^IXIC vs. ^SP500TR

In the year-to-date period, ^IXIC achieves a -1.03% return, which is significantly lower than ^SP500TR's 1.09% return. Over the past 10 years, ^IXIC has outperformed ^SP500TR with an annualized return of 14.21%, while ^SP500TR has yielded a comparatively lower 12.79% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and S&P 500 Total Return (^SP500TR). 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.

The current ^IXIC Sharpe Ratio is 0.55, which is comparable to the ^SP500TR Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of ^IXIC and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^IXIC drawdown since its inception was -77.93%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ^IXIC and ^SP500TR. For additional features, visit the drawdowns tool.

NASDAQ Composite (^IXIC) has a higher volatility of 7.89% compared to S&P 500 Total Return (^SP500TR) at 6.12%. This indicates that ^IXIC's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.