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

Correlation

The correlation between ZECP and NVDA is 0.56, 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.


-0.50.00.51.00.6

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.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
25.86%
519.26%
ZECP
NVDA

Key characteristics

Sharpe Ratio

ZECP:

2.03

NVDA:

3.44

Sortino Ratio

ZECP:

2.74

NVDA:

3.64

Omega Ratio

ZECP:

1.37

NVDA:

1.46

Calmar Ratio

ZECP:

3.62

NVDA:

6.66

Martin Ratio

ZECP:

12.73

NVDA:

20.59

Ulcer Index

ZECP:

1.59%

NVDA:

8.74%

Daily Std Dev

ZECP:

10.01%

NVDA:

52.29%

Max Drawdown

ZECP:

-21.85%

NVDA:

-89.73%

Current Drawdown

ZECP:

-4.06%

NVDA:

-9.52%

Returns By Period

In the year-to-date period, ZECP achieves a 18.45% return, which is significantly lower than NVDA's 172.06% return.


ZECP

YTD

18.45%

1M

-2.03%

6M

6.98%

1Y

19.23%

5Y*

N/A

10Y*

N/A

NVDA

YTD

172.06%

1M

-7.66%

6M

6.44%

1Y

175.01%

5Y*

86.75%

10Y*

75.35%

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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.


Sharpe ratio
The chart of Sharpe ratio for ZECP, currently valued at 2.03, compared to the broader market0.002.004.002.033.44
The chart of Sortino ratio for ZECP, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.743.64
The chart of Omega ratio for ZECP, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.46
The chart of Calmar ratio for ZECP, currently valued at 3.62, compared to the broader market0.005.0010.0015.003.626.66
The chart of Martin ratio for ZECP, currently valued at 12.73, compared to the broader market0.0020.0040.0060.0080.00100.0012.7320.59
ZECP
NVDA

The current ZECP Sharpe Ratio is 2.03, which is lower than the NVDA Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of ZECP 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.03
3.44
ZECP
NVDA

Dividends

ZECP vs. NVDA - Dividend Comparison

ZECP has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.


TTM20232022202120202019201820172016201520142013
ZECP
Zacks Earnings Consistent Portfolio ETF
0.00%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.06%
-9.52%
ZECP
NVDA

Volatility

ZECP vs. NVDA - Volatility Comparison

The current volatility for Zacks Earnings Consistent Portfolio ETF (ZECP) is 3.26%, while NVIDIA Corporation (NVDA) has a volatility of 10.07%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
3.26%
10.07%
ZECP
NVDA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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