NVIDIA Corporation

10-Year Study

NVDA.US · Technology · US · Common Stock

Executive Summary: NVIDIA Corporation has compounded at 68.1% annually over the last 10 years, with a maximum drawdown of 62.8% and an annualized volatility of 44.9%.

1Y CAGR
+52.0%
3Y CAGR
+76.5%
5Y CAGR
+66.4%
10Y CAGR
+68.1%

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 →
62.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
47.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +239.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -50.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.5-7.3-1.613.7————————6.4%
2025-10.64.0-13.20.524.116.912.6-2.17.18.5-12.65.438.9%
202424.228.614.2-4.426.912.7-5.32.01.79.34.1-2.9171.2%
202333.718.819.7-0.136.311.810.55.6-11.9-6.314.75.9239.0%
2022-16.7-0.411.9-32.00.7-18.819.8-16.9-19.611.225.4-13.6-50.3%
2021-0.55.6-2.612.48.223.2-2.514.8-7.523.427.8-10.0125.5%
20200.514.3-2.410.921.57.111.826.01.2-7.46.9-2.6122.3%
20197.77.416.40.8-25.121.22.7-0.63.915.57.98.676.9%
201827.0-1.5-4.3-2.912.2-6.13.414.70.1-25.0-22.4-18.3-30.8%
20172.3-6.97.3-4.338.50.112.44.45.515.7-2.9-3.682.0%
2016———-0.331.80.621.57.611.73.929.815.8201.4%

