA Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of ZECP 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.

Drawdowns

ZECP vs. NVDA - Drawdown Comparison

The maximum ZECP drawdown since its inception was -21.86%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for ZECP and NVDA.

Drawdown Indicators

	ZECP	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-21.86%	-89.72%	+67.86%
Max Drawdown (1Y) Largest decline over 1 year	-8.32%	-20.21%	+11.89%
Max Drawdown (3Y) Largest decline over 3 years	-15.47%	-36.88%	+21.41%
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	-1.40%	-15.04%	+13.64%
Average Drawdown Average peak-to-trough decline	-5.45%	-36.16%	+30.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	8.66%	-6.83%

Volatility

ZECP vs. NVDA - Volatility Comparison

The current volatility for Zacks Earnings Consistent Portfolio ETF (ZECP) is 3.24%, while NVIDIA Corporation (NVDA) has a volatility of 13.29%. This indicates that ZECP 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

	ZECP	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.24%	13.29%	-10.05%
Volatility (6M) Calculated over the trailing 6-month period	8.44%	26.92%	-18.48%
Volatility (1Y) Calculated over the trailing 1-year period	10.79%	35.50%	-24.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.63%	51.84%	-37.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.63%	49.87%	-35.24%

Dividends

ZECP vs. NVDA - Dividend Comparison

ZECP's dividend yield for the trailing twelve months is around 0.74%, 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%
ZECP Zacks Earnings Consistent Portfolio ETF	0.74%	0.79%	0.63%	0.73%	0.91%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ZECP and NVDA in my portfolio?

ZECP and NVDA have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ZECP or NVDA?

NVDA has higher volatility (13.29%) compared to ZECP (3.24%). In terms of maximum drawdown, ZECP dropped -21.86% vs NVDA's -89.72%.

Which has better risk-adjusted returns?

ZECP currently has the higher Sharpe Ratio (1.86 vs 1.10), 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.