# NVDA Risk-Adjusted Performance Profile

Advisory: Descriptive market-risk statistics - not investment advice; past performance does not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Benchmark: SPY. Pack hash: bf476e93c595c0691f37192159e9aa3e1a9c8303f077f69780c55891e88bb2ae.

## Return & risk

For NVDA over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 63.21%, annualized volatility 46.92%, and maximum drawdown -36.88%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -4.25% for 95% VaR and -6.27% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 1.27, Sortino 1.91, and Calmar 1.86 from the pinned return series. grepcent reports them as mechanical ratios, not as a rating.

## Market sensitivity vs SPY

Against SPY over the same window, lmfin computes beta 2.06 and alpha 26.32%. Up capture is 2.29 and down capture is 2.04.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, NVDA's latest reported revenue is 215,938,000,000, net margin is 55.60%, and return on equity is 76.33%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 63.21% | 3y | 2026-06-30 |
| Annualized volatility | 46.92% | 3y | 2026-06-30 |
| Maximum drawdown | -36.88% | 3y | 2026-06-30 |
| 95% daily VaR | -4.25% | 3y | 2026-06-30 |
| 95% daily CVaR | -6.27% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 1.27 | 3y | 2026-06-30 |
| Sortino ratio | 1.91 | 3y | 2026-06-30 |
| Calmar ratio | 1.86 | 3y | 2026-06-30 |
| Beta vs SPY | 2.06 | 3y | 2026-06-30 |
| Alpha vs SPY | 26.32% | 3y | 2026-06-30 |
| Up capture vs SPY | 2.29 | 3y | 2026-06-30 |
| Down capture vs SPY | 2.04 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 215,938,000,000 | 2026-01-25 | 0001045810-26-000021 |
| Net margin | 55.60% | 2026-01-25 | 0001045810-26-000021 |
| Return on equity | 76.33% | 2026-01-25 | 0001045810-26-000021 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf NVDA --vs SPY --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-06-30; window end: 2026-06-30. Risk-free rate input: 0.0385. Price-based statistics are computed by lmfin from Yahoo adjusted-close data over the pinned window. Fundamentals are grepcent verified SEC companyfacts. Descriptive data, not advice. Pack hash: bf476e93c595c0691f37192159e9aa3e1a9c8303f077f69780c55891e88bb2ae.