PortfoliosLab logo
NASDAQ HealthCare Index (^IXHC)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NASDAQ HealthCare Index

Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

NASDAQ HealthCare Index (^IXHC) returned -0.90% year-to-date (YTD) and -1.28% over the past 12 months. Over the past 10 years, ^IXHC returned 1.76% annually, underperforming the S&P 500 benchmark at 10.85%.


^IXHC

YTD

-0.90%

1M

2.33%

6M

-7.56%

1Y

-1.28%

3Y*

3.36%

5Y*

-0.91%

10Y*

1.76%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^IXHC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.10%-1.21%-6.32%-0.47%1.40%-0.90%
20240.47%2.20%1.34%-7.15%4.42%1.71%4.65%2.40%-1.38%-2.97%1.09%-6.80%-0.86%
20234.54%-4.93%1.95%2.17%-2.74%2.81%0.78%-3.16%-5.82%-7.65%7.55%12.76%6.54%
2022-14.59%-2.03%3.28%-12.20%-2.54%-2.41%6.75%-2.80%-4.88%10.10%4.70%-3.07%-20.43%
20215.47%-1.69%-3.55%3.71%-2.74%6.62%-0.56%3.17%-5.59%-0.60%-6.26%-0.64%-3.55%
2020-3.88%-1.75%-7.50%15.52%8.37%2.34%1.30%0.89%0.21%-3.27%11.95%4.77%30.04%
201912.61%3.07%-0.48%-3.87%-5.37%8.72%-2.41%-2.24%-3.63%6.19%10.56%2.05%25.83%
20187.42%-4.82%-1.73%-0.89%5.25%1.92%4.91%5.92%0.46%-13.49%4.29%-10.91%-4.17%
20174.10%6.69%-0.93%1.35%-2.85%7.91%2.19%3.61%1.00%-4.94%1.41%0.65%21.30%
2016-17.77%-3.07%3.31%2.44%2.80%-5.24%9.13%-2.08%2.15%-10.09%5.59%-2.41%-16.91%
20154.01%4.24%0.90%-2.93%7.15%1.56%3.12%-9.92%-9.74%7.08%2.53%0.46%6.86%
20146.96%6.08%-8.46%-4.11%3.98%5.40%0.09%8.86%-1.82%8.25%1.25%0.38%28.47%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^IXHC is 18, meaning it’s performing worse than 82% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^IXHC is 1818
Overall Rank
The Sharpe Ratio Rank of ^IXHC is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXHC is 1717
Sortino Ratio Rank
The Omega Ratio Rank of ^IXHC is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ^IXHC is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ^IXHC is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for NASDAQ HealthCare Index (^IXHC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

NASDAQ HealthCare Index Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: -0.06
  • 5-Year: -0.04
  • 10-Year: 0.08
  • All Time: 0.38

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of NASDAQ HealthCare Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 data...

Worst Drawdowns

The table below displays the maximum drawdowns of the NASDAQ HealthCare 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 HealthCare Index was 44.04%, occurring on Jun 16, 2022. The portfolio has not yet recovered.

The current NASDAQ HealthCare Index drawdown is 29.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.04%Feb 10, 2021341Jun 16, 2022
-36.81%Aug 18, 2008140Mar 9, 2009262Mar 23, 2010402
-33.31%Jul 21, 2015143Feb 11, 2016608Jul 12, 2018751
-26.62%Feb 20, 202018Mar 16, 202038May 8, 202056
-25.76%Oct 1, 201859Dec 24, 2018246Dec 16, 2019305
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...