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NYSE Composite (^NYA)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Popular comparisons: ^NYA vs. WTKWY, ^NYA vs. SPY, ^NYA vs. MCD, ^NYA vs. ^GSPC, ^NYA vs. ^NDX, ^NYA vs. ^IXIC, ^NYA vs. ^DJI, ^NYA vs. GOOG

Performance

Performance Chart

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


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.98%
12.76%
^NYA (NYSE Composite)
Benchmark (^GSPC)

Returns By Period

NYSE Composite had a return of 17.76% year-to-date (YTD) and 26.14% in the last 12 months. Over the past 10 years, NYSE Composite had an annualized return of 6.21%, while the S&P 500 had an annualized return of 11.39%, indicating that NYSE Composite did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date17.76%25.48%
1 month0.16%2.14%
6 months7.98%12.76%
1 year26.14%33.14%
5 years (annualized)8.05%13.96%
10 years (annualized)6.21%11.39%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.35%4.12%4.01%-3.87%2.73%-0.32%3.79%3.11%1.16%-1.42%17.76%
20235.61%-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%
2020-2.15%-9.06%-16.79%10.39%3.79%0.77%4.80%4.66%-2.63%-2.15%12.69%3.70%4.40%
20198.13%2.81%0.41%2.87%-6.10%6.40%0.13%-2.52%2.10%1.28%2.83%2.72%22.32%
20184.37%-5.35%-1.58%0.51%0.09%-0.18%3.67%0.41%0.50%-6.68%2.04%-8.69%-11.20%
20171.50%2.58%-0.17%0.38%0.54%1.41%1.75%-0.77%2.81%1.08%2.32%1.43%15.84%
2016-5.03%-0.76%6.78%2.25%0.04%0.47%2.82%-0.19%-0.40%-2.24%3.40%2.02%9.01%
2015-2.79%4.99%-1.48%1.38%0.06%-2.27%0.71%-6.49%-3.70%6.75%-0.49%-2.56%-6.42%
2014-4.16%4.60%0.98%0.94%1.22%2.07%-2.30%2.98%-3.11%1.33%1.02%-1.06%4.22%
20135.34%-0.29%2.69%1.86%0.27%-2.04%4.90%-3.01%3.78%4.04%1.73%2.13%23.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ^NYA is 82, placing it in the top 18% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^NYA is 8282
Combined Rank
The Sharpe Ratio Rank of ^NYA is 8181Sharpe Ratio Rank
The Sortino Ratio Rank of ^NYA is 8484Sortino Ratio Rank
The Omega Ratio Rank of ^NYA is 8181Omega Ratio Rank
The Calmar Ratio Rank of ^NYA is 8282Calmar Ratio Rank
The Martin Ratio Rank of ^NYA is 8181Martin 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 NYSE Composite (^NYA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^NYA
Sharpe ratio
The chart of Sharpe ratio for ^NYA, currently valued at 2.71, compared to the broader market-1.000.001.002.003.002.71
Sortino ratio
The chart of Sortino ratio for ^NYA, currently valued at 3.77, compared to the broader market-1.000.001.002.003.004.003.77
Omega ratio
The chart of Omega ratio for ^NYA, currently valued at 1.48, compared to the broader market1.001.201.401.601.48
Calmar ratio
The chart of Calmar ratio for ^NYA, currently valued at 3.06, compared to the broader market0.001.002.003.004.005.003.06
Martin ratio
The chart of Martin ratio for ^NYA, currently valued at 17.33, compared to the broader market0.005.0010.0015.0020.0017.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-1.000.001.002.003.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-1.000.001.002.003.004.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.201.401.601.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.001.002.003.004.005.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.005.0010.0015.0020.0018.80

Sharpe Ratio

The current NYSE Composite Sharpe ratio is 2.71. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of NYSE Composite with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.71
2.91
^NYA (NYSE Composite)
Benchmark (^GSPC)

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.85%
-0.27%
^NYA (NYSE Composite)
Benchmark (^GSPC)

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 0.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.01%Nov 1, 2007339Mar 9, 20091210Dec 26, 20131549
-49.77%Jan 12, 1973450Oct 3, 19741354Jan 28, 19801804
-38.11%Jan 21, 202044Mar 23, 2020172Nov 24, 2020216
-37.85%Sep 5, 2000525Oct 9, 2002554Dec 21, 20041079
-33.02%Aug 26, 198771Dec 4, 1987415Jul 26, 1989486

Volatility

Volatility Chart

The current NYSE Composite volatility is 3.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.05%
3.75%
^NYA (NYSE Composite)
Benchmark (^GSPC)