NVDA NVIDIA

Fundamental Data

Get detailed Fundamental insights of NVIDIA and compare it to the S&P500.
1-Day Range
undefined undefined
1-Year Range
undefined undefined

Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0.49 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of NVDA

Started Recovered Drawdown Days
Nov 30, 2021 May 24, 2023 -66.36% 541
Oct 2, 2018 Feb 13, 2020 -56.02% 500
Feb 20, 2020 May 8, 2020 -37.61% 79
Dec 7, 2015 Mar 17, 2016 -25.27% 102
Feb 17, 2021 Apr 12, 2021 -24.40% 55
Feb 8, 2017 May 9, 2017 -19.80% 91
Mar 26, 2024 May 20, 2024 -19.79% 56
Sep 1, 2023 Nov 13, 2023 -18.29% 74
Mar 23, 2015 Aug 7, 2015 -17.72% 138
Sep 3, 2020 Nov 5, 2020 -17.00% 64

NVDA vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - July 19, 2024

Annual Return (%)

NVDA
S&P500
Metric NVDA S&P500
Cumulative Return +23333.68% +167.24%
Compound Annual Growth Rate (CAGR) +48.41% +7.37%
Sharpe 1.42 0.67
Sortino 2.23 0.93
Max Drawdown -66.36% -34.1%
Longest Drawdown Days 541 745
Volatility (ann.) 48.45% 17.83%
Correlation 62.97% -
R^2 0.4 -
Calmar 0.73 0.22
Skew 0.67 -0.55
Kurtosis 8.87 12.70
Expected Daily +0.23% +0.04%
Expected Monthly +4.86% +0.86%
Expected Yearly +72.58% +10.33%
Kelly Criterion 10.46% 2.46%
Risk of Ruin 0% 0%
Daily Value-at-Risk -4.75% -1.80%
Expected Shortfall (cVaR) -4.75% -1.80%
Max Consecutive Wins 10 10
Max Consecutive Losses 8 8
Gain/Pain Ratio 0.29 0.14
Gain/Pain (1M) 1.98 0.76
Payoff Ratio 1.00 0.88
Profit Factor 1.29 1.14
Outlier Win Ratio 2.49 7.34
Outlier Loss Ratio 2.49 7.03
MTD -4.54% +0.88%
3M +39.28% +9.90%
6M +106.50% +15.22%
YTD +138.15% +15.50%
1Y +148.33% +20.87%
3Y (ann.) +53.95% +5.42%
Best Day +30.18% +9.06%
Worst Day -18.77% -10.94%
Best Month -18.77% -10.94%
Worst Month -32.03% -13.00%
Best Year +238.95% +28.79%
Worst Year -50.32% -19.48%
Avg. Drawdown -5.77% -1.80%
Avg. Drawdown Days 22 21
Recovery Factor 9.90 3.33
Ulcer Index 0.23 0.08
Avg. Up Month +14.57% +3.86%
Avg. Down Month -10.98% -5.07%
Win Days 55.14% 54.28%
Win Month 64.91% 66.96%
Win Quarter 79.49% 76.92%
Win Year 80.00% 70.00%