Nvidia (NVDA): analysis and statistics
Return, volatility, Sharpe ratio and risk for Nvidia, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology. Data as of 2026-10-29.
| Last close price | $215.38 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +75.18% |
| Total return over period | +432.79% |
| Annualized volatility | 46.63% |
| Period volatility | 80.55% |
| Period T-bill | 12.40% |
| Sharpe ratio | 5.22 |
| Sortino ratio | 7.92 |
| Max drawdown | -36.88% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.32% |
| Correlation with the S&P 500 | 0.67 |
| Period range | $40.70 – $239.24 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Nvidia (NVDA) has posted an annualized return of +75.18% with annual volatility of 46.63%, a Sharpe ratio of 5.22. Its worst stretch (max drawdown from a peak) was -36.88%. Its correlation with the S&P 500 is 0.67, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how NVDA would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Information Technology stocks
Is it part of the S&P 500?
Yes, Nvidia (NVDA) is of both the S&P 500 and the Nasdaq 100.
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