^IXIC vs. ^NYA
^IXIC (NASDAQ Composite) and ^NYA (NYSE Composite) are both indexes. Over the past 10 years, ^IXIC returned 18.71%/yr vs 8.77%/yr for ^NYA. A 0.79 correlation means they provide meaningful diversification when combined.
Performance
^IXIC vs. ^NYA - Performance Comparison
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Returns By Period
In the year-to-date period, ^IXIC achieves a 12.58% return, which is significantly higher than ^NYA's 7.24% return. Over the past 10 years, ^IXIC has outperformed ^NYA with an annualized return of 18.71%, while ^NYA has yielded a comparatively lower 8.77% annualized return.
^IXIC
- 1D
- -1.32%
- 1M
- -0.67%
- YTD
- 12.58%
- 6M
- 11.69%
- 1Y
- 34.55%
- 3Y*
- 24.71%
- 5Y*
- 12.89%
- 10Y*
- 18.71%
^NYA
- 1D
- 0.41%
- 1M
- 1.60%
- YTD
- 7.24%
- 6M
- 6.72%
- 1Y
- 18.76%
- 3Y*
- 15.11%
- 5Y*
- 7.50%
- 10Y*
- 8.77%
^IXIC vs. ^NYA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^IXIC NASDAQ Composite | 12.58% | 20.36% | 28.64% | 43.42% | -33.10% | 21.39% | 43.64% | 35.23% | -3.88% | 28.24% |
^NYA NYSE Composite | 7.24% | 15.22% | 13.32% | 10.99% | -11.53% | 18.17% | 4.40% | 22.32% | -11.20% | 15.84% |
Correlation
The correlation between ^IXIC and ^NYA is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 1971 | 0.79 |
The correlation between ^IXIC and ^NYA shifts across timeframes, from 0.59 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
^IXIC vs. ^NYA — Risk / Return Rank
^IXIC
^NYA
^IXIC vs. ^NYA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and NYSE Composite (^NYA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^IXIC | ^NYA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.30 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.28 | +0.35 |
| Martin ratioReturn relative to average drawdown | 9.90 | 8.43 | +1.47 |
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Drawdowns
^IXIC vs. ^NYA - Drawdown Comparison
The maximum ^IXIC drawdown since its inception was -77.93%, which is greater than ^NYA's maximum drawdown of -59.01%. Use the drawdown chart below to compare losses from any high point for ^IXIC and ^NYA.
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Drawdown Indicators
| ^IXIC | ^NYA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.93% | -59.01% | -18.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -8.26% | -4.95% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -15.21% | -9.11% |
Max Drawdown (5Y)Largest decline over 5 years | -36.40% | -22.37% | -14.03% |
Max Drawdown (10Y)Largest decline over 10 years | -36.40% | -38.11% | +1.71% |
Current DrawdownCurrent decline from peak | -3.42% | -0.45% | -2.97% |
Average DrawdownAverage peak-to-trough decline | -21.38% | -9.85% | -11.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.23% | +1.27% |
Volatility
^IXIC vs. ^NYA - Volatility Comparison
NASDAQ Composite (^IXIC) has a higher volatility of 7.34% compared to NYSE Composite (^NYA) at 3.39%. This indicates that ^IXIC's price experiences larger fluctuations and is considered to be riskier than ^NYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^IXIC | ^NYA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 3.39% | +3.95% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 8.87% | +4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.47% | 11.33% | +6.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.63% | 14.87% | +7.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 16.91% | +5.20% |
Frequently Asked Questions
^IXIC and ^NYA have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^IXIC has higher volatility (7.34%) compared to ^NYA (3.39%). In terms of maximum drawdown, ^IXIC dropped -77.93% vs ^NYA's -59.01%.
^IXIC currently has the higher Sharpe Ratio (1.99 vs 1.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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