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

Correlation

The correlation between ^WILRESI and NVDA is 0.64, 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.


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.

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Key characteristics

Returns By Period


^WILRESI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

NVDA

YTD

0.63%

1M

24.06%

6M

-2.24%

1Y

22.32%

3Y*

93.53%

5Y*

72.51%

10Y*

74.01%

*Annualized

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NVIDIA Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^WILRESI vs. NVDA — Risk-Adjusted Performance Rank

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

^WILRESI
The Risk-Adjusted Performance Rank of ^WILRESI is 3030
Overall Rank
The Sharpe Ratio Rank of ^WILRESI is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of ^WILRESI is 2828
Sortino Ratio Rank
The Omega Ratio Rank of ^WILRESI is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ^WILRESI is 2424
Calmar Ratio Rank
The Martin Ratio Rank of ^WILRESI is 4141
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 6464
Overall Rank
The Sharpe Ratio Rank of NVDA is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 6060
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 5959
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 7272
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 6666
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.

^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.



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Drawdowns

^WILRESI vs. NVDA - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^WILRESI vs. NVDA - Volatility Comparison


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