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^W1DOW vs. NVDA
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^W1DOW and NVDA is 0.85, 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

^W1DOW vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Global Index (^W1DOW) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

0.00%100,000.00%200,000.00%300,000.00%400,000.00%NovemberDecember2025FebruaryMarchApril
207.77%
295,139.36%
^W1DOW
NVDA

Key characteristics

Sharpe Ratio

^W1DOW:

0.39

NVDA:

0.58

Sortino Ratio

^W1DOW:

0.61

NVDA:

1.16

Omega Ratio

^W1DOW:

1.09

NVDA:

1.14

Calmar Ratio

^W1DOW:

0.35

NVDA:

0.94

Martin Ratio

^W1DOW:

1.49

NVDA:

2.47

Ulcer Index

^W1DOW:

3.78%

NVDA:

14.07%

Daily Std Dev

^W1DOW:

14.26%

NVDA:

60.10%

Max Drawdown

^W1DOW:

-59.33%

NVDA:

-89.72%

Current Drawdown

^W1DOW:

-6.96%

NVDA:

-25.70%

Returns By Period

In the year-to-date period, ^W1DOW achieves a -2.03% return, which is significantly higher than NVDA's -17.33% return. Over the past 10 years, ^W1DOW has underperformed NVDA with an annualized return of 5.33%, while NVDA has yielded a comparatively higher 70.63% annualized return.


^W1DOW

YTD

-2.03%

1M

-2.55%

6M

-2.52%

1Y

8.54%

5Y*

10.66%

10Y*

5.33%

NVDA

YTD

-17.33%

1M

-2.42%

6M

-21.56%

1Y

34.39%

5Y*

72.99%

10Y*

70.63%

*Annualized

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Risk-Adjusted Performance

^W1DOW vs. NVDA — Risk-Adjusted Performance Rank

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

^W1DOW
The Risk-Adjusted Performance Rank of ^W1DOW is 5757
Overall Rank
The Sharpe Ratio Rank of ^W1DOW is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ^W1DOW is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ^W1DOW is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ^W1DOW is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ^W1DOW is 6161
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.

^W1DOW vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) 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 ^W1DOW, currently valued at 0.39, compared to the broader market-0.500.000.501.001.50
^W1DOW: 0.39
NVDA: 0.39
The chart of Sortino ratio for ^W1DOW, currently valued at 0.61, compared to the broader market-1.00-0.500.000.501.001.502.00
^W1DOW: 0.61
NVDA: 0.93
The chart of Omega ratio for ^W1DOW, currently valued at 1.09, compared to the broader market0.901.001.101.201.30
^W1DOW: 1.09
NVDA: 1.12
The chart of Calmar ratio for ^W1DOW, currently valued at 0.35, compared to the broader market-0.500.000.501.00
^W1DOW: 0.35
NVDA: 0.62
The chart of Martin ratio for ^W1DOW, currently valued at 1.49, compared to the broader market0.002.004.006.00
^W1DOW: 1.49
NVDA: 1.60

The current ^W1DOW Sharpe Ratio is 0.39, which is lower than the NVDA Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of ^W1DOW 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.39
0.39
^W1DOW
NVDA

Drawdowns

^W1DOW vs. NVDA - Drawdown Comparison

The maximum ^W1DOW drawdown since its inception was -59.33%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for ^W1DOW and NVDA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.96%
-25.70%
^W1DOW
NVDA

Volatility

^W1DOW vs. NVDA - Volatility Comparison

The current volatility for Dow Jones Global Index (^W1DOW) is 9.90%, while NVIDIA Corporation (NVDA) has a volatility of 25.46%. This indicates that ^W1DOW 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%NovemberDecember2025FebruaryMarchApril
9.90%
25.46%
^W1DOW
NVDA