NVDA vs MSFT: returns, Sharpe ratio and drawdown

Over the past year, NVDA returned +25.18% against +4.72% for MSFT. Over five years, NVDA averaged +60.21% a year, compared with +11.99% for MSFT. NVDA had the higher Sharpe ratio over the past year (0.67 vs 0.17), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -20.22% for NVDA and -34.91% for MSFT.