^IXIC vs. ^NDX

Last updated Apr 2, 2026

Compare and contrast key facts about NASDAQ Composite (^IXIC) and NASDAQ 100 Index (^NDX).

Performance

^IXIC vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ Composite (^IXIC) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

^IXIC vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^IXIC NASDAQ Composite	-6.03%	20.36%	28.64%	43.42%	-33.10%	21.39%	43.64%	35.23%	-3.88%	28.24%
^NDX NASDAQ 100 Index	-4.87%	20.17%	24.88%	53.81%	-32.97%	26.63%	47.58%	37.96%	-1.04%	31.52%

Returns By Period

In the year-to-date period, ^IXIC achieves a -6.03% return, which is significantly lower than ^NDX's -4.87% return. Over the past 10 years, ^IXIC has underperformed ^NDX with an annualized return of 16.09%, while ^NDX has yielded a comparatively higher 18.15% annualized return.

^IXIC

• 1D: 1.16%
• 1M: -3.99%
• YTD: -6.03%
• 6M: -4.02%
• 1Y: 25.16%
• 3Y*: 21.35%
• 5Y*: 10.13%
• 10Y*: 16.09%

^NDX

• 1D: 1.18%
• 1M: -3.89%
• YTD: -4.87%
• 6M: -3.15%
• 1Y: 23.58%
• 3Y*: 22.14%
• 5Y*: 12.50%
• 10Y*: 18.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^IXIC vs. ^NDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^IXIC

^IXIC Risk / Return Rank: 78
^IXIC Sharpe Ratio Rank: 73
^IXIC Sortino Ratio Rank: 78
^IXIC Omega Ratio Rank: 76
^IXIC Calmar Ratio Rank: 82
^IXIC Martin Ratio Rank: 80

^NDX

^NDX Risk / Return Rank: 76
^NDX Sharpe Ratio Rank: 70
^NDX Sortino Ratio Rank: 74
^NDX Omega Ratio Rank: 74
^NDX Calmar Ratio Rank: 81
^NDX Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^IXIC vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and NASDAQ 100 Index (^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.

	^IXIC	^NDX	Difference
Sharpe ratio Return per unit of total volatility	1.08	1.04	+0.04
Sortino ratio Return per unit of downside risk	1.68	1.62	+0.06
Omega ratio Gain probability vs. loss probability	1.24	1.23	+0.01
Calmar ratio Return relative to maximum drawdown	1.98	1.93	+0.05
Martin ratio Return relative to average drawdown	7.07	7.05	+0.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^IXIC vs. ^NDX - Sharpe Ratio Comparison

The current ^IXIC Sharpe Ratio is 1.08, which is comparable to the ^NDX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of ^IXIC and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^IXIC	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.08	1.04	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.56	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.81	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.55	-0.04

Correlation

The correlation between ^IXIC and ^NDX is 0.97, 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.

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.

Drawdown Indicators

	^IXIC	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-77.93%	-82.90%	+4.97%
Max Drawdown (1Y) Largest decline over 1 year	-13.26%	-12.72%	-0.54%
Max Drawdown (5Y) Largest decline over 5 years	-36.40%	-35.56%	-0.84%
Max Drawdown (10Y) Largest decline over 10 years	-36.40%	-35.56%	-0.84%
Current Drawdown Current decline from peak	-8.84%	-8.04%	-0.80%
Average Drawdown Average peak-to-trough decline	-21.46%	-24.72%	+3.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	3.49%	+0.22%

Volatility

^IXIC vs. ^NDX - Volatility Comparison

NASDAQ Composite (^IXIC) has a higher volatility of 7.06% compared to NASDAQ 100 Index (^NDX) at 6.65%. 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.

Volatility by Period

	^IXIC	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.06%	6.65%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	13.09%	12.93%	+0.16%
Volatility (1Y) Calculated over the trailing 1-year period	23.33%	22.77%	+0.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.44%	22.61%	-0.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.97%	22.48%	-0.51%