Sharpe ratio
NVDA Sharpe Ratio
Connect Nvidia volatility and return efficiency to NVDA research.
Open NVDA Stock ResearchSharpe ratio, past 252 trading days
NVDA's Sharpe ratio over the past 252 trading days is 0.60: an annualized return 22.7% above a 4% risk-free rate, for 37.8% annualized volatility.
- Sharpe ratio
- 0.60
- Annualized volatility
- 37.8%
- Return above risk-free
- +22.7%
- Maximum drawdown
- -20.2%
Sharpe ratio = (annualized return − risk-free rate) ÷ annualized volatility, from daily returns over the past 252 trading days, with a 4% risk-free rate. Data as of Oct 21, 2026.
How to use this Sharpe page
Start with the calculator to understand the formula, then use the connected research surface to inspect whether the return and volatility assumptions are grounded in real evidence. Sharpe is most useful when it is compared across similar time windows and paired with drawdown and concentration context.
Primary workflow
Review Nvidia across AIQ Score, risk, technicals, fundamentals, and current market context.
Sharpe Ratio
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