PLTY vs NVDY: returns, Sharpe ratio and drawdown
Performance
PLTY-2.92%NVDY+4.58%
Summary
PLTY vs NVDY
Over the past year, NVDY returned +4.58% against -2.92% for PLTY. NVDY had the higher Sharpe ratio over the past year (0.15 vs 0.11), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -15.31% for NVDY and -41.36% for PLTY. Dividends over the past year came to 73.08% of PLTY's price, against 54.69% for NVDY.
Current Drawdown
PLTY-10.69%NVDY-12.18%
Rolling Volatility
PLTY+2.62%NVDY+1.69%
METRICS
Correlation Matrix
Metrics
Risk Indicators
PLTYNVDY
Alpha
PLTY
-8.28%
NVDY
-8.14%
Beta
PLTY
1.73x
NVDY
1.58x
Sharpe
PLTY
0.11
NVDY
0.15
Sortino
PLTY
0.17
NVDY
0.21
Omega
PLTY
1.02
NVDY
1.02
Calmar
PLTY
-0.07
NVDY
0.30
Martin
PLTY
0.26
NVDY
0.64
Comparisons