Performance

NVD-54.08%PSQ-15.10%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
NVD	+3.27%	-41.12%	-54.08%	—	-65.73%	-0.72
PSQ	+2.57%	-14.40%	-15.10%	-14.48%	-27.41%	-0.96

Summary

NVD vs PSQ

Over the past year, PSQ returned -15.10% against -54.08% for NVD. NVD had the higher Sharpe ratio over the past year (-0.72 vs -0.96), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -27.41% for PSQ and -65.73% for NVD.

Current Drawdown

NVD-57.32%PSQ-22.22%

Rolling Volatility

NVD+3.03%PSQ+1.11%

METRICS

Correlation Matrix

	NVD	PSQ
NVD	1.00	0.67
PSQ	0.67	1.00

Metrics

Risk Indicators

NVDPSQ

Alpha

-18.95%

-5.70%

Beta

-3.81x

-1.44x

Sharpe

-0.72

-0.96

Sortino

-0.97

-1.31

Omega

0.89

0.85

Calmar

-0.82

-0.55

Martin

-1.32

-1.18

Comparisons

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NVD vs CVE
NVD vs NVDA
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NVD vs SQQQ
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PSQ vs SQQQ
PSQ vs SDS
PSQ vs SPXU
PSQ vs SH
PSQ vs SPXS
PSQ vs SPDN

NVD vs PSQ: returns, Sharpe ratio and drawdown

NVD vs PSQ

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