NVIDIA Corporation

10-Year Study

NVD.XETRA · Technology · DE · Common Stock

Executive Summary: NVIDIA Corporation has compounded at 57.8% annually over the last 10 years, with a maximum drawdown of 94.4% and an annualized volatility of 209.1%.

1Y CAGR
+46.5%
3Y CAGR
+69.7%
5Y CAGR
+67.9%
10Y CAGR
+57.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
94.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
6.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
53.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
741.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +1606.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -77.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261532.9-5.4-3.414.3————————1606.2%
20251107.8-3.2-16.8-3.826.912.317.4-5.16.211.6-13.7-93.5-1.2%
202425.828.915.1-2.022.417.0-9.1-0.21.513.56.6-92.3-77.7%
202333.623.114.2-1.745.86.79.67.8-9.4-8.113.04.8234.7%
2022162.52.315.9-27.2-5.2-15.919.1-14.2-14.56.412.8-12.665.4%
202143.05.6-0.311.65.026.6-2.415.9-5.222.129.2-71.48.2%
20201.713.01.59.714.38.76.821.35.9-6.92.0-31.242.6%
2019——————————-36.97.3-32.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 209.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 17.1% of variance. Idiosyncratic stock-specific factors contribute 38.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-07-0110000
2019-11-016309.887961916412
2019-12-016770.008091314103
2020-01-016886.872168934551
2020-02-017783.430720370722
2020-03-017903.641126204972
2020-04-018671.49474634109
2020-05-019912.081579142303
2020-06-0110779.16670131076
2020-07-0111507.121792743861
2020-08-0113963.71281646798
2020-09-0114784.59286829972
2020-10-0113762.804418708598
2020-11-0114040.420955522812
2020-12-019656.354509559591
2021-01-0113803.989996724615
2021-02-0114575.704764799733
2021-03-0114527.697825424812
2021-04-0116214.633359974612
2021-05-0117026.761476477946
2021-06-0121558.33340262152
2021-07-0121045.830366184713
2021-08-0124394.732678612098
2021-09-0123120.425153810273
2021-10-0128235.80264833089
2021-11-0136470.0867430457
2021-12-0110447.407164104323
2022-01-0127423.288417033647
2022-02-0128046.477694388508
2022-03-0132496.965513813047
2022-04-0123651.204290491693
2022-05-0122420.270327537975
2022-06-0118861.96509188541
2022-07-0122465.8318732182
2022-08-0119281.028348198382
2022-09-0116480.666452971822
2022-10-0117529.74034799856
2022-11-0119765.98852933698
2022-12-0117284.300044009353
2023-01-0123098.802725351863
2023-02-0128423.454438166365
2023-03-0132465.94762536974
2023-04-0131925.773028703414
2023-05-0146560.93947176377
2023-06-0149664.916299927165
2023-07-0154449.39341607534
2023-08-0158687.38939392349
2023-09-0153180.23408852551
2023-10-0148864.75774203473
2023-11-0155199.61446062335
2023-12-0157854.02496375564
2024-01-0172756.51154912621
2024-02-0193762.82950140181
2024-03-01107917.54043591906
2024-04-01105717.71575013857
2024-05-01129439.19293312007
2024-06-01151396.89773756568
2024-07-01137656.8740916972
2024-08-01137348.11096150836
2024-09-01139392.84620507227
2024-10-01158177.58833817768
2024-11-01168624.95372659687
2024-12-0112924.073951672439
2025-01-01156103.1222554834
2025-02-01151136.39895661437
2025-03-01125683.32562792192
2025-04-01120883.53262494903
2025-05-01153439.9598170227
2025-06-01172368.07924359635
2025-07-01202404.46388081502
2025-08-01192134.9687074524
2025-09-01204011.73106289003
2025-10-01227717.89235904688
2025-11-01196494.07602565392
2025-12-0112767.529283159356
2026-01-01208476.24771982626
2026-02-01197253.17771046163
2026-03-01190612.0032553789
2026-04-01217845.96671847015
Annual Return Matrix
YearAnnual Return
20200.4263431268196949
20210.08192042387855647
20220.6544104936768942
20232.3472009173902038
2024-0.7766089056073608
2025-0.012112641037064442
202616.062499868773646
Total Factor Risk
2.091315575745718
VTI.US Exposure
0.17147420026507212
VEA.US Exposure
0.01943541492600502
VWO.US Exposure
0.018848521240931993
QQQ.US Exposure
0.15699129966279263
VTV.US Exposure
0.037417806482088145
IJR.US Exposure
0.029193829652037814
QUAL.US Exposure
0.03001728547763589
SHV.US Exposure
0.03397824980973397
TLT.US Exposure
-0.003353582426955698
LQD.US Exposure
0.004802327785314949
HYG.US Exposure
0.006264368533933823
GLD.US Exposure
0.011912207646665998
USO.US Exposure
0.002966903219929807
VNQ.US Exposure
0.0206972735432947
BTC-USD.CC Exposure
0.010412060545124635
CPER.US Exposure
0.0038394531723328516
VIX.INDX Exposure
0.0006629060643340931
UUP.US Exposure
0.05860736314217797
TIP.US Exposure
0.0010987105025592827
Idiosyncratic Exposure
0.3847334007549901
Value Score
35.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
209.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →36.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.03%
Market Cap$3.7T
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$11
Avg Yield on Cost
0.11%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$11.170.11%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
6.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
2.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is NVIDIA Corporation a high-risk investment?

NVIDIA Corporation (NVD.XETRA) has an annualized volatility of 209.1% and experienced a maximum drawdown of 94.4% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of NVD.XETRA?

Over the past 10 years, NVD.XETRA has generated a Compound Annual Growth Rate (CAGR) of 57.8%. It has had a positive return in 71% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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