Highlights
- Avg. Volume (1M)
- 0
- Avg. Volume Value (1M)
- $0.00
Share Price Chart
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Performance
^XCMP Performance Chart
NASDAQ Composite Total Return Index (^XCMP) is up 9.5% since the beginning of the year. ^XCMP is currently trading at $31,305 per share. Investors who bought $1,000 worth of ^XCMP shares 5 years ago would now be looking at an investment worth $1,794.
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Returns By Period
NASDAQ Composite Total Return Index (^XCMP) has returned 9.53% so far this year and 23.62% over the past 12 months. Looking at the last ten years, ^XCMP has achieved an annualized return of 18.34%, outperforming the S&P 500 Index benchmark, which averaged 13.26% per year.
NASDAQ Composite Total Return Index
- 1D
- 1.01%
- 1M
- -1.76%
- 6M
- 8.48%
- YTD
- 9.53%
- 1Y
- 23.62%
- 3Y*
- 21.95%
- 5Y*
- 12.40%
- 10Y*
- 18.34%
- ALL TIME*
- 13.27%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
^XCMP Monthly Returns History
Based on dividend-adjusted daily data since Sep 25, 2003, ^XCMP's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +15.5%, while the worst month was Oct 2008 at -17.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^XCMP closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +12.2%, while the worst single day was Mar 16, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.97% | -3.33% | -4.68% | 15.31% | 8.43% | -2.75% | -3.19% | 9.53% | |||||
| 2025 | 1.66% | -3.91% | -8.14% | 0.88% | 9.65% | 6.64% | 3.72% | 1.65% | 5.68% | 4.72% | -1.45% | -0.47% | 21.14% |
| 2024 | 1.04% | 6.22% | 1.85% | -4.38% | 6.98% | 6.03% | -0.73% | 0.74% | 2.76% | -0.49% | 6.29% | 0.55% | 29.57% |
| 2023 | 10.72% | -1.01% | 6.78% | 0.07% | 5.93% | 6.65% | 4.08% | -2.05% | -5.77% | -2.76% | 10.83% | 5.58% | 44.64% |
| 2022 | -8.96% | -3.35% | 3.48% | -13.24% | -1.93% | -8.65% | 12.39% | -4.53% | -10.44% | 3.94% | 4.51% | -8.67% | -32.54% |
| 2021 | 1.44% | 1.01% | 0.48% | 5.43% | -1.44% | 5.55% | 1.19% | 4.08% | -5.27% | 7.29% | 0.33% | 0.74% | 22.18% |
Benchmark Metrics
NASDAQ Composite Total Return Index has an annualized alpha of 3.36%, beta of 1.09, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since September 25, 2003.
- This index captured 127.28% of S&P 500 Index gains and 108.09% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This index generated an annualized alpha of 3.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.09 and R2 of 0.90, 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
- 3.36%
- Beta
- 1.09
- R²
- 0.90
- Upside Capture
- 127.28%
- Downside Capture
- 108.09%
Return for Risk
Risk / Return Rank
^XCMP ranks 38 for risk / return — above 38% of indices peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for NASDAQ Composite Total Return Index (^XCMP) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^XCMP | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 2.00 | -0.39 |
| Martin ratioReturn relative to average drawdown | 5.39 | 8.49 | -3.10 |
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 NASDAQ Composite Total Return 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 NASDAQ Composite Total Return Index was 55.07%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.
The current NASDAQ Composite Total Return Index drawdown is 6.27%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-55.07%Mar 2009 | 1y 4mo | 1y 11mo | 3y 3moNov 2007 - Feb 2011 | Financial crisis2007–2009 |
-35.83%Dec 2022 | 1y 1mo | 1y 1mo | 2y 2moNov 2021 - Feb 2024 | Bear market2022 |
-30.04%Mar 2020 | 1mo 2d | 2mo 14d | 3mo 16dFeb 2020 - Jun 2020 | COVID crash2020 |
-24.16%Apr 2025 | 3mo 22d | 2mo 19d | 6mo 11dDec 2024 - Jun 2025 | 2025 selloff2025 |
-23.37%Dec 2018 | 3mo 21d | 4mo | 7mo 21dSep 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
Drawdown Indicators
| ^XCMP | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.07% | -56.78% | +1.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -9.10% | -3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -24.16% | -18.90% | -5.26% |
Max Drawdown (5Y)Largest decline over 5 years | -35.83% | -25.43% | -10.40% |
Max Drawdown (10Y)Largest decline over 10 years | -35.83% | -33.92% | -1.91% |
Current DrawdownCurrent decline from peak | -6.27% | -1.58% | -4.69% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -10.70% | +2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 2.14% | +1.74% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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