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

Correlation

The correlation between ^WILRESI and NVDA is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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Performance

^WILRESI vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilshire US Real Estate Securities Index (^WILRESI) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
-3.99%
62.40%
DAR
TPL

Key characteristics

Sharpe Ratio

^WILRESI:

0.50

NVDA:

3.88

Sortino Ratio

^WILRESI:

0.79

NVDA:

3.90

Omega Ratio

^WILRESI:

1.10

NVDA:

1.49

Calmar Ratio

^WILRESI:

0.29

NVDA:

7.53

Martin Ratio

^WILRESI:

2.04

NVDA:

23.10

Ulcer Index

^WILRESI:

3.99%

NVDA:

8.82%

Daily Std Dev

^WILRESI:

16.20%

NVDA:

52.59%

Max Drawdown

^WILRESI:

-42.99%

NVDA:

-89.73%

Current Drawdown

^WILRESI:

-15.39%

NVDA:

-2.96%

Returns By Period

In the year-to-date period, ^WILRESI achieves a 1.28% return, which is significantly lower than NVDA's 7.58% return. Over the past 10 years, ^WILRESI has underperformed NVDA with an annualized return of 1.86%, while NVDA has yielded a comparatively higher 77.89% annualized return.


^WILRESI

YTD

1.28%

1M

-4.59%

6M

9.09%

1Y

8.30%

5Y*

1.26%

10Y*

1.86%

NVDA

YTD

7.58%

1M

-0.45%

6M

14.83%

1Y

201.08%

5Y*

89.92%

10Y*

77.89%

*Annualized

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NVIDIA Corporation

Risk-Adjusted Performance

^WILRESI vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilshire US Real Estate Securities Index (^WILRESI) 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 DAR, currently valued at -0.76, compared to the broader market0.001.002.00-0.762.84
The chart of Sortino ratio for DAR, currently valued at -1.04, compared to the broader market-1.000.001.002.003.00-1.043.63
The chart of Omega ratio for DAR, currently valued at 0.89, compared to the broader market0.901.001.101.201.301.401.500.891.52
The chart of Calmar ratio for DAR, currently valued at -0.47, compared to the broader market0.001.002.003.00-0.472.84
The chart of Martin ratio for DAR, currently valued at -1.54, compared to the broader market0.005.0010.0015.0020.00-1.5413.87
DAR
TPL

The current ^WILRESI Sharpe Ratio is 0.50, which is lower than the NVDA Sharpe Ratio of 3.88. The chart below compares the historical Sharpe Ratios of ^WILRESI 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 Ratio-1.000.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
-0.76
2.84
DAR
TPL

Drawdowns

^WILRESI vs. NVDA - Drawdown Comparison

The maximum ^WILRESI drawdown since its inception was -42.99%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for ^WILRESI and NVDA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-60.21%
-29.93%
DAR
TPL

Volatility

^WILRESI vs. NVDA - Volatility Comparison

The current volatility for Wilshire US Real Estate Securities Index (^WILRESI) is NaN%, while NVIDIA Corporation (NVDA) has a volatility of NaN%. This indicates that ^WILRESI 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.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
10.77%
18.63%
DAR
TPL

User Portfolios with ^WILRESI or NVDA


MSTR
DGP
TPL
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