^IXIC vs. ^NDX
Compare and contrast key facts about NASDAQ Composite (^IXIC) and NASDAQ 100 (^NDX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IXIC or ^NDX.
Correlation
The correlation between ^IXIC and ^NDX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^IXIC vs. ^NDX - Performance Comparison
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Key characteristics
^IXIC:
0.54
^NDX:
0.57
^IXIC:
0.96
^NDX:
1.00
^IXIC:
1.13
^NDX:
1.14
^IXIC:
0.60
^NDX:
0.66
^IXIC:
1.97
^NDX:
2.15
^IXIC:
7.43%
^NDX:
7.05%
^IXIC:
25.98%
^NDX:
25.56%
^IXIC:
-77.93%
^NDX:
-82.90%
^IXIC:
-5.11%
^NDX:
-3.64%
Returns By Period
In the year-to-date period, ^IXIC achieves a -0.87% return, which is significantly lower than ^NDX's 1.69% return. Over the past 10 years, ^IXIC has underperformed ^NDX with an annualized return of 14.17%, while ^NDX has yielded a comparatively higher 16.79% annualized return.
^IXIC
-0.87%
17.54%
0.82%
13.98%
19.02%
15.57%
14.17%
^NDX
1.69%
17.03%
3.30%
14.42%
21.76%
17.90%
16.79%
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Risk-Adjusted Performance
^IXIC vs. ^NDX — Risk-Adjusted Performance Rank
^IXIC
^NDX
^IXIC vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and NASDAQ 100 (^NDX). 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.
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Drawdowns
^IXIC vs. ^NDX - Drawdown Comparison
The maximum ^IXIC drawdown since its inception was -77.93%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ^IXIC and ^NDX. For additional features, visit the drawdowns tool.
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Volatility
^IXIC vs. ^NDX - Volatility Comparison
NASDAQ Composite (^IXIC) has a higher volatility of 6.01% compared to NASDAQ 100 (^NDX) at 5.61%. This indicates that ^IXIC's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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