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NASDAQ Composite (^IXIC)
Performance
Return for Risk
Drawdowns
Volatility

NASDAQ Composite (^IXIC)

Index · Currency in USD · Last updated Apr 1, 2026

The NASDAQ Composite Index is a stock market index that tracks the performance of all common stocks listed on the NASDAQ stock exchange. It is one of the most widely followed benchmarks for the U.S. stock market. It includes over 3,000 companies from various sectors, such as technology, healthcare, finance, and consumer goods.

The NASDAQ Composite Index is a market-capitalization-weighted index, which means that the weight of each company's stock is based on its size. That means that the larger and more valuable a company is, the more impact it has on the index's overall performance.

The NASDAQ Composite Index is considered to be a benchmark for the technology sector, as many tech companies are listed on the NASDAQ exchange. Also, it is a relatively volatile index, as technology stocks tend to be more prone to price fluctuations due to their high growth potential.

Investors use the NASDAQ Composite Index to measure the overall performance of the NASDAQ stock exchange and get a sense of the general direction of the U.S. stock market. Financial professionals also use it as a benchmark for assessing the performance of mutual funds and other investment portfolios.

Share Price Chart

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NASDAQ Composite

Often compared with ^IXIC:
^IXIC vs. ^NDX^IXIC vs. QQQ^IXIC vs. TQQQ^IXIC vs. ONEQ^IXIC vs. QQQM^IXIC vs. SPY^IXIC vs. BZ=F^IXIC vs. VOO^IXIC vs. ^SP500TR^IXIC vs. SWKS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NASDAQ Composite, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

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S&P 500 Index

Returns By Period

NASDAQ Composite (^IXIC) has returned -7.11% so far this year and 24.81% over the past 12 months. Looking at the last ten years, ^IXIC has achieved an annualized return of 15.95%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.

NASDAQ Composite

1D
3.83%
1M
-4.75%
YTD
-7.11%
6M
-4.72%
1Y
24.81%
3Y*
20.89%
5Y*
9.88%
10Y*
15.95%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 5, 1971, ^IXIC's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, your investment would double in approximately 5.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Dec 1999 with a return of +22.0%, while the worst month was Oct 1987 at -27.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 8 months.

On a daily basis, ^IXIC closed higher 56% of trading days. The best single day was Jan 3, 2001 with a return of +14.2%, while the worst single day was Mar 16, 2020 at -12.3%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.95%-3.38%-4.75%-7.11%
20251.64%-3.97%-8.21%0.85%9.56%6.57%3.70%1.58%5.61%4.70%-1.51%-0.53%20.36%
20241.02%6.12%1.79%-4.41%6.88%5.96%-0.75%0.65%2.68%-0.52%6.21%0.48%28.64%
202310.68%-1.11%6.69%0.04%5.80%6.59%4.05%-2.17%-5.81%-2.78%10.70%5.52%43.42%
2022-8.98%-3.43%3.41%-13.26%-2.05%-8.71%12.35%-4.64%-10.50%3.90%4.37%-8.73%-33.10%
20211.42%0.93%0.41%5.40%-1.53%5.49%1.16%4.00%-5.31%7.27%0.25%0.69%21.39%

Benchmark Metrics

NASDAQ Composite has an annualized alpha of 2.64%, beta of 1.01, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since February 08, 1971.

  • This index captured 128.97% of S&P 500 Index gains and 115.84% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This index generated an annualized alpha of 2.64% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 1.01 and R² of 0.74, this index moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
Alpha
2.64%
Beta
1.01
R²
0.74
Upside Capture
128.97%
Downside Capture
115.84%

Return for Risk

Risk / Return Rank

^IXIC ranks 76 for risk / return — better than 76% 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.

^IXIC Risk / Return Rank: 7676
Overall Rank
^IXIC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
^IXIC Sortino Ratio Rank: 7777
Sortino Ratio Rank
^IXIC Omega Ratio Rank: 7575
Omega Ratio Rank
^IXIC Calmar Ratio Rank: 7979
Calmar Ratio Rank
^IXIC Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and compare them to a chosen benchmark (S&P 500 Index).

^IXICBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.90

+0.17

Sortino ratio

Return per unit of downside risk

1.66

1.39

+0.28

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.86

1.40

+0.46

Martin ratio

Return relative to average drawdown

6.71

6.61

+0.11

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 ^IXIC risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

^IXIC Sortino Ratio^IXIC Sharpe Ratio

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the NASDAQ Composite. 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 Composite was 77.93%, occurring on Oct 9, 2002. Recovery took 3155 trading sessions.

The current NASDAQ Composite drawdown is 9.88%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.93%Mar 13, 2000647Oct 9, 20023155Apr 23, 20153802
-59.9%Jan 12, 1973436Oct 3, 1974992Sep 7, 19781428
-36.4%Nov 22, 2021277Dec 28, 2022293Feb 29, 2024570
-35.96%Aug 28, 198743Oct 28, 1987446Aug 3, 1989489
-33%Oct 10, 1989258Oct 16, 1990115Apr 2, 1991373

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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