Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NASDAQ 100 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
NASDAQ 100 Index (^NDX) has returned -4.87% so far this year and 23.58% over the past 12 months. Looking at the last ten years, ^NDX has achieved an annualized return of 18.15%, outperforming the S&P 500 Index benchmark, which averaged 12.24% per year.
NASDAQ 100 Index
- 1D
- 1.18%
- 1M
- -3.89%
- YTD
- -4.87%
- 6M
- -3.15%
- 1Y
- 23.58%
- 3Y*
- 22.14%
- 5Y*
- 12.50%
- 10Y*
- 18.15%
Benchmark (S&P 500 Index)
- 1D
- 0.72%
- 1M
- -4.45%
- YTD
- -3.95%
- 6M
- -2.02%
- 1Y
- 16.73%
- 3Y*
- 16.96%
- 5Y*
- 10.34%
- 10Y*
- 12.24%
Monthly Returns
Based on dividend-adjusted daily data since Sep 25, 1985, ^NDX's average daily return is +0.07%, while the average monthly return is +1.34%. At this rate, your investment would double in approximately 4.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Dec 1999 with a return of +25.0%, while the worst month was Oct 1987 at -27.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^NDX closed higher 55% of trading days. The best single day was Jan 3, 2001 with a return of +18.8%, while the worst single day was Oct 19, 1987 at -15.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.20% | -2.32% | -4.89% | 1.18% | -4.87% | ||||||||
| 2025 | 2.22% | -2.76% | -7.69% | 1.52% | 9.04% | 6.27% | 2.38% | 0.85% | 5.40% | 4.77% | -1.64% | -0.73% | 20.17% |
| 2024 | 1.85% | 5.29% | 1.17% | -4.46% | 6.28% | 6.18% | -1.63% | 1.10% | 2.48% | -0.85% | 5.23% | 0.39% | 24.88% |
| 2023 | 10.62% | -0.49% | 9.46% | 0.49% | 7.61% | 6.49% | 3.81% | -1.62% | -5.07% | -2.08% | 10.67% | 5.51% | 53.81% |
| 2022 | -8.52% | -4.64% | 4.22% | -13.37% | -1.65% | -9.00% | 12.55% | -5.22% | -10.60% | 3.96% | 5.48% | -9.06% | -32.97% |
| 2021 | 0.29% | -0.12% | 1.41% | 5.88% | -1.26% | 6.34% | 2.78% | 4.16% | -5.73% | 7.90% | 1.80% | 1.14% | 26.63% |
Benchmark Metrics
NASDAQ 100 Index has an annualized alpha of 4.12%, beta of 1.19, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since September 26, 1985.
- This index captured 145.69% of S&P 500 Index gains and 120.45% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This index generated an annualized alpha of 4.12% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.12%
- Beta
- 1.19
- R²
- 0.71
- Upside Capture
- 145.69%
- Downside Capture
- 120.45%
Return for Risk
Risk / Return Rank
^NDX ranks 74 for risk / return — better than 74% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for NASDAQ 100 Index (^NDX) and compare them to a chosen benchmark (S&P 500 Index).
| ^NDX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.92 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.41 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.41 | +0.52 |
Martin ratioReturn relative to average drawdown | 7.05 | 6.61 | +0.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^NDX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the NASDAQ 100 Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the NASDAQ 100 Index was 82.90%, occurring on Oct 7, 2002. Recovery took 3292 trading sessions.
The current NASDAQ 100 Index drawdown is 8.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -82.9% | Mar 28, 2000 | 634 | Oct 7, 2002 | 3292 | Nov 3, 2015 | 3926 |
| -39.93% | Oct 6, 1987 | 15 | Oct 26, 1987 | 401 | May 26, 1989 | 416 |
| -35.56% | Nov 22, 2021 | 277 | Dec 28, 2022 | 243 | Dec 15, 2023 | 520 |
| -32.9% | Jul 17, 1990 | 62 | Oct 11, 1990 | 81 | Feb 6, 1991 | 143 |
| -28.03% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...