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NYSE American Composite Index (^XAX)

Index · Currency in USD · Last updated May 31, 2023

Share Price Chart

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

^XAX (NYSE American Composite Index)
Benchmark (^GSPC)

S&P 500

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NYSE American Composite Index


NYSE American Composite Index had a return of -6.16% year-to-date (YTD) and -9.48% in the last 12 months. Over the past 10 years, NYSE American Composite Index had an annualized return of 5.10%, while the S&P 500 had an annualized return of 10.01%, indicating that NYSE American Composite Index did not perform as well as the benchmark.

1 month-7.59%0.86%
6 months-16.55%6.26%
1 year-9.48%1.14%
5 years (annualized)7.14%9.31%
10 years (annualized)5.10%10.01%

Monthly Returns Heatmap


Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for NYSE American Composite Index (^XAX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
NYSE American Composite Index
S&P 500

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current NYSE American Composite Index Sharpe ratio is -0.27. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

^XAX (NYSE American Composite Index)
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

^XAX (NYSE American Composite Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the NYSE American Composite Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the NYSE American Composite Index is 54.41%, recorded on Nov 20, 2008. It took 1328 trading sessions for the portfolio to recover.



To Bottom


To Recover



-54.41%Nov 7, 2007263Nov 20, 20081328Mar 5, 20141591
-53.51%Jul 7, 20141432Mar 18, 2020248Mar 12, 20211680
-25.52%Mar 24, 2000583Jul 23, 2002320Oct 28, 2003903
-25.2%Apr 23, 1998118Oct 8, 1998134Apr 22, 1999252
-19.28%Jun 8, 202225Jul 14, 202229Aug 24, 202254

Volatility Chart

The current NYSE American Composite Index volatility is 6.76%, 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.

^XAX (NYSE American Composite Index)
Benchmark (^GSPC)