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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.
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Returns By Period
NYSE Composite (^NYA) has returned 0.39% so far this year and 13.89% over the past 12 months. Over the last ten years, ^NYA has returned 8.01% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
NYSE Composite
- 1D
- 2.35%
- 1M
- -5.98%
- YTD
- 0.39%
- 6M
- 2.43%
- 1Y
- 13.89%
- 3Y*
- 12.84%
- 5Y*
- 7.00%
- 10Y*
- 8.01%
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%
Monthly Returns
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, your investment would double in approximately 8.9 years.
Historically, 59% of months were positive and 41% 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% | 0.39% | |||||||||
| 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 -0.51%, 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 94.66% 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
- -0.51%
- Beta
- 0.94
- R²
- 0.95
- Upside Capture
- 94.66%
- 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 a chosen benchmark (S&P 500 Index).
| ^NYA | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.90 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.39 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.40 | -0.18 |
Martin ratioReturn relative to average drawdown | 5.51 | 6.61 | -1.10 |
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 ^NYA risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 6.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.01% | Nov 1, 2007 | 339 | Mar 9, 2009 | 1210 | Dec 26, 2013 | 1549 |
| -49.77% | Jan 12, 1973 | 450 | Oct 3, 1974 | 1354 | Jan 28, 1980 | 1804 |
| -38.11% | Jan 21, 2020 | 44 | Mar 23, 2020 | 172 | Nov 24, 2020 | 216 |
| -37.85% | Sep 5, 2000 | 525 | Oct 9, 2002 | 554 | Dec 21, 2004 | 1079 |
| -33.02% | Aug 26, 1987 | 71 | Dec 4, 1987 | 415 | Jul 26, 1989 | 486 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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