PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NYSE Composite (^NYA)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
^NYA vs. SPY ^NYA vs. WTKWY ^NYA vs. MCD ^NYA vs. ^GSPC ^NYA vs. ^IXIC ^NYA vs. ^NDX ^NYA vs. ^DJI ^NYA vs. GOOG ^NYA vs. XLK
Popular comparisons:
^NYA vs. SPY ^NYA vs. WTKWY ^NYA vs. MCD ^NYA vs. ^GSPC ^NYA vs. ^IXIC ^NYA vs. ^NDX ^NYA vs. ^DJI ^NYA vs. GOOG ^NYA vs. XLK

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.24%
8.53%
^NYA (NYSE Composite)
Benchmark (^GSPC)

Returns By Period

NYSE Composite had a return of 13.45% year-to-date (YTD) and 14.32% in the last 12 months. Over the past 10 years, NYSE Composite had an annualized return of 5.74%, while the S&P 500 had an annualized return of 11.06%, indicating that NYSE Composite did not perform as well as the benchmark.


^NYA

YTD

13.45%

1M

-3.19%

6M

6.24%

1Y

14.32%

5Y*

6.61%

10Y*

5.74%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.35%4.12%4.01%-3.87%2.73%-0.32%3.79%3.11%1.16%-1.42%5.37%13.45%
20235.61%-3.79%-0.35%1.11%-4.24%6.64%3.47%-2.60%-3.76%-3.11%7.84%4.75%10.99%
2022-2.94%-2.08%2.19%-6.33%1.36%-8.46%5.80%-3.43%-8.98%9.46%7.00%-3.78%-11.53%
2021-0.88%4.26%3.94%3.96%2.07%0.00%0.28%1.23%-3.94%5.40%-4.10%5.18%18.17%
2020-2.15%-9.06%-16.79%10.39%3.79%0.77%4.80%4.66%-2.63%-2.15%12.69%3.70%4.40%
20198.13%2.81%0.41%2.87%-6.10%6.40%0.13%-2.52%2.10%1.28%2.83%2.72%22.32%
20184.37%-5.35%-1.58%0.51%0.09%-0.18%3.67%0.41%0.50%-6.68%2.04%-8.69%-11.20%
20171.50%2.58%-0.17%0.38%0.54%1.41%1.75%-0.77%2.81%1.08%2.32%1.43%15.84%
2016-5.03%-0.76%6.78%2.25%0.04%0.47%2.82%-0.19%-0.40%-2.24%3.40%2.02%9.01%
2015-2.79%4.99%-1.48%1.38%0.06%-2.27%0.71%-6.49%-3.70%6.75%-0.49%-2.56%-6.42%
2014-4.16%4.60%0.98%0.94%1.22%2.07%-2.30%2.98%-3.11%1.33%1.02%-1.06%4.22%
20135.34%-0.29%2.69%1.86%0.27%-2.04%4.90%-3.01%3.78%4.04%1.73%2.13%23.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^NYA is 71, 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 ^NYA is 7171
Overall Rank
The Sharpe Ratio Rank of ^NYA is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NYA is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ^NYA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^NYA is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ^NYA is 7171
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 Composite (^NYA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ^NYA, currently valued at 1.48, compared to the broader market0.001.002.001.482.10
The chart of Sortino ratio for ^NYA, currently valued at 2.07, compared to the broader market-1.000.001.002.003.002.072.80
The chart of Omega ratio for ^NYA, currently valued at 1.26, compared to the broader market0.901.001.101.201.301.401.261.39
The chart of Calmar ratio for ^NYA, currently valued at 2.41, compared to the broader market0.001.002.003.002.413.09
The chart of Martin ratio for ^NYA, currently valued at 8.44, compared to the broader market0.005.0010.0015.0020.008.4413.49
^NYA
^GSPC

The current NYSE Composite Sharpe ratio is 1.48. 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 Composite 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.48
2.10
^NYA (NYSE Composite)
Benchmark (^GSPC)

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.69%
-2.62%
^NYA (NYSE Composite)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the NYSE Composite. 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 Composite was 59.01%, occurring on Mar 9, 2009. Recovery took 1210 trading sessions.

The current NYSE Composite drawdown is 5.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.01%Nov 1, 2007339Mar 9, 20091210Dec 26, 20131549
-49.77%Jan 12, 1973450Oct 3, 19741354Jan 28, 19801804
-38.11%Jan 21, 202044Mar 23, 2020172Nov 24, 2020216
-37.85%Sep 5, 2000525Oct 9, 2002554Dec 21, 20041079
-33.02%Aug 26, 198771Dec 4, 1987415Jul 26, 1989486

Volatility

Volatility Chart

The current NYSE Composite volatility is 3.52%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.52%
3.79%
^NYA (NYSE Composite)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab