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NYSE Composite (^NYA)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart


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Returns By Period

NYSE Composite (^NYA) returned 3.22% year-to-date (YTD) and 8.53% over the past 12 months. Over the past 10 years, ^NYA returned 5.81% annually, underperforming the S&P 500 benchmark at 10.69%.


^NYA

YTD

3.22%

1M

8.19%

6M

-1.52%

1Y

8.53%

5Y*

12.78%

10Y*

5.81%

^GSPC (Benchmark)

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

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
20254.72%0.15%-3.16%-1.45%3.12%3.22%
20240.35%4.12%4.01%-3.87%2.73%-0.32%3.79%3.11%1.16%-1.42%5.37%-5.80%13.32%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^NYA is 67, 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 6767
Overall Rank
The Sharpe Ratio Rank of ^NYA is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NYA is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ^NYA is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ^NYA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ^NYA is 8282
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.


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 Composite Sharpe ratios as of May 13, 2025 (values are recalculated daily):

  • 1-Year: 0.53
  • 5-Year: 0.79
  • 10-Year: 0.33
  • All Time: 0.40

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 Composite 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 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 2.76%.


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 chart below shows the rolling one-month volatility.


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