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

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Performance

Performance Chart


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Returns By Period

NYSE American Composite Index (^XAX) returned 9.21% year-to-date (YTD) and 4.66% over the past 12 months. Over the past 10 years, ^XAX returned 7.61% annually, underperforming the S&P 500 benchmark at 10.46%.


^XAX

YTD

9.21%

1M

14.98%

6M

-2.42%

1Y

4.66%

5Y*

22.20%

10Y*

7.61%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

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
20254.55%0.41%3.79%-3.59%3.96%9.21%
2024-2.07%0.10%8.20%-1.19%3.33%-2.93%5.96%1.58%-2.24%2.84%0.30%-10.61%2.00%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^XAX is 37, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^XAX is 3737
Overall Rank
The Sharpe Ratio Rank of ^XAX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XAX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ^XAX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of ^XAX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of ^XAX is 4040
Martin 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

NYSE American Composite Index Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.18
  • 5-Year: 0.94
  • 10-Year: 0.35
  • All Time: 0.42

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of NYSE American Composite Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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 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 5.32%.


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 chart below shows the rolling one-month volatility.


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