ZECP vs. NVDA
Compare and contrast key facts about Zacks Earnings Consistent Portfolio ETF (ZECP) and NVIDIA Corporation (NVDA).
ZECP is an actively managed fund by Zacks Investment Management. It was launched on Aug 24, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZECP or NVDA.
Performance
ZECP vs. NVDA - Performance Comparison
Returns By Period
In the year-to-date period, ZECP achieves a 19.56% return, which is significantly lower than NVDA's 183.07% return.
ZECP
19.56%
-0.10%
9.08%
25.09%
N/A
N/A
NVDA
183.07%
1.56%
47.89%
184.38%
93.25%
76.29%
Key characteristics
| ZECP | NVDA | |
|---|---|---|
| Sharpe Ratio | 2.54 | 3.53 |
| Sortino Ratio | 3.48 | 3.69 |
| Omega Ratio | 1.47 | 1.47 |
| Calmar Ratio | 3.99 | 6.78 |
| Martin Ratio | 16.82 | 21.34 |
| Ulcer Index | 1.48% | 8.59% |
| Daily Std Dev | 9.79% | 51.96% |
| Max Drawdown | -21.85% | -89.73% |
| Current Drawdown | -1.57% | -5.86% |
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Correlation
The correlation between ZECP and NVDA is 0.57, 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.
Risk-Adjusted Performance
ZECP vs. NVDA - Risk-Adjusted Performance 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.
Dividends
ZECP vs. NVDA - Dividend Comparison
ZECP's dividend yield for the trailing twelve months is around 0.61%, more than NVDA's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZECP Zacks Earnings Consistent Portfolio ETF | 0.61% | 0.73% | 0.91% | 0.11% | 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
ZECP vs. NVDA - Drawdown Comparison
The maximum ZECP drawdown since its inception was -21.85%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for ZECP and NVDA. For additional features, visit the drawdowns tool.
Volatility
ZECP vs. NVDA - Volatility Comparison
The current volatility for Zacks Earnings Consistent Portfolio ETF (ZECP) is 3.49%, while NVIDIA Corporation (NVDA) has a volatility of 10.58%. 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.