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NYSE American Composite Index (^XAX)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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NYSE American Composite Index

Popular comparisons: ^XAX vs. SPY

Performance

Performance Chart

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.


700.00%750.00%800.00%FebruaryMarchAprilMayJuneJuly
819.56%
804.06%
^XAX (NYSE American Composite Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

NYSE American Composite Index had a return of 9.36% year-to-date (YTD) and 16.45% in the last 12 months. Over the past 10 years, NYSE American Composite Index had an annualized return of 6.09%, while the S&P 500 had an annualized return of 10.91%, indicating that NYSE American Composite Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.36%16.48%
1 month7.15%1.67%
6 months13.65%14.21%
1 year16.45%21.98%
5 years (annualized)14.61%13.13%
10 years (annualized)6.09%10.91%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.07%0.10%8.20%-1.19%3.33%-2.93%9.36%
20236.26%-3.30%0.59%-1.75%-7.82%8.04%4.83%2.16%2.52%-3.14%4.53%-1.19%11.10%
20226.13%10.36%5.20%-1.91%3.75%-8.53%6.52%3.00%-4.62%12.22%2.59%-11.79%21.90%
20212.34%7.68%4.37%8.37%9.49%-1.58%-4.84%0.24%6.81%5.60%-1.68%1.13%43.69%
2020-4.75%-8.95%-30.57%26.21%-0.93%3.71%3.29%2.26%-9.38%3.98%12.13%6.14%-7.51%
201910.54%-1.47%1.89%1.18%-5.09%5.41%-1.36%-4.73%2.84%-1.49%-0.16%4.31%11.36%
20180.39%-8.22%0.16%6.40%5.29%-0.12%0.02%-2.69%1.69%-7.34%-1.40%-7.76%-13.87%
20175.55%1.43%1.61%0.73%3.21%-2.11%-0.15%-0.25%3.69%-0.38%-0.84%2.08%15.31%
2016-2.97%1.28%6.22%5.14%-2.04%4.40%0.21%-1.77%2.54%-7.07%-0.93%2.96%7.39%
2015-0.50%3.71%-5.66%4.44%-2.24%-3.04%2.72%-8.03%-2.35%6.05%-2.18%-4.66%-12.08%
2014-5.72%9.77%2.08%1.92%4.39%1.89%-2.59%2.85%-6.41%-1.08%-1.28%-3.94%0.75%
20132.46%-2.06%1.79%0.13%-1.84%-5.04%4.93%-3.45%3.88%3.42%-2.34%1.64%2.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^XAX is 62, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^XAX is 6262
^XAX (NYSE American Composite Index)
The Sharpe Ratio Rank of ^XAX is 5454Sharpe Ratio Rank
The Sortino Ratio Rank of ^XAX is 5454Sortino Ratio Rank
The Omega Ratio Rank of ^XAX is 5454Omega Ratio Rank
The Calmar Ratio Rank of ^XAX is 8686Calmar Ratio Rank
The Martin Ratio Rank of ^XAX is 6363Martin 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 American Composite Index (^XAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^XAX
Sharpe ratio
The chart of Sharpe ratio for ^XAX, currently valued at 1.06, compared to the broader market0.001.002.001.06
Sortino ratio
The chart of Sortino ratio for ^XAX, currently valued at 1.57, compared to the broader market-1.000.001.002.003.001.57
Omega ratio
The chart of Omega ratio for ^XAX, currently valued at 1.18, compared to the broader market0.901.001.101.201.301.401.501.18
Calmar ratio
The chart of Calmar ratio for ^XAX, currently valued at 1.95, compared to the broader market0.001.002.003.004.005.001.95
Martin ratio
The chart of Martin ratio for ^XAX, currently valued at 5.19, compared to the broader market0.005.0010.0015.0020.005.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market0.001.002.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-1.000.001.002.003.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.901.001.101.201.301.401.501.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.001.002.003.004.005.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.005.0010.0015.0020.007.44

Sharpe Ratio

The current NYSE American Composite Index Sharpe ratio is 1.06. 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 American Composite Index 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 Ratio0.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.06
1.99
^XAX (NYSE American Composite Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.56%
-1.97%
^XAX (NYSE American Composite Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the NYSE American Composite 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 NYSE American Composite Index was 54.41%, occurring on Nov 20, 2008. Recovery took 1328 trading sessions.

The current NYSE American Composite Index drawdown is 1.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-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

Volatility Chart

The current NYSE American Composite Index volatility is 5.33%, 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%7.00%FebruaryMarchAprilMayJuneJuly
5.33%
2.94%
^XAX (NYSE American Composite Index)
Benchmark (^GSPC)