PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
^IXIC vs. BZ=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^IXIC and BZ=F is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

^IXIC vs. BZ=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ Composite (^IXIC) and Crude Oil Brent (BZ=F). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
10.74%
-2.23%
^IXIC
BZ=F

Key characteristics

Sharpe Ratio

^IXIC:

1.75

BZ=F:

-0.06

Sortino Ratio

^IXIC:

2.31

BZ=F:

0.08

Omega Ratio

^IXIC:

1.31

BZ=F:

1.01

Calmar Ratio

^IXIC:

2.44

BZ=F:

-0.03

Martin Ratio

^IXIC:

8.82

BZ=F:

-0.11

Ulcer Index

^IXIC:

3.64%

BZ=F:

14.22%

Daily Std Dev

^IXIC:

18.34%

BZ=F:

24.14%

Max Drawdown

^IXIC:

-77.93%

BZ=F:

-86.77%

Current Drawdown

^IXIC:

-2.70%

BZ=F:

-44.69%

Returns By Period

In the year-to-date period, ^IXIC achieves a 1.65% return, which is significantly lower than BZ=F's 8.24% return. Over the past 10 years, ^IXIC has outperformed BZ=F with an annualized return of 15.49%, while BZ=F has yielded a comparatively lower 4.93% annualized return.


^IXIC

YTD

1.65%

1M

1.33%

6M

10.74%

1Y

28.21%

5Y*

15.93%

10Y*

15.49%

BZ=F

YTD

8.24%

1M

10.85%

6M

-2.23%

1Y

2.84%

5Y*

4.14%

10Y*

4.93%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^IXIC vs. BZ=F — Risk-Adjusted Performance Rank

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

^IXIC
The Risk-Adjusted Performance Rank of ^IXIC is 7777
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 7979
Martin Ratio Rank

BZ=F
The Risk-Adjusted Performance Rank of BZ=F is 22
Overall Rank
The Sharpe Ratio Rank of BZ=F is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of BZ=F is 00
Sortino Ratio Rank
The Omega Ratio Rank of BZ=F is 00
Omega Ratio Rank
The Calmar Ratio Rank of BZ=F is 00
Calmar Ratio Rank
The Martin Ratio Rank of BZ=F is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^IXIC vs. BZ=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and Crude Oil Brent (BZ=F). 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.


Sharpe ratio
The chart of Sharpe ratio for ^IXIC, currently valued at 1.29, compared to the broader market-0.500.000.501.001.502.002.501.29-0.06
The chart of Sortino ratio for ^IXIC, currently valued at 1.76, compared to the broader market-1.000.001.002.003.001.760.08
The chart of Omega ratio for ^IXIC, currently valued at 1.26, compared to the broader market1.001.201.401.261.01
The chart of Calmar ratio for ^IXIC, currently valued at 1.68, compared to the broader market0.001.002.003.001.68-0.03
The chart of Martin ratio for ^IXIC, currently valued at 5.73, compared to the broader market0.005.0010.0015.0020.005.73-0.11
^IXIC
BZ=F

The current ^IXIC Sharpe Ratio is 1.75, which is higher than the BZ=F Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of ^IXIC and BZ=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.29
-0.06
^IXIC
BZ=F

Drawdowns

^IXIC vs. BZ=F - Drawdown Comparison

The maximum ^IXIC drawdown since its inception was -77.93%, smaller than the maximum BZ=F drawdown of -86.77%. Use the drawdown chart below to compare losses from any high point for ^IXIC and BZ=F. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.70%
-44.69%
^IXIC
BZ=F

Volatility

^IXIC vs. BZ=F - Volatility Comparison

The current volatility for NASDAQ Composite (^IXIC) is 5.26%, while Crude Oil Brent (BZ=F) has a volatility of 5.67%. This indicates that ^IXIC experiences smaller price fluctuations and is considered to be less risky than BZ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.26%
5.67%
^IXIC
BZ=F
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab