KRKNF vs NVDA: returns, Sharpe ratio and drawdown
Performance
KRKNF-22.97%NVDA+19.69%
Summary
KRKNF vs NVDA
Over the past year, NVDA returned +19.69% against -22.97% for KRKNF. Over five years, KRKNF averaged +65.90% a year, compared with +60.38% for NVDA. NVDA had the higher Sharpe ratio over the past year (0.55 vs -0.08), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -20.22% for NVDA and -61.51% for KRKNF.
Current Drawdown
KRKNF-56.08%NVDA-3.66%
Rolling Volatility
KRKNF+4.02%NVDA+1.60%
METRICS
Correlation Matrix
Metrics
Risk Indicators
KRKNFNVDA
Alpha
KRKNF
-31.45%
NVDA
0.50%
Beta
KRKNF
2.28x
NVDA
1.89x
Sharpe
KRKNF
-0.08
NVDA
0.55
Sortino
KRKNF
-0.13
NVDA
0.81
Omega
KRKNF
0.99
NVDA
1.09
Calmar
KRKNF
-0.37
NVDA
0.97
Martin
KRKNF
-0.19
NVDA
2.04
Comparisons