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Performance
^NYA Performance Chart
NYSE Composite (^NYA) is up 6.7% since the beginning of the year. ^NYA is currently trading at $23,481 per share. Investors who bought $1,000 worth of ^NYA shares 5 years ago would now be looking at an investment worth $1,412.
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Returns By Period
NYSE Composite (^NYA) has returned 6.71% so far this year and 18.38% over the past 12 months. Over the last ten years, ^NYA has returned 8.39% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
NYSE Composite
- 1D
- 0.62%
- 1M
- 1.91%
- YTD
- 6.71%
- 6M
- 8.45%
- 1Y
- 18.38%
- 3Y*
- 15.23%
- 5Y*
- 7.14%
- 10Y*
- 8.39%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
^NYA Monthly Returns History
Based on dividend-adjusted daily data since Jan 1, 1970, ^NYA's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.
Historically, 60% of months were positive and 40% were negative. The best month was Oct 1974 with a return of +16.5%, while the worst month was Oct 1987 at -21.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 9 months.
On a daily basis, ^NYA closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.2%, while the worst single day was Oct 19, 1987 at -19.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.25% | 3.41% | -5.98% | 4.78% | 0.64% | 0.81% | 6.71% | ||||||
| 2025 | 4.72% | 0.15% | -3.16% | -1.45% | 3.50% | 3.26% | 0.14% | 3.39% | 1.95% | -0.49% | 1.70% | 0.82% | 15.22% |
| 2024 | 0.35% | 4.12% | 4.01% | -3.87% | 2.73% | -0.32% | 3.79% | 3.11% | 1.16% | -1.42% | 5.37% | -5.80% | 13.32% |
| 2023 | 5.61% | -3.79% | -0.35% | 1.11% | -4.24% | 6.64% | 3.47% | -2.60% | -3.76% | -3.11% | 7.84% | 4.75% | 10.99% |
| 2022 | -2.94% | -2.08% | 2.19% | -6.33% | 1.36% | -8.46% | 5.80% | -3.43% | -8.98% | 9.46% | 7.00% | -3.78% | -11.53% |
| 2021 | -0.88% | 4.26% | 3.94% | 3.96% | 2.07% | 0.00% | 0.28% | 1.23% | -3.94% | 5.40% | -4.10% | 5.18% | 18.17% |
Benchmark Metrics
NYSE Composite has an annualized alpha of -0.65%, beta of 0.94, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since January 02, 1970.
- This index participated in 99.43% of S&P 500 Index downside but only 93.92% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.94 and R2 of 0.95, 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
- -0.65%
- Beta
- 0.94
- R²
- 0.95
- Upside Capture
- 93.92%
- Downside Capture
- 99.43%
Return for Risk
Risk / Return Rank
^NYA ranks 56 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for NYSE Composite (^NYA) and compare them to S&P 500 Index.
| ^NYA | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 2.39 | -0.71 |
Sortino ratioReturn per unit of downside risk | 2.40 | 3.25 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.43 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 3.11 | -0.88 |
Martin ratioReturn relative to average drawdown | 8.27 | 14.38 | -6.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 NYSE 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 NYSE Composite was 59.01%, occurring on Mar 9, 2009. Recovery took 1210 trading sessions.
The current NYSE Composite drawdown is 0.19%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -59.01%Mar 2009 | 1y 4mo | 4y 9mo | 6y 1moNov 2007 - Dec 2013 |
1974 bear market1974 | -49.77%Oct 1974 | 1y 8mo | 5y 3mo | 7y 17dJan 1973 - Jan 1980 |
COVID crash2020 | -38.11%Mar 2020 | 2mo 2d | 8mo 6d | 10mo 8dJan 2020 - Nov 2020 |
Dot-com crash2000–2002 | -37.85%Oct 2002 | 2y 1mo | 2y 2mo | 4y 3moSep 2000 - Dec 2004 |
Black Monday1987 | -33.02%Dec 1987 | 3mo 10d | 1y 7mo | 1y 11moAug 1987 - Jul 1989 |
Drawdown Indicators
| ^NYA | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.01% | -56.78% | -2.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -9.10% | +0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -18.90% | +3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -25.43% | +3.06% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -33.92% | -4.19% |
Current DrawdownCurrent decline from peak | -0.19% | 0.00% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -10.72% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 1.97% | +0.26% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^NYA
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