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 44.9%. The dominant macroeconomic risk driver is QUAL.US, accounting for 53.2% of variance. Idiosyncratic stock-specific factors contribute 20.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019971.340135274562
2016-05-0113145.70675226413
2016-06-0113228.247162673391
2016-07-0116066.720165080822
2016-08-0117292.21598074057
2016-09-0119315.602430356532
2016-10-0120059.61251862891
2016-11-0126030.03553823226
2016-12-0130135.27456150407
2017-01-0130824.257709503614
2017-02-0128686.2318009859
2017-03-0130792.158661011123
2017-04-0129482.97604035309
2017-05-0140848.331995872984
2017-06-0140906.79811991287
2017-07-0145986.4725438496
2017-08-0147990.370285452256
2017-09-0150632.809813137676
2017-10-0158573.885131262185
2017-11-0156886.39229622837
2017-12-0154842.37074401009
2018-01-0169665.25278000688
2018-02-0168631.20486071306
2018-03-0165679.23879399289
2018-04-0163781.95574916886
2018-05-0171564.82861400895
2018-06-0167225.72509457756
2018-07-0169485.26882953114
2018-08-0179693.91264473232
2018-09-0179790.20979020979
2018-10-0159861.28625472888
2018-11-0146449.61595781268
2018-12-0137942.221712713515
2019-01-0140856.3567579961
2019-02-0143888.5704459475
2019-03-0151085.63567579961
2019-04-0151495.78373051969
2019-05-0138583.3144611576
2019-06-0146777.92747783563
2019-07-0148056.81096787274
2019-08-0147759.40408458489
2019-09-0149629.75588274511
2019-10-0157313.56331176828
2019-11-0161841.1493481784
2019-12-0167136.75862261698
2020-01-0167459.58959073713
2020-02-0177103.06087355268
2020-03-0175256.21919064542
2020-04-0183444.91573999771
2020-05-01101356.18479880776
2020-06-01108511.97982345524
2020-07-01121273.64438839848
2020-08-01152804.0811647369
2020-09-01154632.5805342199
2020-10-01143244.29668691964
2020-11-01153158.31709274332
2020-12-01149242.2331766594
2021-01-01148495.930299209
2021-02-01156780.92399403875
2021-03-01152647.02510604152
2021-04-01171645.07623524018
2021-05-01185767.51117734725
2021-06-01228796.2856815316
2021-07-01223036.7992663075
2021-08-01256093.0872406282
2021-09-01236998.7389659521
2021-10-01292495.7010202912
2021-11-01373825.51874355157
2021-12-01336513.8140547977
2022-01-01280163.9344262295
2022-02-01279008.36868049984
2022-03-01312253.81176200847
2022-04-01212246.93339447438
2022-05-01213677.63384156828
2022-06-01173512.55302074974
2022-07-01207896.3659291528
2022-08-01172768.54293247737
2022-09-01138986.5871833085
2022-10-01154535.13699415338
2022-11-01193810.6156138943
2022-12-01167366.73162902673
2023-01-01223747.56391149835
2023-02-01265881.00424165995
2023-03-01318169.207841339
2023-04-01317849.3637510031
2023-05-01433366.96090794454
2023-06-01484594.7495127823
2023-07-01535308.9533417403
2023-08-01565391.4937521495
2023-09-01498349.1917918147
2023-10-01467198.2116244412
2023-11-01535822.5381176202
2023-12-01567401.1234666973
2024-01-01704948.9854407888
2024-02-01906430.1272497994
2024-03-011035307.8069471512
2024-04-01990002.2927891781
2024-05-011256185.9452023387
2024-06-011415649.4325346784
2024-07-011340936.6043792272
2024-08-011367865.4132752493
2024-09-011391704.6887538692
2024-10-011521432.993236272
2024-11-011584348.2746761437
2024-12-011539072.5667774847
2025-01-011376099.6263917948
2025-02-011431684.5279104542
2025-03-011242236.944563985
2025-04-011248426.3488216766
2025-05-011548841.9581427155
2025-06-011810985.960080839
2025-07-012038863.5462417963
2025-08-011996566.280919068
2025-09-012138823.9206202356
2025-10-012321205.1960110846
2025-11-012029005.4204088687
2025-12-012138025.908517712
2026-01-012191104.033965522
2026-02-012031296.572280179
2026-03-011999312.1632465897
2026-04-012273873.6673162905
Annual Return Matrix
YearAnnual Return
20170.8198729409974514
2018-0.30815861535567224
20190.7694472171649633
20201.2229585734927455
20211.2548162600626807
2022-0.5026452863484148
20232.3901667191802405
20241.7124947468804552
20250.3891651080457612
20260.06353887399463809
Total Factor Risk
0.4491837212905011
VTI.US Exposure
-0.0643412853759993
VEA.US Exposure
0.018510643099506
VWO.US Exposure
0.019230598657178487
QQQ.US Exposure
0.2981558458091489
VTV.US Exposure
-0.06794009083603113
IJR.US Exposure
0.0693964553763999
QUAL.US Exposure
0.5316565629908158
SHV.US Exposure
0.07263934707597046
TLT.US Exposure
0.03856917435809877
LQD.US Exposure
-0.04302077434634758
HYG.US Exposure
-0.00102121748692035
GLD.US Exposure
0.0007251737508720247
USO.US Exposure
-0.003673510352661945
VNQ.US Exposure
-0.05977602552616377
BTC-USD.CC Exposure
0.004933639420878397
CPER.US Exposure
-0.007730080445587171
VIX.INDX Exposure
-0.03706911170000041
UUP.US Exposure
0.009887499477448582
TIP.US Exposure
0.016665804200152505
Idiosyncratic Exposure
0.2042013518532419
Value Score
35.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.9%

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 →0.02%
Market Cap$4.3T
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
$1,238
Avg Yield on Cost
2.06%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$183.421.83%Solid
2021$183.421.83%Solid
2022$183.421.83%Solid
2023$183.421.83%Solid
2024$389.773.90%Solid
2026$114.641.15%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 →
+8.5%
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 →
+9.3%
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 →
4.2% 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 (NVDA.US) has an annualized volatility of 44.9% and experienced a maximum drawdown of 62.8% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of NVDA.US?

Over the past 10 years, NVDA.US has generated a Compound Annual Growth Rate (CAGR) of 68.1%. It has had a positive return in 80% 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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