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 sector. Data as of 2026-09-13.
| Last close price | $218.29 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +69.37% |
| Total return over period | +380.81% |
| Annualized volatility | 46.94% |
| Period volatility | 81.03% |
| Sharpe ratio | 1.39 |
| Sortino ratio | 2.11 |
| Max drawdown | -36.88% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.33% |
| Correlation with the S&P 500 | 0.68 |
| Period range | $40.25 – $235.47 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Nvidia (NVDA) has posted an annualized return of +69.37% with annual volatility of 46.94%, a Sharpe ratio of 1.39. Its worst stretch (max drawdown from a peak) was -36.88%. Its correlation with the S&P 500 is 0.68, 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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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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