^IXIC vs. ^SP500TR

Last updated Apr 3, 2026

Compare and contrast key facts about NASDAQ Composite (^IXIC) and S&P 500 Total Return (^SP500TR).

Performance

^IXIC vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ Composite (^IXIC) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

^IXIC vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^IXIC NASDAQ Composite	-5.86%	20.36%	28.64%	43.42%	-33.10%	21.39%	43.64%	35.23%	-3.88%	28.24%
^SP500TR S&P 500 Total Return	-3.53%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, ^IXIC achieves a -5.86% return, which is significantly lower than ^SP500TR's -3.53% return. Over the past 10 years, ^IXIC has outperformed ^SP500TR with an annualized return of 16.16%, while ^SP500TR has yielded a comparatively lower 14.22% annualized return.

^IXIC

• 1D: 0.18%
• 1M: -2.83%
• YTD: -5.86%
• 6M: -4.22%
• 1Y: 24.31%
• 3Y*: 21.53%
• 5Y*: 10.17%
• 10Y*: 16.16%

^SP500TR

• 1D: 0.12%
• 1M: -3.32%
• YTD: -3.53%
• 6M: -1.37%
• 1Y: 17.55%
• 3Y*: 18.50%
• 5Y*: 11.99%
• 10Y*: 14.22%

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

Return for Risk

^IXIC vs. ^SP500TR — Risk / Return Rank

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

^IXIC

^IXIC Risk / Return Rank: 74
^IXIC Sharpe Ratio Rank: 70
^IXIC Sortino Ratio Rank: 73
^IXIC Omega Ratio Rank: 76
^IXIC Calmar Ratio Rank: 76
^IXIC Martin Ratio Rank: 77

^SP500TR

^SP500TR Risk / Return Rank: 68
^SP500TR Sharpe Ratio Rank: 64
^SP500TR Sortino Ratio Rank: 68
^SP500TR Omega Ratio Rank: 71
^SP500TR Calmar Ratio Rank: 60
^SP500TR Martin Ratio Rank: 79

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. ^SP500TR - Risk-Adjusted Trends Comparison

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.

	^IXIC	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	1.05	0.96	+0.08
Sortino ratio Return per unit of downside risk	1.63	1.48	+0.16
Omega ratio Gain probability vs. loss probability	1.23	1.23	+0.01
Calmar ratio Return relative to maximum drawdown	1.91	1.51	+0.40
Martin ratio Return relative to average drawdown	6.77	7.14	-0.37
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. ^SP500TR - Sharpe Ratio Comparison

The current ^IXIC Sharpe Ratio is 1.05, which is comparable to the ^SP500TR Sharpe Ratio of 0.96. 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.

Sharpe Ratios by Period

	^IXIC	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	0.96	+0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.71	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.79	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.62	-0.12

Correlation

The correlation between ^IXIC and ^SP500TR is 0.87, 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. ^SP500TR - Drawdown Comparison

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.

Drawdown Indicators

	^IXIC	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-77.93%	-55.25%	-22.68%
Max Drawdown (1Y) Largest decline over 1 year	-13.21%	-8.89%	-4.32%
Max Drawdown (5Y) Largest decline over 5 years	-36.40%	-24.49%	-11.91%
Max Drawdown (10Y) Largest decline over 10 years	-36.40%	-33.79%	-2.61%
Current Drawdown Current decline from peak	-8.68%	-5.44%	-3.24%
Average Drawdown Average peak-to-trough decline	-21.46%	-8.20%	-13.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	2.57%	+1.18%

Volatility

^IXIC vs. ^SP500TR - Volatility Comparison

NASDAQ Composite (^IXIC) has a higher volatility of 6.91% compared to S&P 500 Total Return (^SP500TR) at 5.30%. 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.

Volatility by Period

	^IXIC	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.91%	5.30%	+1.61%
Volatility (6M) Calculated over the trailing 6-month period	13.09%	9.55%	+3.54%
Volatility (1Y) Calculated over the trailing 1-year period	23.32%	18.32%	+5.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.43%	16.90%	+5.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.96%	18.04%	+3.92%