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Performance

^NDX Performance Chart

NASDAQ 100 Index (^NDX) is up 18.7% since the beginning of the year. ^NDX is currently trading at $29,968 per share. Investors who bought $1,000 worth of ^NDX shares 5 years ago would now be looking at an investment worth $2,116.


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S&P 500 Index

Returns By Period

NASDAQ 100 Index (^NDX) has returned 18.69% so far this year and 36.61% over the past 12 months. Looking at the last ten years, ^NDX has achieved an annualized return of 21.22%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


NASDAQ 100 Index

1D
-1.89%
1M
2.89%
YTD
18.69%
6M
19.24%
1Y
36.61%
3Y*
25.71%
5Y*
16.17%
10Y*
21.22%

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^NDX Monthly Returns History

Based on dividend-adjusted daily data since Oct 1, 1985, ^NDX's average daily return is +0.07%, while the average monthly return is +1.38%. At this rate, an investment would double in approximately 4.2 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.20%-2.32%-4.89%15.64%10.49%-1.20%18.69%
20252.22%-2.76%-7.69%1.52%9.04%6.27%2.38%0.85%5.40%4.77%-1.64%-0.73%20.17%
20241.85%5.29%1.17%-4.46%6.28%6.18%-1.63%1.10%2.48%-0.85%5.23%0.39%24.88%
202310.62%-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%
20210.29%-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 4.29%, beta of 1.19, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since October 01, 1985.

  • This index captured 146.60% of S&P 500 Index gains and 120.48% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This index generated an annualized alpha of 4.29% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
4.29%
Beta
1.19
0.71
Upside Capture
146.60%
Downside Capture
120.48%

Return for Risk

Risk / Return Rank

^NDX ranks 77 for risk / return — better than 77% 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.


^NDX Risk / Return Rank: 7777
Overall Rank
^NDX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 7777
Sortino Ratio Rank
^NDX Omega Ratio Rank: 7979
Omega Ratio Rank
^NDX Calmar Ratio Rank: 7979
Calmar Ratio Rank
^NDX Martin Ratio Rank: 7272
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 100 Index (^NDX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^NDXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.37

1.36

+0.01

Calmar ratioReturn relative to maximum drawdown

3.03

2.71

+0.33

Martin ratioReturn relative to average drawdown

11.27

12.15

-0.89

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 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 2.26%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-82.90%Oct 2002
2y 6mo13y 1mo
15y 7moMar 2000 - Nov 2015
Black Monday1987
-39.93%Oct 1987
20d1y 7mo
1y 7moOct 1987 - May 1989
Bear market2022
-35.56%Dec 2022
1y 1mo11mo 22d
2y 23dNov 2021 - Dec 2023
1990 bear market1990
-32.90%Oct 1990
2mo 26d3mo 28d
6mo 24dJul 1990 - Feb 1991
COVID crash2020
-28.03%Mar 2020
29d2mo 17d
3mo 16dFeb 2020 - Jun 2020

Drawdown Indicators


^NDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-82.90%

-56.78%

-26.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-9.10%

-3.02%

Max Drawdown (3Y)

Largest decline over 3 years

-22.93%

-18.90%

-4.03%

Max Drawdown (5Y)

Largest decline over 5 years

-35.56%

-25.43%

-10.13%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

-33.92%

-1.64%

Current Drawdown

Current decline from peak

-2.26%

-1.29%

-0.97%

Average Drawdown

Average peak-to-trough decline

-24.61%

-10.72%

-13.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.02%

+1.24%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^NDX

Add NASDAQ 100 Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ^NDX