NASDAQ Composite Total Return Index (^XCMP)
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in NASDAQ Composite Total Return Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
NASDAQ Composite Total Return Index had a return of 36.24% year-to-date (YTD) and 29.53% in the last 12 months. Over the past 10 years, NASDAQ Composite Total Return Index had an annualized return of 14.46%, outperforming the S&P 500 benchmark which had an annualized return of 9.70%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 36.24% | 18.49% |
| 1 month | 4.77% | 4.20% |
| 6 months | 8.38% | 6.60% |
| 1 year | 29.53% | 15.43% |
| 5 years (annualized) | 16.25% | 11.59% |
| 10 years (annualized) | 14.46% | 9.70% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 5.93% | 6.65% | 4.08% | -2.05% | -5.77% | -2.76% | 10.83% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite Total Return Index (^XCMP) 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^XCMP NASDAQ Composite Total Return Index | 1.48 | ||||
^GSPC S&P 500 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 35.83%, occurring on Dec 28, 2022. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.83% | Nov 22, 2021 | 277 | Dec 28, 2022 | — | — | — |
| -30.04% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -23.37% | Sep 4, 2018 | 78 | Dec 24, 2018 | 81 | Apr 23, 2019 | 159 |
| -18.49% | Jul 8, 2011 | 61 | Oct 3, 2011 | 84 | Feb 2, 2012 | 145 |
| -17.65% | Jul 21, 2015 | 143 | Feb 11, 2016 | 116 | Jul 28, 2016 | 259 |
Volatility Chart
The current NASDAQ Composite Total Return Index volatility is 3.85%, 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.